CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 23-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1370 |
0.0015 |
0.1% |
1.1390 |
| High |
1.1430 |
1.1400 |
-0.0030 |
-0.3% |
1.1438 |
| Low |
1.1328 |
1.1343 |
0.0016 |
0.1% |
1.1325 |
| Close |
1.1377 |
1.1349 |
-0.0028 |
-0.2% |
1.1373 |
| Range |
0.0103 |
0.0057 |
-0.0046 |
-44.4% |
0.0113 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
7,817 |
1,455 |
-6,362 |
-81.4% |
10,517 |
|
| Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1535 |
1.1499 |
1.1380 |
|
| R3 |
1.1478 |
1.1442 |
1.1365 |
|
| R2 |
1.1421 |
1.1421 |
1.1359 |
|
| R1 |
1.1385 |
1.1385 |
1.1354 |
1.1375 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1359 |
| S1 |
1.1328 |
1.1328 |
1.1344 |
1.1318 |
| S2 |
1.1307 |
1.1307 |
1.1339 |
|
| S3 |
1.1250 |
1.1271 |
1.1333 |
|
| S4 |
1.1193 |
1.1214 |
1.1318 |
|
|
| 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% |
0.0066 |
0.6% |
20% |
False |
False |
3,237 |
| 10 |
1.1538 |
1.1325 |
0.0213 |
1.9% |
0.0072 |
0.6% |
11% |
False |
False |
2,862 |
| 20 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0075 |
0.7% |
50% |
False |
False |
2,001 |
| 40 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0070 |
0.6% |
50% |
False |
False |
1,163 |
| 60 |
1.1538 |
1.1164 |
0.0374 |
3.3% |
0.0066 |
0.6% |
50% |
False |
False |
916 |
| 80 |
1.1714 |
1.1164 |
0.0550 |
4.8% |
0.0062 |
0.5% |
34% |
False |
False |
711 |
| 100 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0055 |
0.5% |
32% |
False |
False |
582 |
| 120 |
1.1975 |
1.1164 |
0.0811 |
7.1% |
0.0051 |
0.5% |
23% |
False |
False |
493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1549 |
|
1.618 |
1.1492 |
|
1.000 |
1.1457 |
|
0.618 |
1.1435 |
|
HIGH |
1.1400 |
|
0.618 |
1.1378 |
|
0.500 |
1.1372 |
|
0.382 |
1.1365 |
|
LOW |
1.1343 |
|
0.618 |
1.1308 |
|
1.000 |
1.1286 |
|
1.618 |
1.1251 |
|
2.618 |
1.1194 |
|
4.250 |
1.1101 |
|
|
| Fisher Pivots for day following 23-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1372 |
1.1379 |
| PP |
1.1364 |
1.1369 |
| S1 |
1.1357 |
1.1359 |
|