CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1313 |
1.1449 |
0.0137 |
1.2% |
1.1156 |
| High |
1.1460 |
1.1493 |
0.0033 |
0.3% |
1.1493 |
| Low |
1.1275 |
1.1420 |
0.0145 |
1.3% |
1.1144 |
| Close |
1.1442 |
1.1457 |
0.0015 |
0.1% |
1.1457 |
| Range |
0.0185 |
0.0073 |
-0.0113 |
-60.8% |
0.0349 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
282,793 |
240,338 |
-42,455 |
-15.0% |
1,071,950 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1638 |
1.1496 |
|
| R3 |
1.1601 |
1.1565 |
1.1476 |
|
| R2 |
1.1529 |
1.1529 |
1.1470 |
|
| R1 |
1.1493 |
1.1493 |
1.1463 |
1.1511 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1465 |
| S1 |
1.1420 |
1.1420 |
1.1450 |
1.1438 |
| S2 |
1.1384 |
1.1384 |
1.1443 |
|
| S3 |
1.1311 |
1.1348 |
1.1437 |
|
| S4 |
1.1239 |
1.1275 |
1.1417 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2411 |
1.2283 |
1.1648 |
|
| R3 |
1.2062 |
1.1934 |
1.1552 |
|
| R2 |
1.1713 |
1.1713 |
1.1520 |
|
| R1 |
1.1585 |
1.1585 |
1.1488 |
1.1649 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1396 |
| S1 |
1.1236 |
1.1236 |
1.1425 |
1.1300 |
| S2 |
1.1015 |
1.1015 |
1.1393 |
|
| S3 |
1.0666 |
1.0887 |
1.1361 |
|
| S4 |
1.0317 |
1.0538 |
1.1265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1493 |
1.1144 |
0.0349 |
3.0% |
0.0099 |
0.9% |
90% |
True |
False |
214,390 |
| 10 |
1.1493 |
1.1131 |
0.0362 |
3.2% |
0.0086 |
0.7% |
90% |
True |
False |
200,140 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0079 |
0.7% |
89% |
False |
False |
183,953 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0074 |
0.6% |
89% |
False |
False |
168,612 |
| 60 |
1.1628 |
1.1131 |
0.0498 |
4.3% |
0.0073 |
0.6% |
66% |
False |
False |
122,925 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.2% |
0.0069 |
0.6% |
54% |
False |
False |
92,380 |
| 100 |
1.1878 |
1.1131 |
0.0748 |
6.5% |
0.0065 |
0.6% |
44% |
False |
False |
73,994 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.2% |
0.0062 |
0.5% |
39% |
False |
False |
61,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1801 |
|
2.618 |
1.1682 |
|
1.618 |
1.1610 |
|
1.000 |
1.1565 |
|
0.618 |
1.1537 |
|
HIGH |
1.1493 |
|
0.618 |
1.1465 |
|
0.500 |
1.1456 |
|
0.382 |
1.1448 |
|
LOW |
1.1420 |
|
0.618 |
1.1375 |
|
1.000 |
1.1348 |
|
1.618 |
1.1303 |
|
2.618 |
1.1230 |
|
4.250 |
1.1112 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1456 |
1.1432 |
| PP |
1.1456 |
1.1408 |
| S1 |
1.1456 |
1.1384 |
|