CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 16-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2022 |
16-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1349 |
1.1401 |
0.0052 |
0.5% |
1.1498 |
| High |
1.1410 |
1.1438 |
0.0028 |
0.2% |
1.1538 |
| Low |
1.1348 |
1.1390 |
0.0042 |
0.4% |
1.1374 |
| Close |
1.1402 |
1.1432 |
0.0030 |
0.3% |
1.1380 |
| Range |
0.0063 |
0.0048 |
-0.0015 |
-23.2% |
0.0164 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
2,201 |
2,947 |
746 |
33.9% |
10,157 |
|
| Daily Pivots for day following 16-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1546 |
1.1458 |
|
| R3 |
1.1516 |
1.1498 |
1.1445 |
|
| R2 |
1.1468 |
1.1468 |
1.1441 |
|
| R1 |
1.1450 |
1.1450 |
1.1436 |
1.1459 |
| PP |
1.1420 |
1.1420 |
1.1420 |
1.1424 |
| S1 |
1.1402 |
1.1402 |
1.1428 |
1.1411 |
| S2 |
1.1372 |
1.1372 |
1.1423 |
|
| S3 |
1.1324 |
1.1354 |
1.1419 |
|
| S4 |
1.1276 |
1.1306 |
1.1406 |
|
|
| 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% |
0.0080 |
0.7% |
50% |
False |
False |
3,021 |
| 10 |
1.1538 |
1.1311 |
0.0227 |
2.0% |
0.0078 |
0.7% |
54% |
False |
False |
2,025 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0072 |
0.6% |
72% |
False |
False |
1,427 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0067 |
0.6% |
72% |
False |
False |
848 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0065 |
0.6% |
72% |
False |
False |
700 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0061 |
0.5% |
46% |
False |
False |
551 |
| 100 |
1.1782 |
1.1164 |
0.0618 |
5.4% |
0.0054 |
0.5% |
43% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1563 |
|
1.618 |
1.1515 |
|
1.000 |
1.1486 |
|
0.618 |
1.1467 |
|
HIGH |
1.1438 |
|
0.618 |
1.1419 |
|
0.500 |
1.1414 |
|
0.382 |
1.1408 |
|
LOW |
1.1390 |
|
0.618 |
1.1360 |
|
1.000 |
1.1342 |
|
1.618 |
1.1312 |
|
2.618 |
1.1264 |
|
4.250 |
1.1186 |
|
|
| Fisher Pivots for day following 16-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1426 |
1.1415 |
| PP |
1.1420 |
1.1398 |
| S1 |
1.1414 |
1.1381 |
|