CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1204 |
-0.0035 |
-0.3% |
1.1355 |
| High |
1.1315 |
1.1291 |
-0.0025 |
-0.2% |
1.1430 |
| Low |
1.1207 |
1.1187 |
-0.0020 |
-0.2% |
1.1147 |
| Close |
1.1305 |
1.1266 |
-0.0039 |
-0.3% |
1.1305 |
| Range |
0.0109 |
0.0104 |
-0.0005 |
-4.6% |
0.0283 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.7% |
0.0000 |
| Volume |
6,334 |
14,661 |
8,327 |
131.5% |
21,418 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1558 |
1.1515 |
1.1322 |
|
| R3 |
1.1455 |
1.1412 |
1.1294 |
|
| R2 |
1.1351 |
1.1351 |
1.1284 |
|
| R1 |
1.1308 |
1.1308 |
1.1275 |
1.1330 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1258 |
| S1 |
1.1205 |
1.1205 |
1.1256 |
1.1226 |
| S2 |
1.1144 |
1.1144 |
1.1247 |
|
| S3 |
1.1041 |
1.1101 |
1.1237 |
|
| S4 |
1.0937 |
1.0998 |
1.1209 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2143 |
1.2007 |
1.1460 |
|
| R3 |
1.1860 |
1.1724 |
1.1382 |
|
| R2 |
1.1577 |
1.1577 |
1.1356 |
|
| R1 |
1.1441 |
1.1441 |
1.1330 |
1.1367 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1257 |
| S1 |
1.1158 |
1.1158 |
1.1279 |
1.1084 |
| S2 |
1.1011 |
1.1011 |
1.1253 |
|
| S3 |
1.0728 |
1.0875 |
1.1227 |
|
| S4 |
1.0445 |
1.0592 |
1.1149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1430 |
1.1147 |
0.0283 |
2.5% |
0.0114 |
1.0% |
42% |
False |
False |
7,215 |
| 10 |
1.1438 |
1.1147 |
0.0291 |
2.6% |
0.0089 |
0.8% |
41% |
False |
False |
4,659 |
| 20 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0084 |
0.7% |
30% |
False |
False |
3,123 |
| 40 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0075 |
0.7% |
30% |
False |
False |
1,824 |
| 60 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0069 |
0.6% |
30% |
False |
False |
1,354 |
| 80 |
1.1671 |
1.1147 |
0.0524 |
4.7% |
0.0066 |
0.6% |
23% |
False |
False |
1,044 |
| 100 |
1.1750 |
1.1147 |
0.0603 |
5.4% |
0.0058 |
0.5% |
20% |
False |
False |
850 |
| 120 |
1.1918 |
1.1147 |
0.0771 |
6.8% |
0.0054 |
0.5% |
15% |
False |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1730 |
|
2.618 |
1.1561 |
|
1.618 |
1.1458 |
|
1.000 |
1.1394 |
|
0.618 |
1.1354 |
|
HIGH |
1.1291 |
|
0.618 |
1.1251 |
|
0.500 |
1.1239 |
|
0.382 |
1.1227 |
|
LOW |
1.1187 |
|
0.618 |
1.1123 |
|
1.000 |
1.1084 |
|
1.618 |
1.1020 |
|
2.618 |
1.0916 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1257 |
1.1259 |
| PP |
1.1248 |
1.1253 |
| S1 |
1.1239 |
1.1246 |
|