CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1401 |
1.1425 |
0.0024 |
0.2% |
1.1498 |
| High |
1.1438 |
1.1426 |
-0.0012 |
-0.1% |
1.1538 |
| Low |
1.1390 |
1.1365 |
-0.0025 |
-0.2% |
1.1374 |
| Close |
1.1432 |
1.1405 |
-0.0028 |
-0.2% |
1.1380 |
| Range |
0.0048 |
0.0061 |
0.0013 |
27.1% |
0.0164 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2,947 |
2,035 |
-912 |
-30.9% |
10,157 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1554 |
1.1438 |
|
| R3 |
1.1520 |
1.1493 |
1.1421 |
|
| R2 |
1.1459 |
1.1459 |
1.1416 |
|
| R1 |
1.1432 |
1.1432 |
1.1410 |
1.1415 |
| PP |
1.1398 |
1.1398 |
1.1398 |
1.1390 |
| S1 |
1.1371 |
1.1371 |
1.1399 |
1.1354 |
| S2 |
1.1337 |
1.1337 |
1.1393 |
|
| S3 |
1.1276 |
1.1310 |
1.1388 |
|
| S4 |
1.1215 |
1.1249 |
1.1371 |
|
|
| 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 |
1.1462 |
1.1325 |
0.0137 |
1.2% |
0.0069 |
0.6% |
58% |
False |
False |
2,135 |
| 10 |
1.1538 |
1.1325 |
0.0213 |
1.9% |
0.0066 |
0.6% |
37% |
False |
False |
2,045 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0072 |
0.6% |
64% |
False |
False |
1,518 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0068 |
0.6% |
64% |
False |
False |
892 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0065 |
0.6% |
64% |
False |
False |
733 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0061 |
0.5% |
41% |
False |
False |
576 |
| 100 |
1.1757 |
1.1164 |
0.0593 |
5.2% |
0.0054 |
0.5% |
41% |
False |
False |
471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1685 |
|
2.618 |
1.1585 |
|
1.618 |
1.1524 |
|
1.000 |
1.1487 |
|
0.618 |
1.1463 |
|
HIGH |
1.1426 |
|
0.618 |
1.1402 |
|
0.500 |
1.1395 |
|
0.382 |
1.1388 |
|
LOW |
1.1365 |
|
0.618 |
1.1327 |
|
1.000 |
1.1304 |
|
1.618 |
1.1266 |
|
2.618 |
1.1205 |
|
4.250 |
1.1105 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1401 |
1.1401 |
| PP |
1.1398 |
1.1397 |
| S1 |
1.1395 |
1.1393 |
|