CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1081 |
0.0041 |
0.4% |
1.1321 |
| High |
1.1070 |
1.1234 |
0.0164 |
1.5% |
1.1376 |
| Low |
1.1023 |
1.1079 |
0.0056 |
0.5% |
1.1034 |
| Close |
1.1058 |
1.1227 |
0.0169 |
1.5% |
1.1058 |
| Range |
0.0048 |
0.0156 |
0.0108 |
227.4% |
0.0342 |
| ATR |
0.0083 |
0.0089 |
0.0007 |
8.0% |
0.0000 |
| Volume |
725 |
898 |
173 |
23.9% |
4,096 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1592 |
1.1312 |
|
| R3 |
1.1491 |
1.1436 |
1.1269 |
|
| R2 |
1.1335 |
1.1335 |
1.1255 |
|
| R1 |
1.1281 |
1.1281 |
1.1241 |
1.1308 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1193 |
| S1 |
1.1125 |
1.1125 |
1.1212 |
1.1153 |
| S2 |
1.1024 |
1.1024 |
1.1198 |
|
| S3 |
1.0869 |
1.0970 |
1.1184 |
|
| S4 |
1.0713 |
1.0814 |
1.1141 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2180 |
1.1961 |
1.1246 |
|
| R3 |
1.1839 |
1.1619 |
1.1152 |
|
| R2 |
1.1497 |
1.1497 |
1.1121 |
|
| R1 |
1.1278 |
1.1278 |
1.1089 |
1.1217 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1125 |
| S1 |
1.0936 |
1.0936 |
1.1027 |
1.0875 |
| S2 |
1.0814 |
1.0814 |
1.0995 |
|
| S3 |
1.0473 |
1.0595 |
1.0964 |
|
| S4 |
1.0131 |
1.0253 |
1.0870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1238 |
1.0954 |
0.0284 |
2.5% |
0.0107 |
1.0% |
96% |
False |
False |
996 |
| 10 |
1.1455 |
1.0954 |
0.0501 |
4.5% |
0.0107 |
1.0% |
54% |
False |
False |
755 |
| 20 |
1.1601 |
1.0954 |
0.0647 |
5.8% |
0.0075 |
0.7% |
42% |
False |
False |
422 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0055 |
0.5% |
42% |
False |
False |
261 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0044 |
0.4% |
42% |
False |
False |
177 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0041 |
0.4% |
42% |
False |
False |
150 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0036 |
0.3% |
32% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1895 |
|
2.618 |
1.1641 |
|
1.618 |
1.1486 |
|
1.000 |
1.1390 |
|
0.618 |
1.1330 |
|
HIGH |
1.1234 |
|
0.618 |
1.1175 |
|
0.500 |
1.1156 |
|
0.382 |
1.1138 |
|
LOW |
1.1079 |
|
0.618 |
1.0982 |
|
1.000 |
1.0923 |
|
1.618 |
1.0827 |
|
2.618 |
1.0671 |
|
4.250 |
1.0418 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1203 |
1.1182 |
| PP |
1.1180 |
1.1138 |
| S1 |
1.1156 |
1.1094 |
|