CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1134 |
1.1143 |
0.0009 |
0.1% |
1.1014 |
| High |
1.1140 |
1.1163 |
0.0023 |
0.2% |
1.1260 |
| Low |
1.1105 |
1.1079 |
-0.0026 |
-0.2% |
1.0954 |
| Close |
1.1110 |
1.1092 |
-0.0018 |
-0.2% |
1.1054 |
| Range |
0.0035 |
0.0084 |
0.0049 |
140.0% |
0.0306 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
53 |
45 |
-8 |
-15.1% |
2,526 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1312 |
1.1138 |
|
| R3 |
1.1279 |
1.1228 |
1.1115 |
|
| R2 |
1.1195 |
1.1195 |
1.1107 |
|
| R1 |
1.1144 |
1.1144 |
1.1100 |
1.1128 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1103 |
| S1 |
1.1060 |
1.1060 |
1.1084 |
1.1044 |
| S2 |
1.1027 |
1.1027 |
1.1077 |
|
| S3 |
1.0943 |
1.0976 |
1.1069 |
|
| S4 |
1.0859 |
1.0892 |
1.1046 |
|
|
| 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 |
1.1054 |
0.0206 |
1.9% |
0.0104 |
0.9% |
18% |
False |
False |
292 |
| 10 |
1.1270 |
1.0954 |
0.0316 |
2.8% |
0.0096 |
0.9% |
44% |
False |
False |
600 |
| 20 |
1.1540 |
1.0954 |
0.0586 |
5.3% |
0.0084 |
0.8% |
24% |
False |
False |
445 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0060 |
0.5% |
21% |
False |
False |
258 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0048 |
0.4% |
21% |
False |
False |
186 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0043 |
0.4% |
21% |
False |
False |
150 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0039 |
0.4% |
16% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1520 |
|
2.618 |
1.1383 |
|
1.618 |
1.1299 |
|
1.000 |
1.1247 |
|
0.618 |
1.1215 |
|
HIGH |
1.1163 |
|
0.618 |
1.1131 |
|
0.500 |
1.1121 |
|
0.382 |
1.1111 |
|
LOW |
1.1079 |
|
0.618 |
1.1027 |
|
1.000 |
1.0995 |
|
1.618 |
1.0943 |
|
2.618 |
1.0859 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1112 |
| PP |
1.1111 |
1.1105 |
| S1 |
1.1102 |
1.1099 |
|