CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 09-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1449 |
1.1425 |
-0.0024 |
-0.2% |
1.1156 |
| High |
1.1457 |
1.1456 |
-0.0001 |
0.0% |
1.1493 |
| Low |
1.1404 |
1.1411 |
0.0007 |
0.1% |
1.1144 |
| Close |
1.1422 |
1.1440 |
0.0018 |
0.2% |
1.1457 |
| Range |
0.0053 |
0.0046 |
-0.0007 |
-13.3% |
0.0349 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
132,514 |
127,801 |
-4,713 |
-3.6% |
1,071,950 |
|
| Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1552 |
1.1465 |
|
| R3 |
1.1527 |
1.1506 |
1.1453 |
|
| R2 |
1.1481 |
1.1481 |
1.1448 |
|
| R1 |
1.1461 |
1.1461 |
1.1444 |
1.1471 |
| PP |
1.1436 |
1.1436 |
1.1436 |
1.1441 |
| S1 |
1.1415 |
1.1415 |
1.1436 |
1.1425 |
| S2 |
1.1390 |
1.1390 |
1.1432 |
|
| S3 |
1.1345 |
1.1370 |
1.1427 |
|
| S4 |
1.1299 |
1.1324 |
1.1415 |
|
|
| 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 |
1.1275 |
0.0218 |
1.9% |
0.0080 |
0.7% |
76% |
False |
False |
192,999 |
| 10 |
1.1493 |
1.1131 |
0.0362 |
3.2% |
0.0080 |
0.7% |
85% |
False |
False |
196,467 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0076 |
0.7% |
85% |
False |
False |
184,354 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0073 |
0.6% |
85% |
False |
False |
159,834 |
| 60 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0073 |
0.6% |
85% |
False |
False |
130,218 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0069 |
0.6% |
51% |
False |
False |
97,883 |
| 100 |
1.1800 |
1.1131 |
0.0670 |
5.9% |
0.0065 |
0.6% |
46% |
False |
False |
78,401 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.2% |
0.0061 |
0.5% |
37% |
False |
False |
65,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1649 |
|
2.618 |
1.1575 |
|
1.618 |
1.1530 |
|
1.000 |
1.1502 |
|
0.618 |
1.1484 |
|
HIGH |
1.1456 |
|
0.618 |
1.1439 |
|
0.500 |
1.1433 |
|
0.382 |
1.1428 |
|
LOW |
1.1411 |
|
0.618 |
1.1382 |
|
1.000 |
1.1365 |
|
1.618 |
1.1337 |
|
2.618 |
1.1291 |
|
4.250 |
1.1217 |
|
|
| Fisher Pivots for day following 09-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1438 |
1.1439 |
| PP |
1.1436 |
1.1437 |
| S1 |
1.1433 |
1.1436 |
|