CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 03-Feb-2022

Day Change Summary
	Previous	Current
	02-Feb-2022	03-Feb-2022	Change	Change %	Previous Week
Open	1.1402	1.1365	-0.0037	-0.3%	1.1414
High	1.1410	1.1530	0.0120	1.0%	1.1414
Low	1.1378	1.1365	-0.0013	-0.1%	1.1210
Close	1.1394	1.1518	0.0124	1.1%	1.1231
Range	0.0033	0.0165	0.0132	406.2%	0.0205
ATR	0.0057	0.0065	0.0008	13.3%	0.0000
Volume	295	190	-105	-35.6%	568

Daily Pivots for day following 03-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1964	1.1906	1.1608
R3	1.1800	1.1741	1.1563
R2	1.1635	1.1635	1.1548
R1	1.1577	1.1577	1.1533	1.1606
PP	1.1471	1.1471	1.1471	1.1486
S1	1.1412	1.1412	1.1503	1.1442
S2	1.1306	1.1306	1.1488
S3	1.1142	1.1248	1.1473
S4	1.0977	1.1083	1.1428

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	1.1530	1.1210	0.0320	2.8%	0.0062	0.5%	96%	True	False	127
10	1.1530	1.1210	0.0320	2.8%	0.0049	0.4%	96%	True	False	124
20	1.1560	1.1210	0.0351	3.0%	0.0048	0.4%	88%	False	False	125
40	1.1560	1.1210	0.0351	3.0%	0.0044	0.4%	88%	False	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	1.2229
2.618	1.1960
1.618	1.1796
1.000	1.1694
0.618	1.1631
HIGH	1.1530
0.618	1.1467
0.500	1.1447
0.382	1.1428
LOW	1.1365
0.618	1.1263
1.000	1.1201
1.618	1.1099
2.618	1.0934
4.250	1.0666

Fisher Pivots for day following 03-Feb-2022
Pivot	1 day	3 day
R1	1.1494	1.1488
PP	1.1471	1.1459
S1	1.1447	1.1429

Download as Excel Spreadsheet

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

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