CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 03-Feb-2022
Day Change Summary
Previous Current
02-Feb-2022 03-Feb-2022 Change Change % Previous Week
Open 1.1317 1.1339 0.0022 0.2% 1.1381
High 1.1368 1.1492 0.0124 1.1% 1.1381
Low 1.1311 1.1311 -0.0001 0.0% 1.1164
Close 1.1351 1.1474 0.0124 1.1% 1.1187
Range 0.0057 0.0182 0.0125 218.4% 0.0217
ATR 0.0069 0.0077 0.0008 11.7% 0.0000
Volume 457 1,827 1,370 299.8% 5,547
Daily Pivots for day following 03-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1970 1.1904 1.1574
R3 1.1789 1.1722 1.1524
R2 1.1607 1.1607 1.1507
R1 1.1541 1.1541 1.1491 1.1574
PP 1.1426 1.1426 1.1426 1.1442
S1 1.1359 1.1359 1.1457 1.1392
S2 1.1244 1.1244 1.1441
S3 1.1063 1.1178 1.1424
S4 1.0881 1.0996 1.1374
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 1.1492 1.1164 0.0328 2.9% 0.0088 0.8% 95% True False 1,373
10 1.1492 1.1164 0.0328 2.9% 0.0079 0.7% 95% True False 991
20 1.1520 1.1164 0.0356 3.1% 0.0073 0.6% 87% False False 663
40 1.1520 1.1164 0.0356 3.1% 0.0067 0.6% 87% False False 548
60 1.1661 1.1164 0.0497 4.3% 0.0064 0.6% 62% False False 414
80 1.1750 1.1164 0.0586 5.1% 0.0055 0.5% 53% False False 331
100 1.1910 1.1164 0.0746 6.5% 0.0051 0.4% 42% False False 268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 1.2263
2.618 1.1967
1.618 1.1786
1.000 1.1674
0.618 1.1604
HIGH 1.1492
0.618 1.1423
0.500 1.1401
0.382 1.1380
LOW 1.1311
0.618 1.1198
1.000 1.1129
1.618 1.1017
2.618 1.0835
4.250 1.0539
Fisher Pivots for day following 03-Feb-2022
Pivot 1 day 3 day
R1 1.1450 1.1442
PP 1.1426 1.1410
S1 1.1401 1.1378

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

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