CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1465 |
1.1454 |
-0.0011 |
-0.1% |
1.1498 |
| High |
1.1538 |
1.1462 |
-0.0076 |
-0.7% |
1.1538 |
| Low |
1.1419 |
1.1374 |
-0.0045 |
-0.4% |
1.1374 |
| Close |
1.1495 |
1.1380 |
-0.0116 |
-1.0% |
1.1380 |
| Range |
0.0119 |
0.0088 |
-0.0031 |
-25.7% |
0.0164 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.7% |
0.0000 |
| Volume |
6,468 |
2,090 |
-4,378 |
-67.7% |
10,157 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1669 |
1.1612 |
1.1428 |
|
| R3 |
1.1581 |
1.1524 |
1.1404 |
|
| R2 |
1.1493 |
1.1493 |
1.1396 |
|
| R1 |
1.1436 |
1.1436 |
1.1388 |
1.1421 |
| PP |
1.1405 |
1.1405 |
1.1405 |
1.1397 |
| S1 |
1.1348 |
1.1348 |
1.1371 |
1.1333 |
| S2 |
1.1317 |
1.1317 |
1.1363 |
|
| S3 |
1.1229 |
1.1260 |
1.1355 |
|
| S4 |
1.1141 |
1.1172 |
1.1331 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1814 |
1.1469 |
|
| R3 |
1.1757 |
1.1650 |
1.1424 |
|
| R2 |
1.1594 |
1.1594 |
1.1409 |
|
| R1 |
1.1487 |
1.1487 |
1.1394 |
1.1459 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1416 |
| S1 |
1.1323 |
1.1323 |
1.1365 |
1.1295 |
| S2 |
1.1267 |
1.1267 |
1.1350 |
|
| S3 |
1.1103 |
1.1160 |
1.1335 |
|
| S4 |
1.0940 |
1.0996 |
1.1290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1538 |
1.1374 |
0.0164 |
1.4% |
0.0066 |
0.6% |
3% |
False |
True |
2,031 |
| 10 |
1.1538 |
1.1190 |
0.0348 |
3.1% |
0.0079 |
0.7% |
55% |
False |
False |
1,587 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0074 |
0.6% |
58% |
False |
False |
1,172 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0068 |
0.6% |
58% |
False |
False |
714 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0065 |
0.6% |
58% |
False |
False |
598 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0058 |
0.5% |
37% |
False |
False |
470 |
| 100 |
1.1818 |
1.1164 |
0.0654 |
5.7% |
0.0053 |
0.5% |
33% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1836 |
|
2.618 |
1.1692 |
|
1.618 |
1.1604 |
|
1.000 |
1.1550 |
|
0.618 |
1.1516 |
|
HIGH |
1.1462 |
|
0.618 |
1.1428 |
|
0.500 |
1.1418 |
|
0.382 |
1.1408 |
|
LOW |
1.1374 |
|
0.618 |
1.1320 |
|
1.000 |
1.1286 |
|
1.618 |
1.1232 |
|
2.618 |
1.1144 |
|
4.250 |
1.1000 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1418 |
1.1456 |
| PP |
1.1405 |
1.1430 |
| S1 |
1.1392 |
1.1405 |
|