CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 14-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2022 |
14-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1454 |
1.1390 |
-0.0064 |
-0.6% |
1.1498 |
| High |
1.1462 |
1.1409 |
-0.0053 |
-0.5% |
1.1538 |
| Low |
1.1374 |
1.1325 |
-0.0049 |
-0.4% |
1.1374 |
| Close |
1.1380 |
1.1340 |
-0.0040 |
-0.3% |
1.1380 |
| Range |
0.0088 |
0.0084 |
-0.0004 |
-4.5% |
0.0164 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.7% |
0.0000 |
| Volume |
2,090 |
1,403 |
-687 |
-32.9% |
10,157 |
|
| Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1559 |
1.1386 |
|
| R3 |
1.1526 |
1.1475 |
1.1363 |
|
| R2 |
1.1442 |
1.1442 |
1.1355 |
|
| R1 |
1.1391 |
1.1391 |
1.1348 |
1.1375 |
| PP |
1.1358 |
1.1358 |
1.1358 |
1.1350 |
| S1 |
1.1307 |
1.1307 |
1.1332 |
1.1291 |
| S2 |
1.1274 |
1.1274 |
1.1325 |
|
| S3 |
1.1190 |
1.1223 |
1.1317 |
|
| S4 |
1.1106 |
1.1139 |
1.1294 |
|
|
| 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 |
1.1325 |
0.0213 |
1.9% |
0.0074 |
0.7% |
7% |
False |
True |
2,213 |
| 10 |
1.1538 |
1.1264 |
0.0274 |
2.4% |
0.0078 |
0.7% |
28% |
False |
False |
1,618 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0074 |
0.7% |
47% |
False |
False |
1,222 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0069 |
0.6% |
47% |
False |
False |
742 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0065 |
0.6% |
47% |
False |
False |
618 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0059 |
0.5% |
30% |
False |
False |
487 |
| 100 |
1.1813 |
1.1164 |
0.0649 |
5.7% |
0.0053 |
0.5% |
27% |
False |
False |
400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1766 |
|
2.618 |
1.1629 |
|
1.618 |
1.1545 |
|
1.000 |
1.1493 |
|
0.618 |
1.1461 |
|
HIGH |
1.1409 |
|
0.618 |
1.1377 |
|
0.500 |
1.1367 |
|
0.382 |
1.1357 |
|
LOW |
1.1325 |
|
0.618 |
1.1273 |
|
1.000 |
1.1241 |
|
1.618 |
1.1189 |
|
2.618 |
1.1105 |
|
4.250 |
1.0968 |
|
|
| Fisher Pivots for day following 14-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1367 |
1.1431 |
| PP |
1.1358 |
1.1401 |
| S1 |
1.1349 |
1.1370 |
|