CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1143 |
1.1109 |
-0.0035 |
-0.3% |
1.1014 |
| High |
1.1163 |
1.1196 |
0.0033 |
0.3% |
1.1260 |
| Low |
1.1079 |
1.1109 |
0.0030 |
0.3% |
1.0954 |
| Close |
1.1092 |
1.1160 |
0.0068 |
0.6% |
1.1054 |
| Range |
0.0084 |
0.0088 |
0.0004 |
4.2% |
0.0306 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.9% |
0.0000 |
| Volume |
45 |
133 |
88 |
195.6% |
2,526 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1376 |
1.1208 |
|
| R3 |
1.1330 |
1.1288 |
1.1184 |
|
| R2 |
1.1242 |
1.1242 |
1.1176 |
|
| R1 |
1.1201 |
1.1201 |
1.1168 |
1.1222 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1165 |
| S1 |
1.1113 |
1.1113 |
1.1151 |
1.1134 |
| S2 |
1.1067 |
1.1067 |
1.1143 |
|
| S3 |
1.0980 |
1.1026 |
1.1135 |
|
| S4 |
1.0892 |
1.0938 |
1.1111 |
|
|
| 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 |
1.8% |
0.0091 |
0.8% |
51% |
False |
False |
139 |
| 10 |
1.1260 |
1.0954 |
0.0306 |
2.7% |
0.0099 |
0.9% |
67% |
False |
False |
567 |
| 20 |
1.1540 |
1.0954 |
0.0586 |
5.3% |
0.0088 |
0.8% |
35% |
False |
False |
450 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0061 |
0.5% |
31% |
False |
False |
259 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0048 |
0.4% |
31% |
False |
False |
188 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0044 |
0.4% |
31% |
False |
False |
151 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0040 |
0.4% |
24% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1425 |
|
1.618 |
1.1338 |
|
1.000 |
1.1284 |
|
0.618 |
1.1250 |
|
HIGH |
1.1196 |
|
0.618 |
1.1163 |
|
0.500 |
1.1152 |
|
0.382 |
1.1142 |
|
LOW |
1.1109 |
|
0.618 |
1.1054 |
|
1.000 |
1.1021 |
|
1.618 |
1.0967 |
|
2.618 |
1.0879 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1152 |
| PP |
1.1155 |
1.1145 |
| S1 |
1.1152 |
1.1138 |
|