CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1241 |
1.1278 |
0.0037 |
0.3% |
1.1355 |
| High |
1.1289 |
1.1340 |
0.0052 |
0.5% |
1.1357 |
| Low |
1.1230 |
1.1276 |
0.0046 |
0.4% |
1.1131 |
| Close |
1.1262 |
1.1319 |
0.0057 |
0.5% |
1.1155 |
| Range |
0.0059 |
0.0065 |
0.0006 |
10.3% |
0.0226 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.4% |
0.0000 |
| Volume |
179,401 |
174,703 |
-4,698 |
-2.6% |
929,451 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1505 |
1.1477 |
1.1354 |
|
| R3 |
1.1441 |
1.1412 |
1.1337 |
|
| R2 |
1.1376 |
1.1376 |
1.1331 |
|
| R1 |
1.1348 |
1.1348 |
1.1325 |
1.1362 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1319 |
| S1 |
1.1283 |
1.1283 |
1.1313 |
1.1297 |
| S2 |
1.1247 |
1.1247 |
1.1307 |
|
| S3 |
1.1183 |
1.1219 |
1.1301 |
|
| S4 |
1.1118 |
1.1154 |
1.1284 |
|
|
| 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 |
1.1340 |
1.1131 |
0.0210 |
1.9% |
0.0080 |
0.7% |
90% |
True |
False |
199,935 |
| 10 |
1.1381 |
1.1131 |
0.0251 |
2.2% |
0.0073 |
0.6% |
75% |
False |
False |
176,530 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0072 |
0.6% |
52% |
False |
False |
172,101 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0071 |
0.6% |
52% |
False |
False |
165,875 |
| 60 |
1.1645 |
1.1131 |
0.0514 |
4.5% |
0.0070 |
0.6% |
37% |
False |
False |
114,233 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0067 |
0.6% |
31% |
False |
False |
85,849 |
| 100 |
1.1892 |
1.1131 |
0.0762 |
6.7% |
0.0063 |
0.6% |
25% |
False |
False |
68,769 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0060 |
0.5% |
23% |
False |
False |
57,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1614 |
|
2.618 |
1.1509 |
|
1.618 |
1.1444 |
|
1.000 |
1.1405 |
|
0.618 |
1.1380 |
|
HIGH |
1.1340 |
|
0.618 |
1.1315 |
|
0.500 |
1.1308 |
|
0.382 |
1.1300 |
|
LOW |
1.1276 |
|
0.618 |
1.1236 |
|
1.000 |
1.1211 |
|
1.618 |
1.1171 |
|
2.618 |
1.1107 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1315 |
1.1293 |
| PP |
1.1312 |
1.1268 |
| S1 |
1.1308 |
1.1242 |
|