CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1339 |
1.1479 |
0.0140 |
1.2% |
1.1201 |
| High |
1.1492 |
1.1525 |
0.0033 |
0.3% |
1.1525 |
| Low |
1.1311 |
1.1455 |
0.0144 |
1.3% |
1.1190 |
| Close |
1.1474 |
1.1491 |
0.0017 |
0.1% |
1.1491 |
| Range |
0.0182 |
0.0070 |
-0.0112 |
-61.4% |
0.0335 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,827 |
1,716 |
-111 |
-6.1% |
5,718 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1700 |
1.1665 |
1.1529 |
|
| R3 |
1.1630 |
1.1595 |
1.1510 |
|
| R2 |
1.1560 |
1.1560 |
1.1503 |
|
| R1 |
1.1525 |
1.1525 |
1.1497 |
1.1543 |
| PP |
1.1490 |
1.1490 |
1.1490 |
1.1499 |
| S1 |
1.1455 |
1.1455 |
1.1484 |
1.1473 |
| S2 |
1.1420 |
1.1420 |
1.1478 |
|
| S3 |
1.1350 |
1.1385 |
1.1471 |
|
| S4 |
1.1280 |
1.1315 |
1.1452 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2405 |
1.2282 |
1.1674 |
|
| R3 |
1.2071 |
1.1948 |
1.1582 |
|
| R2 |
1.1736 |
1.1736 |
1.1552 |
|
| R1 |
1.1613 |
1.1613 |
1.1521 |
1.1675 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1432 |
| S1 |
1.1279 |
1.1279 |
1.1460 |
1.1340 |
| S2 |
1.1067 |
1.1067 |
1.1429 |
|
| S3 |
1.0733 |
1.0944 |
1.1399 |
|
| S4 |
1.0398 |
1.0610 |
1.1307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1525 |
1.1190 |
0.0335 |
2.9% |
0.0092 |
0.8% |
90% |
True |
False |
1,143 |
| 10 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0080 |
0.7% |
91% |
True |
False |
1,126 |
| 20 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0074 |
0.6% |
91% |
True |
False |
742 |
| 40 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0067 |
0.6% |
91% |
True |
False |
584 |
| 60 |
1.1635 |
1.1164 |
0.0471 |
4.1% |
0.0064 |
0.6% |
69% |
False |
False |
442 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0056 |
0.5% |
56% |
False |
False |
352 |
| 100 |
1.1893 |
1.1164 |
0.0729 |
6.3% |
0.0051 |
0.4% |
45% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1822 |
|
2.618 |
1.1708 |
|
1.618 |
1.1638 |
|
1.000 |
1.1595 |
|
0.618 |
1.1568 |
|
HIGH |
1.1525 |
|
0.618 |
1.1498 |
|
0.500 |
1.1490 |
|
0.382 |
1.1481 |
|
LOW |
1.1455 |
|
0.618 |
1.1411 |
|
1.000 |
1.1385 |
|
1.618 |
1.1341 |
|
2.618 |
1.1271 |
|
4.250 |
1.1157 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1466 |
| PP |
1.1490 |
1.1442 |
| S1 |
1.1490 |
1.1418 |
|