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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 31 trading days
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

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

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