CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 07-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1449 |
1.1464 |
0.0015 |
0.1% |
1.1156 |
| High |
1.1493 |
1.1468 |
-0.0025 |
-0.2% |
1.1493 |
| Low |
1.1420 |
1.1424 |
0.0004 |
0.0% |
1.1144 |
| Close |
1.1457 |
1.1452 |
-0.0005 |
0.0% |
1.1457 |
| Range |
0.0073 |
0.0044 |
-0.0029 |
-39.3% |
0.0349 |
| ATR |
0.0081 |
0.0079 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
240,338 |
181,550 |
-58,788 |
-24.5% |
1,071,950 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1580 |
1.1560 |
1.1476 |
|
| R3 |
1.1536 |
1.1516 |
1.1464 |
|
| R2 |
1.1492 |
1.1492 |
1.1460 |
|
| R1 |
1.1472 |
1.1472 |
1.1456 |
1.1460 |
| PP |
1.1448 |
1.1448 |
1.1448 |
1.1442 |
| S1 |
1.1428 |
1.1428 |
1.1448 |
1.1416 |
| S2 |
1.1404 |
1.1404 |
1.1444 |
|
| S3 |
1.1360 |
1.1384 |
1.1440 |
|
| S4 |
1.1316 |
1.1340 |
1.1428 |
|
|
| 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 |
1.1230 |
0.0263 |
2.3% |
0.0085 |
0.7% |
85% |
False |
False |
211,757 |
| 10 |
1.1493 |
1.1131 |
0.0362 |
3.2% |
0.0085 |
0.7% |
89% |
False |
False |
201,855 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0078 |
0.7% |
88% |
False |
False |
185,649 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0073 |
0.6% |
88% |
False |
False |
162,668 |
| 60 |
1.1519 |
1.1131 |
0.0389 |
3.4% |
0.0072 |
0.6% |
83% |
False |
False |
125,928 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.2% |
0.0069 |
0.6% |
53% |
False |
False |
94,644 |
| 100 |
1.1866 |
1.1131 |
0.0735 |
6.4% |
0.0065 |
0.6% |
44% |
False |
False |
75,807 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.2% |
0.0061 |
0.5% |
39% |
False |
False |
63,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1655 |
|
2.618 |
1.1583 |
|
1.618 |
1.1539 |
|
1.000 |
1.1512 |
|
0.618 |
1.1495 |
|
HIGH |
1.1468 |
|
0.618 |
1.1451 |
|
0.500 |
1.1446 |
|
0.382 |
1.1440 |
|
LOW |
1.1424 |
|
0.618 |
1.1396 |
|
1.000 |
1.1380 |
|
1.618 |
1.1352 |
|
2.618 |
1.1308 |
|
4.250 |
1.1237 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1429 |
| PP |
1.1448 |
1.1407 |
| S1 |
1.1446 |
1.1384 |
|