CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 22-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1408 |
1.1355 |
-0.0053 |
-0.5% |
1.1390 |
| High |
1.1419 |
1.1430 |
0.0012 |
0.1% |
1.1438 |
| Low |
1.1356 |
1.1328 |
-0.0029 |
-0.3% |
1.1325 |
| Close |
1.1373 |
1.1377 |
0.0004 |
0.0% |
1.1373 |
| Range |
0.0063 |
0.0103 |
0.0040 |
64.0% |
0.0113 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.9% |
0.0000 |
| Volume |
1,931 |
7,817 |
5,886 |
304.8% |
10,517 |
|
| Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1686 |
1.1634 |
1.1433 |
|
| R3 |
1.1583 |
1.1531 |
1.1405 |
|
| R2 |
1.1481 |
1.1481 |
1.1396 |
|
| R1 |
1.1429 |
1.1429 |
1.1386 |
1.1455 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1391 |
| S1 |
1.1326 |
1.1326 |
1.1368 |
1.1352 |
| S2 |
1.1276 |
1.1276 |
1.1358 |
|
| S3 |
1.1173 |
1.1224 |
1.1349 |
|
| S4 |
1.1071 |
1.1121 |
1.1321 |
|
|
| 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 |
1.1328 |
0.0110 |
1.0% |
0.0067 |
0.6% |
45% |
False |
True |
3,386 |
| 10 |
1.1538 |
1.1325 |
0.0213 |
1.9% |
0.0071 |
0.6% |
24% |
False |
False |
2,799 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0075 |
0.7% |
57% |
False |
False |
1,950 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0069 |
0.6% |
57% |
False |
False |
1,130 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0067 |
0.6% |
57% |
False |
False |
893 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0063 |
0.6% |
36% |
False |
False |
695 |
| 100 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0055 |
0.5% |
36% |
False |
False |
568 |
| 120 |
1.1975 |
1.1164 |
0.0811 |
7.1% |
0.0051 |
0.5% |
26% |
False |
False |
481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1866 |
|
2.618 |
1.1698 |
|
1.618 |
1.1596 |
|
1.000 |
1.1533 |
|
0.618 |
1.1493 |
|
HIGH |
1.1430 |
|
0.618 |
1.1391 |
|
0.500 |
1.1379 |
|
0.382 |
1.1367 |
|
LOW |
1.1328 |
|
0.618 |
1.1264 |
|
1.000 |
1.1225 |
|
1.618 |
1.1162 |
|
2.618 |
1.1059 |
|
4.250 |
1.0892 |
|
|
| Fisher Pivots for day following 22-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1379 |
1.1379 |
| PP |
1.1378 |
1.1378 |
| S1 |
1.1378 |
1.1378 |
|