CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 04-Feb-2022

Day Change Summary
	Previous	Current
	03-Feb-2022	04-Feb-2022	Change	Change %	Previous Week
Open	1.1365	1.1548	0.0183	1.6%	1.1280
High	1.1530	1.1567	0.0038	0.3%	1.1567
Low	1.1365	1.1503	0.0138	1.2%	1.1280
Close	1.1518	1.1537	0.0019	0.2%	1.1537
Range	0.0165	0.0064	-0.0101	-61.1%	0.0288
ATR	0.0065	0.0065	0.0000	-0.1%	0.0000
Volume	190	78	-112	-58.9%	576

Daily Pivots for day following 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1728	1.1696	1.1572
R3	1.1664	1.1632	1.1554
R2	1.1600	1.1600	1.1548
R1	1.1568	1.1568	1.1542	1.1552
PP	1.1536	1.1536	1.1536	1.1527
S1	1.1504	1.1504	1.1531	1.1488
S2	1.1472	1.1472	1.1525
S3	1.1408	1.1440	1.1519
S4	1.1344	1.1376	1.1501

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2324	1.2218	1.1695
R3	1.2036	1.1930	1.1616
R2	1.1749	1.1749	1.1589
R1	1.1643	1.1643	1.1563	1.1696
PP	1.1461	1.1461	1.1461	1.1488
S1	1.1355	1.1355	1.1510	1.1408
S2	1.1174	1.1174	1.1484
S3	1.0886	1.1068	1.1457
S4	1.0599	1.0780	1.1378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1567	1.1280	0.0288	2.5%	0.0065	0.6%	89%	True	False	115
10	1.1567	1.1210	0.0358	3.1%	0.0053	0.5%	91%	True	False	114
20	1.1567	1.1210	0.0358	3.1%	0.0050	0.4%	91%	True	False	128
40	1.1567	1.1210	0.0358	3.1%	0.0044	0.4%	91%	True	False	74

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1839
2.618	1.1735
1.618	1.1671
1.000	1.1631
0.618	1.1607
HIGH	1.1567
0.618	1.1543
0.500	1.1535
0.382	1.1527
LOW	1.1503
0.618	1.1463
1.000	1.1439
1.618	1.1399
2.618	1.1335
4.250	1.1231

Fisher Pivots for day following 04-Feb-2022
Pivot	1 day	3 day
R1	1.1536	1.1513
PP	1.1536	1.1490
S1	1.1535	1.1466

Download as Excel Spreadsheet

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

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