CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 15-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1390 |
1.1349 |
-0.0041 |
-0.4% |
1.1498 |
| High |
1.1409 |
1.1410 |
0.0001 |
0.0% |
1.1538 |
| Low |
1.1325 |
1.1348 |
0.0023 |
0.2% |
1.1374 |
| Close |
1.1340 |
1.1402 |
0.0062 |
0.5% |
1.1380 |
| Range |
0.0084 |
0.0063 |
-0.0022 |
-25.6% |
0.0164 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,403 |
2,201 |
798 |
56.9% |
10,157 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1551 |
1.1436 |
|
| R3 |
1.1512 |
1.1488 |
1.1419 |
|
| R2 |
1.1449 |
1.1449 |
1.1413 |
|
| R1 |
1.1426 |
1.1426 |
1.1408 |
1.1437 |
| PP |
1.1387 |
1.1387 |
1.1387 |
1.1392 |
| S1 |
1.1363 |
1.1363 |
1.1396 |
1.1375 |
| S2 |
1.1324 |
1.1324 |
1.1391 |
|
| S3 |
1.1262 |
1.1301 |
1.1385 |
|
| S4 |
1.1199 |
1.1238 |
1.1368 |
|
|
| 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% |
0.0077 |
0.7% |
36% |
False |
False |
2,488 |
| 10 |
1.1538 |
1.1311 |
0.0227 |
2.0% |
0.0079 |
0.7% |
40% |
False |
False |
1,776 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0072 |
0.6% |
64% |
False |
False |
1,292 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0067 |
0.6% |
64% |
False |
False |
791 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0066 |
0.6% |
64% |
False |
False |
653 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0060 |
0.5% |
41% |
False |
False |
515 |
| 100 |
1.1794 |
1.1164 |
0.0630 |
5.5% |
0.0053 |
0.5% |
38% |
False |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1676 |
|
2.618 |
1.1574 |
|
1.618 |
1.1511 |
|
1.000 |
1.1473 |
|
0.618 |
1.1449 |
|
HIGH |
1.1410 |
|
0.618 |
1.1386 |
|
0.500 |
1.1379 |
|
0.382 |
1.1371 |
|
LOW |
1.1348 |
|
0.618 |
1.1309 |
|
1.000 |
1.1285 |
|
1.618 |
1.1246 |
|
2.618 |
1.1184 |
|
4.250 |
1.1082 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1394 |
1.1399 |
| PP |
1.1387 |
1.1396 |
| S1 |
1.1379 |
1.1394 |
|