CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1313 |
0.0035 |
0.3% |
1.1355 |
| High |
1.1340 |
1.1460 |
0.0120 |
1.1% |
1.1357 |
| Low |
1.1276 |
1.1275 |
-0.0001 |
0.0% |
1.1131 |
| Close |
1.1319 |
1.1442 |
0.0123 |
1.1% |
1.1155 |
| Range |
0.0065 |
0.0185 |
0.0121 |
186.8% |
0.0226 |
| ATR |
0.0074 |
0.0082 |
0.0008 |
10.7% |
0.0000 |
| Volume |
174,703 |
282,793 |
108,090 |
61.9% |
929,451 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1880 |
1.1544 |
|
| R3 |
1.1762 |
1.1695 |
1.1493 |
|
| R2 |
1.1577 |
1.1577 |
1.1476 |
|
| R1 |
1.1510 |
1.1510 |
1.1459 |
1.1544 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1409 |
| S1 |
1.1325 |
1.1325 |
1.1425 |
1.1359 |
| S2 |
1.1207 |
1.1207 |
1.1408 |
|
| S3 |
1.1022 |
1.1140 |
1.1391 |
|
| S4 |
1.0837 |
1.0955 |
1.1340 |
|
|
| 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 |
1.1460 |
1.1131 |
0.0330 |
2.9% |
0.0095 |
0.8% |
95% |
True |
False |
203,311 |
| 10 |
1.1460 |
1.1131 |
0.0330 |
2.9% |
0.0085 |
0.7% |
95% |
True |
False |
190,064 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0078 |
0.7% |
85% |
False |
False |
178,783 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0074 |
0.6% |
85% |
False |
False |
169,075 |
| 60 |
1.1645 |
1.1131 |
0.0514 |
4.5% |
0.0073 |
0.6% |
61% |
False |
False |
118,931 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0069 |
0.6% |
52% |
False |
False |
89,381 |
| 100 |
1.1892 |
1.1131 |
0.0762 |
6.7% |
0.0065 |
0.6% |
41% |
False |
False |
71,595 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.2% |
0.0061 |
0.5% |
38% |
False |
False |
59,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2246 |
|
2.618 |
1.1944 |
|
1.618 |
1.1759 |
|
1.000 |
1.1645 |
|
0.618 |
1.1574 |
|
HIGH |
1.1460 |
|
0.618 |
1.1389 |
|
0.500 |
1.1368 |
|
0.382 |
1.1346 |
|
LOW |
1.1275 |
|
0.618 |
1.1161 |
|
1.000 |
1.1090 |
|
1.618 |
1.0976 |
|
2.618 |
1.0791 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1417 |
1.1410 |
| PP |
1.1392 |
1.1377 |
| S1 |
1.1368 |
1.1345 |
|