CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 18-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2022 |
18-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1425 |
1.1408 |
-0.0017 |
-0.1% |
1.1390 |
| High |
1.1426 |
1.1419 |
-0.0007 |
-0.1% |
1.1438 |
| Low |
1.1365 |
1.1356 |
-0.0009 |
-0.1% |
1.1325 |
| Close |
1.1405 |
1.1373 |
-0.0032 |
-0.3% |
1.1373 |
| Range |
0.0061 |
0.0063 |
0.0002 |
2.5% |
0.0113 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2,035 |
1,931 |
-104 |
-5.1% |
10,517 |
|
| Daily Pivots for day following 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1534 |
1.1407 |
|
| R3 |
1.1508 |
1.1472 |
1.1390 |
|
| R2 |
1.1445 |
1.1445 |
1.1384 |
|
| R1 |
1.1409 |
1.1409 |
1.1379 |
1.1396 |
| PP |
1.1383 |
1.1383 |
1.1383 |
1.1376 |
| S1 |
1.1347 |
1.1347 |
1.1367 |
1.1333 |
| S2 |
1.1320 |
1.1320 |
1.1362 |
|
| S3 |
1.1258 |
1.1284 |
1.1356 |
|
| S4 |
1.1195 |
1.1222 |
1.1339 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1657 |
1.1435 |
|
| R3 |
1.1604 |
1.1545 |
1.1404 |
|
| R2 |
1.1491 |
1.1491 |
1.1394 |
|
| R1 |
1.1432 |
1.1432 |
1.1383 |
1.1405 |
| PP |
1.1379 |
1.1379 |
1.1379 |
1.1365 |
| S1 |
1.1320 |
1.1320 |
1.1363 |
1.1293 |
| S2 |
1.1266 |
1.1266 |
1.1352 |
|
| S3 |
1.1154 |
1.1207 |
1.1342 |
|
| S4 |
1.1041 |
1.1095 |
1.1311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1438 |
1.1325 |
0.0113 |
1.0% |
0.0064 |
0.6% |
43% |
False |
False |
2,103 |
| 10 |
1.1538 |
1.1325 |
0.0213 |
1.9% |
0.0065 |
0.6% |
23% |
False |
False |
2,067 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0072 |
0.6% |
56% |
False |
False |
1,596 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0067 |
0.6% |
56% |
False |
False |
937 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0065 |
0.6% |
56% |
False |
False |
763 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0062 |
0.5% |
36% |
False |
False |
600 |
| 100 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0054 |
0.5% |
36% |
False |
False |
490 |
| 120 |
1.1975 |
1.1164 |
0.0811 |
7.1% |
0.0051 |
0.4% |
26% |
False |
False |
416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1684 |
|
2.618 |
1.1582 |
|
1.618 |
1.1520 |
|
1.000 |
1.1481 |
|
0.618 |
1.1457 |
|
HIGH |
1.1419 |
|
0.618 |
1.1395 |
|
0.500 |
1.1387 |
|
0.382 |
1.1380 |
|
LOW |
1.1356 |
|
0.618 |
1.1317 |
|
1.000 |
1.1294 |
|
1.618 |
1.1255 |
|
2.618 |
1.1192 |
|
4.250 |
1.1090 |
|
|
| Fisher Pivots for day following 18-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1387 |
1.1397 |
| PP |
1.1383 |
1.1389 |
| S1 |
1.1378 |
1.1381 |
|