CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1204 |
1.1121 |
-0.0083 |
-0.7% |
1.1014 |
| High |
1.1260 |
1.1170 |
-0.0090 |
-0.8% |
1.1260 |
| Low |
1.1130 |
1.1054 |
-0.0076 |
-0.7% |
1.0954 |
| Close |
1.1133 |
1.1054 |
-0.0079 |
-0.7% |
1.1054 |
| Range |
0.0130 |
0.0116 |
-0.0014 |
-10.8% |
0.0306 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
1.8% |
0.0000 |
| Volume |
404 |
61 |
-343 |
-84.9% |
2,526 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1363 |
1.1118 |
|
| R3 |
1.1325 |
1.1247 |
1.1086 |
|
| R2 |
1.1209 |
1.1209 |
1.1075 |
|
| R1 |
1.1131 |
1.1131 |
1.1065 |
1.1112 |
| PP |
1.1093 |
1.1093 |
1.1093 |
1.1083 |
| S1 |
1.1015 |
1.1015 |
1.1043 |
1.0996 |
| S2 |
1.0977 |
1.0977 |
1.1033 |
|
| S3 |
1.0861 |
1.0899 |
1.1022 |
|
| S4 |
1.0745 |
1.0783 |
1.0990 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2007 |
1.1837 |
1.1222 |
|
| R3 |
1.1701 |
1.1531 |
1.1138 |
|
| R2 |
1.1395 |
1.1395 |
1.1110 |
|
| R1 |
1.1225 |
1.1225 |
1.1082 |
1.1310 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1132 |
| S1 |
1.0919 |
1.0919 |
1.1026 |
1.1004 |
| S2 |
1.0783 |
1.0783 |
1.0998 |
|
| S3 |
1.0477 |
1.0613 |
1.0970 |
|
| S4 |
1.0171 |
1.0307 |
1.0886 |
|
|
| 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 |
2.8% |
0.0113 |
1.0% |
33% |
False |
False |
505 |
| 10 |
1.1376 |
1.0954 |
0.0422 |
3.8% |
0.0101 |
0.9% |
24% |
False |
False |
662 |
| 20 |
1.1569 |
1.0954 |
0.0615 |
5.6% |
0.0083 |
0.8% |
16% |
False |
False |
443 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0058 |
0.5% |
15% |
False |
False |
263 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0047 |
0.4% |
15% |
False |
False |
185 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0043 |
0.4% |
15% |
False |
False |
151 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0038 |
0.3% |
12% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1663 |
|
2.618 |
1.1474 |
|
1.618 |
1.1358 |
|
1.000 |
1.1286 |
|
0.618 |
1.1242 |
|
HIGH |
1.1170 |
|
0.618 |
1.1126 |
|
0.500 |
1.1112 |
|
0.382 |
1.1098 |
|
LOW |
1.1054 |
|
0.618 |
1.0982 |
|
1.000 |
1.0938 |
|
1.618 |
1.0866 |
|
2.618 |
1.0750 |
|
4.250 |
1.0561 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1112 |
1.1157 |
| PP |
1.1093 |
1.1123 |
| S1 |
1.1073 |
1.1088 |
|