CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 10-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2022 |
10-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1425 |
1.1429 |
0.0004 |
0.0% |
1.1156 |
| High |
1.1456 |
1.1504 |
0.0048 |
0.4% |
1.1493 |
| Low |
1.1411 |
1.1382 |
-0.0029 |
-0.3% |
1.1144 |
| Close |
1.1440 |
1.1457 |
0.0017 |
0.1% |
1.1457 |
| Range |
0.0046 |
0.0122 |
0.0077 |
168.1% |
0.0349 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.5% |
0.0000 |
| Volume |
127,801 |
263,886 |
136,085 |
106.5% |
1,071,950 |
|
| Daily Pivots for day following 10-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1813 |
1.1757 |
1.1524 |
|
| R3 |
1.1691 |
1.1635 |
1.1491 |
|
| R2 |
1.1569 |
1.1569 |
1.1479 |
|
| R1 |
1.1513 |
1.1513 |
1.1468 |
1.1541 |
| PP |
1.1447 |
1.1447 |
1.1447 |
1.1461 |
| S1 |
1.1391 |
1.1391 |
1.1446 |
1.1419 |
| S2 |
1.1325 |
1.1325 |
1.1435 |
|
| S3 |
1.1203 |
1.1269 |
1.1423 |
|
| S4 |
1.1081 |
1.1147 |
1.1390 |
|
|
| 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 |
1.1504 |
1.1382 |
0.0122 |
1.1% |
0.0067 |
0.6% |
62% |
True |
True |
189,217 |
| 10 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0081 |
0.7% |
88% |
True |
False |
196,264 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0077 |
0.7% |
88% |
True |
False |
187,550 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0074 |
0.6% |
88% |
True |
False |
163,105 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0073 |
0.6% |
88% |
True |
False |
134,578 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.2% |
0.0070 |
0.6% |
54% |
False |
False |
101,174 |
| 100 |
1.1800 |
1.1131 |
0.0670 |
5.8% |
0.0066 |
0.6% |
49% |
False |
False |
81,038 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.2% |
0.0062 |
0.5% |
40% |
False |
False |
67,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2022 |
|
2.618 |
1.1823 |
|
1.618 |
1.1701 |
|
1.000 |
1.1626 |
|
0.618 |
1.1579 |
|
HIGH |
1.1504 |
|
0.618 |
1.1457 |
|
0.500 |
1.1443 |
|
0.382 |
1.1428 |
|
LOW |
1.1382 |
|
0.618 |
1.1306 |
|
1.000 |
1.1260 |
|
1.618 |
1.1184 |
|
2.618 |
1.1062 |
|
4.250 |
1.0863 |
|
|
| Fisher Pivots for day following 10-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1452 |
| PP |
1.1447 |
1.1447 |
| S1 |
1.1443 |
1.1443 |
|