CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 02-Feb-2022
Day Change Summary
Previous Current
01-Feb-2022 02-Feb-2022 Change Change % Previous Week
Open 1.1272 1.1317 0.0045 0.4% 1.1381
High 1.1320 1.1368 0.0048 0.4% 1.1381
Low 1.1264 1.1311 0.0047 0.4% 1.1164
Close 1.1294 1.1351 0.0057 0.5% 1.1187
Range 0.0056 0.0057 0.0001 1.8% 0.0217
ATR 0.0069 0.0069 0.0000 0.6% 0.0000
Volume 629 457 -172 -27.3% 5,547
Daily Pivots for day following 02-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1514 1.1489 1.1382
R3 1.1457 1.1432 1.1366
R2 1.1400 1.1400 1.1361
R1 1.1375 1.1375 1.1356 1.1388
PP 1.1343 1.1343 1.1343 1.1349
S1 1.1318 1.1318 1.1345 1.1331
S2 1.1286 1.1286 1.1340
S3 1.1229 1.1261 1.1335
S4 1.1172 1.1204 1.1319
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 1.1368 1.1164 0.0204 1.8% 0.0074 0.7% 91% True False 1,215
10 1.1408 1.1164 0.0244 2.1% 0.0067 0.6% 76% False False 828
20 1.1520 1.1164 0.0356 3.1% 0.0067 0.6% 52% False False 594
40 1.1520 1.1164 0.0356 3.1% 0.0064 0.6% 52% False False 505
60 1.1661 1.1164 0.0497 4.4% 0.0061 0.5% 38% False False 384
80 1.1750 1.1164 0.0586 5.2% 0.0053 0.5% 32% False False 308
100 1.1910 1.1164 0.0746 6.6% 0.0049 0.4% 25% False False 250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1610
2.618 1.1517
1.618 1.1460
1.000 1.1425
0.618 1.1403
HIGH 1.1368
0.618 1.1346
0.500 1.1340
0.382 1.1333
LOW 1.1311
0.618 1.1276
1.000 1.1254
1.618 1.1219
2.618 1.1162
4.250 1.1069
Fisher Pivots for day following 02-Feb-2022
Pivot 1 day 3 day
R1 1.1347 1.1327
PP 1.1343 1.1303
S1 1.1340 1.1279

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

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