CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 31-Jan-2022

Day Change Summary
	Previous	Current
	28-Jan-2022	31-Jan-2022	Change	Change %	Previous Week
Open	1.1222	1.1280	0.0058	0.5%	1.1414
High	1.1258	1.1331	0.0073	0.6%	1.1414
Low	1.1210	1.1280	0.0070	0.6%	1.1210
Close	1.1231	1.1331	0.0100	0.9%	1.1231
Range	0.0048	0.0051	0.0003	6.3%	0.0205
ATR	0.0057	0.0060	0.0003	5.4%	0.0000
Volume	138	7	-131	-94.9%	568

Daily Pivots for day following 31-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1467	1.1450	1.1359
R3	1.1416	1.1399	1.1345
R2	1.1365	1.1365	1.1340
R1	1.1348	1.1348	1.1335	1.1356
PP	1.1314	1.1314	1.1314	1.1318
S1	1.1297	1.1297	1.1326	1.1305
S2	1.1263	1.1263	1.1321
S3	1.1212	1.1246	1.1316
S4	1.1161	1.1195	1.1302

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1898	1.1769	1.1343
R3	1.1694	1.1565	1.1287
R2	1.1489	1.1489	1.1268
R1	1.1360	1.1360	1.1250	1.1323
PP	1.1285	1.1285	1.1285	1.1266
S1	1.1156	1.1156	1.1212	1.1118
S2	1.1080	1.1080	1.1194
S3	1.0876	1.0951	1.1175
S4	1.0671	1.0747	1.1119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1388	1.1210	0.0178	1.6%	0.0045	0.4%	68%	False	False	80
10	1.1512	1.1210	0.0303	2.7%	0.0044	0.4%	40%	False	False	127
20	1.1560	1.1210	0.0351	3.1%	0.0043	0.4%	35%	False	False	105
40	1.1560	1.1210	0.0351	3.1%	0.0042	0.4%	35%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1547
2.618	1.1464
1.618	1.1413
1.000	1.1382
0.618	1.1362
HIGH	1.1331
0.618	1.1311
0.500	1.1305
0.382	1.1299
LOW	1.1280
0.618	1.1248
1.000	1.1229
1.618	1.1197
2.618	1.1146
4.250	1.1063

Fisher Pivots for day following 31-Jan-2022
Pivot	1 day	3 day
R1	1.1322	1.1310
PP	1.1314	1.1290
S1	1.1305	1.1270

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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