CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1193 |
1.1162 |
-0.0032 |
-0.3% |
1.1134 |
| High |
1.1202 |
1.1201 |
-0.0002 |
0.0% |
1.1269 |
| Low |
1.1174 |
1.1152 |
-0.0023 |
-0.2% |
1.1079 |
| Close |
1.1174 |
1.1183 |
0.0009 |
0.1% |
1.1203 |
| Range |
0.0028 |
0.0049 |
0.0021 |
75.0% |
0.0190 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
17 |
147 |
130 |
764.7% |
339 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1303 |
1.1210 |
|
| R3 |
1.1276 |
1.1254 |
1.1196 |
|
| R2 |
1.1227 |
1.1227 |
1.1192 |
|
| R1 |
1.1205 |
1.1205 |
1.1187 |
1.1216 |
| PP |
1.1178 |
1.1178 |
1.1178 |
1.1184 |
| S1 |
1.1156 |
1.1156 |
1.1179 |
1.1167 |
| S2 |
1.1129 |
1.1129 |
1.1174 |
|
| S3 |
1.1080 |
1.1107 |
1.1170 |
|
| S4 |
1.1031 |
1.1058 |
1.1156 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1754 |
1.1668 |
1.1308 |
|
| R3 |
1.1564 |
1.1478 |
1.1255 |
|
| R2 |
1.1374 |
1.1374 |
1.1238 |
|
| R1 |
1.1288 |
1.1288 |
1.1220 |
1.1331 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1205 |
| S1 |
1.1098 |
1.1098 |
1.1186 |
1.1141 |
| S2 |
1.0994 |
1.0994 |
1.1168 |
|
| S3 |
1.0804 |
1.0908 |
1.1151 |
|
| S4 |
1.0614 |
1.0718 |
1.1099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1269 |
1.1109 |
0.0161 |
1.4% |
0.0067 |
0.6% |
46% |
False |
False |
81 |
| 10 |
1.1269 |
1.1054 |
0.0215 |
1.9% |
0.0086 |
0.8% |
60% |
False |
False |
186 |
| 20 |
1.1502 |
1.0954 |
0.0548 |
4.9% |
0.0091 |
0.8% |
42% |
False |
False |
437 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0066 |
0.6% |
35% |
False |
False |
262 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0051 |
0.5% |
35% |
False |
False |
193 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0045 |
0.4% |
35% |
False |
False |
151 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0042 |
0.4% |
27% |
False |
False |
134 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0037 |
0.3% |
27% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1329 |
|
1.618 |
1.1280 |
|
1.000 |
1.1250 |
|
0.618 |
1.1231 |
|
HIGH |
1.1201 |
|
0.618 |
1.1182 |
|
0.500 |
1.1176 |
|
0.382 |
1.1170 |
|
LOW |
1.1152 |
|
0.618 |
1.1121 |
|
1.000 |
1.1103 |
|
1.618 |
1.1072 |
|
2.618 |
1.1023 |
|
4.250 |
1.0943 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1210 |
| PP |
1.1178 |
1.1201 |
| S1 |
1.1176 |
1.1192 |
|