CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1429 |
1.1437 |
0.0008 |
0.1% |
1.1464 |
| High |
1.1504 |
1.1437 |
-0.0067 |
-0.6% |
1.1504 |
| Low |
1.1382 |
1.1336 |
-0.0046 |
-0.4% |
1.1336 |
| Close |
1.1457 |
1.1343 |
-0.0114 |
-1.0% |
1.1343 |
| Range |
0.0122 |
0.0101 |
-0.0021 |
-17.2% |
0.0168 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.9% |
0.0000 |
| Volume |
263,886 |
213,205 |
-50,681 |
-19.2% |
918,956 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1675 |
1.1610 |
1.1399 |
|
| R3 |
1.1574 |
1.1509 |
1.1371 |
|
| R2 |
1.1473 |
1.1473 |
1.1362 |
|
| R1 |
1.1408 |
1.1408 |
1.1352 |
1.1390 |
| PP |
1.1372 |
1.1372 |
1.1372 |
1.1363 |
| S1 |
1.1307 |
1.1307 |
1.1334 |
1.1289 |
| S2 |
1.1271 |
1.1271 |
1.1324 |
|
| S3 |
1.1170 |
1.1206 |
1.1315 |
|
| S4 |
1.1069 |
1.1105 |
1.1287 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1787 |
1.1435 |
|
| R3 |
1.1729 |
1.1620 |
1.1389 |
|
| R2 |
1.1562 |
1.1562 |
1.1374 |
|
| R1 |
1.1452 |
1.1452 |
1.1358 |
1.1423 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1380 |
| S1 |
1.1285 |
1.1285 |
1.1328 |
1.1256 |
| S2 |
1.1227 |
1.1227 |
1.1312 |
|
| S3 |
1.1059 |
1.1117 |
1.1297 |
|
| S4 |
1.0892 |
1.0950 |
1.1251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1504 |
1.1336 |
0.0168 |
1.5% |
0.0073 |
0.6% |
4% |
False |
True |
183,791 |
| 10 |
1.1504 |
1.1144 |
0.0360 |
3.2% |
0.0086 |
0.8% |
55% |
False |
False |
199,090 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0080 |
0.7% |
57% |
False |
False |
189,931 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0075 |
0.7% |
57% |
False |
False |
164,459 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0074 |
0.6% |
57% |
False |
False |
138,114 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0071 |
0.6% |
35% |
False |
False |
103,829 |
| 100 |
1.1800 |
1.1131 |
0.0670 |
5.9% |
0.0066 |
0.6% |
32% |
False |
False |
83,168 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0063 |
0.6% |
26% |
False |
False |
69,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1866 |
|
2.618 |
1.1701 |
|
1.618 |
1.1600 |
|
1.000 |
1.1538 |
|
0.618 |
1.1499 |
|
HIGH |
1.1437 |
|
0.618 |
1.1398 |
|
0.500 |
1.1387 |
|
0.382 |
1.1375 |
|
LOW |
1.1336 |
|
0.618 |
1.1274 |
|
1.000 |
1.1235 |
|
1.618 |
1.1173 |
|
2.618 |
1.1072 |
|
4.250 |
1.0907 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1387 |
1.1420 |
| PP |
1.1372 |
1.1394 |
| S1 |
1.1358 |
1.1369 |
|