CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1144 |
1.1159 |
0.0015 |
0.1% |
1.1193 |
| High |
1.1157 |
1.1300 |
0.0143 |
1.3% |
1.1202 |
| Low |
1.1117 |
1.1141 |
0.0024 |
0.2% |
1.1131 |
| Close |
1.1157 |
1.1253 |
0.0096 |
0.9% |
1.1153 |
| Range |
0.0040 |
0.0159 |
0.0119 |
297.5% |
0.0072 |
| ATR |
0.0076 |
0.0082 |
0.0006 |
7.8% |
0.0000 |
| Volume |
201 |
410 |
209 |
104.0% |
1,073 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1639 |
1.1340 |
|
| R3 |
1.1549 |
1.1480 |
1.1296 |
|
| R2 |
1.1390 |
1.1390 |
1.1282 |
|
| R1 |
1.1321 |
1.1321 |
1.1267 |
1.1356 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1248 |
| S1 |
1.1162 |
1.1162 |
1.1238 |
1.1197 |
| S2 |
1.1072 |
1.1072 |
1.1223 |
|
| S3 |
1.0913 |
1.1003 |
1.1209 |
|
| S4 |
1.0754 |
1.0844 |
1.1165 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1336 |
1.1192 |
|
| R3 |
1.1305 |
1.1265 |
1.1173 |
|
| R2 |
1.1233 |
1.1233 |
1.1166 |
|
| R1 |
1.1193 |
1.1193 |
1.1160 |
1.1178 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1154 |
| S1 |
1.1122 |
1.1122 |
1.1146 |
1.1106 |
| S2 |
1.1090 |
1.1090 |
1.1140 |
|
| S3 |
1.1019 |
1.1050 |
1.1133 |
|
| S4 |
1.0947 |
1.0979 |
1.1114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1117 |
0.0183 |
1.6% |
0.0064 |
0.6% |
74% |
True |
False |
304 |
| 10 |
1.1300 |
1.1109 |
0.0192 |
1.7% |
0.0066 |
0.6% |
75% |
True |
False |
192 |
| 20 |
1.1300 |
1.0954 |
0.0346 |
3.1% |
0.0081 |
0.7% |
86% |
True |
False |
396 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0067 |
0.6% |
45% |
False |
False |
282 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0055 |
0.5% |
45% |
False |
False |
218 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0048 |
0.4% |
45% |
False |
False |
165 |
| 100 |
1.1713 |
1.0954 |
0.0759 |
6.7% |
0.0044 |
0.4% |
39% |
False |
False |
146 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0039 |
0.3% |
35% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1976 |
|
2.618 |
1.1716 |
|
1.618 |
1.1557 |
|
1.000 |
1.1459 |
|
0.618 |
1.1398 |
|
HIGH |
1.1300 |
|
0.618 |
1.1239 |
|
0.500 |
1.1221 |
|
0.382 |
1.1202 |
|
LOW |
1.1141 |
|
0.618 |
1.1043 |
|
1.000 |
1.0982 |
|
1.618 |
1.0884 |
|
2.618 |
1.0725 |
|
4.250 |
1.0465 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1238 |
| PP |
1.1231 |
1.1223 |
| S1 |
1.1221 |
1.1209 |
|