CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1156 |
1.1241 |
0.0085 |
0.8% |
1.1355 |
| High |
1.1258 |
1.1289 |
0.0031 |
0.3% |
1.1357 |
| Low |
1.1144 |
1.1230 |
0.0087 |
0.8% |
1.1131 |
| Close |
1.1254 |
1.1262 |
0.0009 |
0.1% |
1.1155 |
| Range |
0.0114 |
0.0059 |
-0.0056 |
-48.7% |
0.0226 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
194,715 |
179,401 |
-15,314 |
-7.9% |
929,451 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1407 |
1.1294 |
|
| R3 |
1.1377 |
1.1349 |
1.1278 |
|
| R2 |
1.1319 |
1.1319 |
1.1273 |
|
| R1 |
1.1290 |
1.1290 |
1.1267 |
1.1305 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1267 |
| S1 |
1.1232 |
1.1232 |
1.1257 |
1.1246 |
| S2 |
1.1202 |
1.1202 |
1.1251 |
|
| S3 |
1.1143 |
1.1173 |
1.1246 |
|
| S4 |
1.1085 |
1.1115 |
1.1230 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1892 |
1.1749 |
1.1279 |
|
| R3 |
1.1666 |
1.1523 |
1.1217 |
|
| R2 |
1.1440 |
1.1440 |
1.1196 |
|
| R1 |
1.1297 |
1.1297 |
1.1175 |
1.1256 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1193 |
| S1 |
1.1071 |
1.1071 |
1.1134 |
1.1030 |
| S2 |
1.0988 |
1.0988 |
1.1113 |
|
| S3 |
1.0762 |
1.0845 |
1.1092 |
|
| S4 |
1.0536 |
1.0619 |
1.1030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1322 |
1.1131 |
0.0192 |
1.7% |
0.0083 |
0.7% |
69% |
False |
False |
197,651 |
| 10 |
1.1381 |
1.1131 |
0.0251 |
2.2% |
0.0070 |
0.6% |
52% |
False |
False |
174,026 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0072 |
0.6% |
36% |
False |
False |
171,072 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0071 |
0.6% |
36% |
False |
False |
163,930 |
| 60 |
1.1645 |
1.1131 |
0.0514 |
4.6% |
0.0070 |
0.6% |
26% |
False |
False |
111,332 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0067 |
0.6% |
22% |
False |
False |
83,670 |
| 100 |
1.1897 |
1.1131 |
0.0767 |
6.8% |
0.0063 |
0.6% |
17% |
False |
False |
67,026 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0060 |
0.5% |
16% |
False |
False |
55,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1537 |
|
2.618 |
1.1442 |
|
1.618 |
1.1383 |
|
1.000 |
1.1347 |
|
0.618 |
1.1325 |
|
HIGH |
1.1289 |
|
0.618 |
1.1266 |
|
0.500 |
1.1259 |
|
0.382 |
1.1252 |
|
LOW |
1.1230 |
|
0.618 |
1.1194 |
|
1.000 |
1.1172 |
|
1.618 |
1.1135 |
|
2.618 |
1.1077 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1261 |
1.1245 |
| PP |
1.1260 |
1.1227 |
| S1 |
1.1259 |
1.1210 |
|