CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1081 |
1.1204 |
0.0123 |
1.1% |
1.1321 |
| High |
1.1234 |
1.1260 |
0.0026 |
0.2% |
1.1376 |
| Low |
1.1079 |
1.1130 |
0.0052 |
0.5% |
1.1034 |
| Close |
1.1227 |
1.1133 |
-0.0094 |
-0.8% |
1.1058 |
| Range |
0.0156 |
0.0130 |
-0.0026 |
-16.4% |
0.0342 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.2% |
0.0000 |
| Volume |
898 |
404 |
-494 |
-55.0% |
4,096 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1479 |
1.1205 |
|
| R3 |
1.1434 |
1.1349 |
1.1169 |
|
| R2 |
1.1304 |
1.1304 |
1.1157 |
|
| R1 |
1.1219 |
1.1219 |
1.1145 |
1.1197 |
| PP |
1.1174 |
1.1174 |
1.1174 |
1.1163 |
| S1 |
1.1089 |
1.1089 |
1.1121 |
1.1067 |
| S2 |
1.1044 |
1.1044 |
1.1109 |
|
| S3 |
1.0914 |
1.0959 |
1.1097 |
|
| S4 |
1.0784 |
1.0829 |
1.1062 |
|
|
| 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 |
1.1260 |
1.0954 |
0.0306 |
2.7% |
0.0124 |
1.1% |
58% |
True |
False |
1,053 |
| 10 |
1.1420 |
1.0954 |
0.0466 |
4.2% |
0.0100 |
0.9% |
38% |
False |
False |
689 |
| 20 |
1.1601 |
1.0954 |
0.0647 |
5.8% |
0.0081 |
0.7% |
28% |
False |
False |
442 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0057 |
0.5% |
27% |
False |
False |
267 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0045 |
0.4% |
27% |
False |
False |
184 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0042 |
0.4% |
27% |
False |
False |
152 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0037 |
0.3% |
21% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1813 |
|
2.618 |
1.1600 |
|
1.618 |
1.1470 |
|
1.000 |
1.1390 |
|
0.618 |
1.1340 |
|
HIGH |
1.1260 |
|
0.618 |
1.1210 |
|
0.500 |
1.1195 |
|
0.382 |
1.1180 |
|
LOW |
1.1130 |
|
0.618 |
1.1050 |
|
1.000 |
1.1000 |
|
1.618 |
1.0920 |
|
2.618 |
1.0790 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1141 |
| PP |
1.1174 |
1.1139 |
| S1 |
1.1154 |
1.1136 |
|