CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 09-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1480 |
1.1459 |
-0.0022 |
-0.2% |
1.1201 |
| High |
1.1489 |
1.1487 |
-0.0002 |
0.0% |
1.1525 |
| Low |
1.1440 |
1.1454 |
0.0014 |
0.1% |
1.1190 |
| Close |
1.1456 |
1.1474 |
0.0018 |
0.2% |
1.1491 |
| Range |
0.0049 |
0.0033 |
-0.0016 |
-32.0% |
0.0335 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
824 |
281 |
-543 |
-65.9% |
5,718 |
|
| Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1555 |
1.1492 |
|
| R3 |
1.1537 |
1.1522 |
1.1483 |
|
| R2 |
1.1504 |
1.1504 |
1.1480 |
|
| R1 |
1.1489 |
1.1489 |
1.1477 |
1.1497 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1475 |
| S1 |
1.1456 |
1.1456 |
1.1471 |
1.1464 |
| S2 |
1.1438 |
1.1438 |
1.1468 |
|
| S3 |
1.1405 |
1.1423 |
1.1465 |
|
| S4 |
1.1372 |
1.1390 |
1.1456 |
|
|
| 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 |
1.1311 |
0.0214 |
1.9% |
0.0075 |
0.7% |
76% |
False |
False |
1,028 |
| 10 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0074 |
0.6% |
86% |
False |
False |
1,121 |
| 20 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0070 |
0.6% |
86% |
False |
False |
789 |
| 40 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0066 |
0.6% |
86% |
False |
False |
517 |
| 60 |
1.1525 |
1.1164 |
0.0361 |
3.1% |
0.0064 |
0.6% |
86% |
False |
False |
462 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0056 |
0.5% |
53% |
False |
False |
363 |
| 100 |
1.1818 |
1.1164 |
0.0654 |
5.7% |
0.0051 |
0.4% |
47% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1627 |
|
2.618 |
1.1573 |
|
1.618 |
1.1540 |
|
1.000 |
1.1520 |
|
0.618 |
1.1507 |
|
HIGH |
1.1487 |
|
0.618 |
1.1474 |
|
0.500 |
1.1470 |
|
0.382 |
1.1466 |
|
LOW |
1.1454 |
|
0.618 |
1.1433 |
|
1.000 |
1.1421 |
|
1.618 |
1.1400 |
|
2.618 |
1.1367 |
|
4.250 |
1.1313 |
|
|
| Fisher Pivots for day following 09-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1473 |
1.1473 |
| PP |
1.1471 |
1.1472 |
| S1 |
1.1470 |
1.1471 |
|