CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 07-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1479 |
1.1498 |
0.0020 |
0.2% |
1.1201 |
| High |
1.1525 |
1.1502 |
-0.0023 |
-0.2% |
1.1525 |
| Low |
1.1455 |
1.1460 |
0.0005 |
0.0% |
1.1190 |
| Close |
1.1491 |
1.1486 |
-0.0005 |
0.0% |
1.1491 |
| Range |
0.0070 |
0.0042 |
-0.0028 |
-40.0% |
0.0335 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1,716 |
494 |
-1,222 |
-71.2% |
5,718 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1608 |
1.1589 |
1.1509 |
|
| R3 |
1.1566 |
1.1547 |
1.1498 |
|
| R2 |
1.1524 |
1.1524 |
1.1494 |
|
| R1 |
1.1505 |
1.1505 |
1.1490 |
1.1494 |
| PP |
1.1482 |
1.1482 |
1.1482 |
1.1477 |
| S1 |
1.1463 |
1.1463 |
1.1482 |
1.1452 |
| S2 |
1.1440 |
1.1440 |
1.1478 |
|
| S3 |
1.1398 |
1.1421 |
1.1474 |
|
| S4 |
1.1356 |
1.1379 |
1.1463 |
|
|
| 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 |
1.1264 |
0.0261 |
2.3% |
0.0081 |
0.7% |
85% |
False |
False |
1,024 |
| 10 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0080 |
0.7% |
89% |
False |
False |
1,100 |
| 20 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0072 |
0.6% |
89% |
False |
False |
755 |
| 40 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0067 |
0.6% |
89% |
False |
False |
513 |
| 60 |
1.1541 |
1.1164 |
0.0377 |
3.3% |
0.0063 |
0.6% |
85% |
False |
False |
448 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0056 |
0.5% |
55% |
False |
False |
356 |
| 100 |
1.1880 |
1.1164 |
0.0716 |
6.2% |
0.0051 |
0.4% |
45% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1611 |
|
1.618 |
1.1569 |
|
1.000 |
1.1544 |
|
0.618 |
1.1527 |
|
HIGH |
1.1502 |
|
0.618 |
1.1485 |
|
0.500 |
1.1481 |
|
0.382 |
1.1476 |
|
LOW |
1.1460 |
|
0.618 |
1.1434 |
|
1.000 |
1.1418 |
|
1.618 |
1.1392 |
|
2.618 |
1.1350 |
|
4.250 |
1.1281 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1484 |
1.1463 |
| PP |
1.1482 |
1.1440 |
| S1 |
1.1481 |
1.1418 |
|