CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 10-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2022 |
10-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1459 |
1.1465 |
0.0007 |
0.1% |
1.1201 |
| High |
1.1487 |
1.1538 |
0.0051 |
0.4% |
1.1525 |
| Low |
1.1454 |
1.1419 |
-0.0035 |
-0.3% |
1.1190 |
| Close |
1.1474 |
1.1495 |
0.0021 |
0.2% |
1.1491 |
| Range |
0.0033 |
0.0119 |
0.0086 |
259.1% |
0.0335 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.1% |
0.0000 |
| Volume |
281 |
6,468 |
6,187 |
2,201.8% |
5,718 |
|
| Daily Pivots for day following 10-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1839 |
1.1786 |
1.1560 |
|
| R3 |
1.1721 |
1.1667 |
1.1528 |
|
| R2 |
1.1602 |
1.1602 |
1.1517 |
|
| R1 |
1.1549 |
1.1549 |
1.1506 |
1.1576 |
| PP |
1.1484 |
1.1484 |
1.1484 |
1.1497 |
| S1 |
1.1430 |
1.1430 |
1.1484 |
1.1457 |
| S2 |
1.1365 |
1.1365 |
1.1473 |
|
| S3 |
1.1247 |
1.1312 |
1.1462 |
|
| S4 |
1.1128 |
1.1193 |
1.1430 |
|
|
| 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 |
1.1538 |
1.1419 |
0.0119 |
1.0% |
0.0062 |
0.5% |
64% |
True |
True |
1,956 |
| 10 |
1.1538 |
1.1164 |
0.0374 |
3.2% |
0.0075 |
0.7% |
89% |
True |
False |
1,664 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.2% |
0.0071 |
0.6% |
89% |
True |
False |
1,092 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.2% |
0.0067 |
0.6% |
89% |
True |
False |
672 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.2% |
0.0064 |
0.6% |
89% |
True |
False |
569 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0057 |
0.5% |
56% |
False |
False |
444 |
| 100 |
1.1818 |
1.1164 |
0.0654 |
5.7% |
0.0052 |
0.5% |
51% |
False |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2041 |
|
2.618 |
1.1848 |
|
1.618 |
1.1729 |
|
1.000 |
1.1656 |
|
0.618 |
1.1611 |
|
HIGH |
1.1538 |
|
0.618 |
1.1492 |
|
0.500 |
1.1478 |
|
0.382 |
1.1464 |
|
LOW |
1.1419 |
|
0.618 |
1.1346 |
|
1.000 |
1.1301 |
|
1.618 |
1.1227 |
|
2.618 |
1.1109 |
|
4.250 |
1.0915 |
|
|
| Fisher Pivots for day following 10-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1489 |
1.1489 |
| PP |
1.1484 |
1.1484 |
| S1 |
1.1478 |
1.1478 |
|