CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 01-Feb-2022
Day Change Summary
Previous Current
31-Jan-2022 01-Feb-2022 Change Change % Previous Week
Open 1.1201 1.1272 0.0071 0.6% 1.1381
High 1.1286 1.1320 0.0035 0.3% 1.1381
Low 1.1190 1.1264 0.0074 0.7% 1.1164
Close 1.1286 1.1294 0.0009 0.1% 1.1187
Range 0.0096 0.0056 -0.0040 -41.4% 0.0217
ATR 0.0070 0.0069 -0.0001 -1.4% 0.0000
Volume 1,089 629 -460 -42.2% 5,547
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1461 1.1433 1.1325
R3 1.1405 1.1377 1.1309
R2 1.1349 1.1349 1.1304
R1 1.1321 1.1321 1.1299 1.1335
PP 1.1293 1.1293 1.1293 1.1300
S1 1.1265 1.1265 1.1289 1.1279
S2 1.1237 1.1237 1.1284
S3 1.1181 1.1209 1.1279
S4 1.1125 1.1153 1.1263
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1895 1.1758 1.1306
R3 1.1678 1.1541 1.1246
R2 1.1461 1.1461 1.1226
R1 1.1324 1.1324 1.1206 1.1284
PP 1.1244 1.1244 1.1244 1.1224
S1 1.1107 1.1107 1.1167 1.1067
S2 1.1027 1.1027 1.1147
S3 1.0810 1.0890 1.1127
S4 1.0593 1.0673 1.1067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1351 1.1164 0.0187 1.7% 0.0077 0.7% 70% False False 1,215
10 1.1408 1.1164 0.0244 2.2% 0.0065 0.6% 53% False False 809
20 1.1520 1.1164 0.0356 3.2% 0.0066 0.6% 37% False False 590
40 1.1520 1.1164 0.0356 3.2% 0.0063 0.6% 37% False False 495
60 1.1661 1.1164 0.0497 4.4% 0.0061 0.5% 26% False False 378
80 1.1750 1.1164 0.0586 5.2% 0.0053 0.5% 22% False False 302
100 1.1918 1.1164 0.0754 6.7% 0.0049 0.4% 17% False False 245
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1558
2.618 1.1467
1.618 1.1411
1.000 1.1376
0.618 1.1355
HIGH 1.1320
0.618 1.1299
0.500 1.1292
0.382 1.1285
LOW 1.1264
0.618 1.1229
1.000 1.1208
1.618 1.1173
2.618 1.1117
4.250 1.1026
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 1.1293 1.1277
PP 1.1293 1.1259
S1 1.1292 1.1242

These figures are updated between 7pm and 10pm EST after a trading day.

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