CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 07-Feb-2022

Day Change Summary
	Previous	Current
	04-Feb-2022	07-Feb-2022	Change	Change %	Previous Week
Open	1.1548	1.1511	-0.0037	-0.3%	1.1280
High	1.1567	1.1538	-0.0029	-0.3%	1.1567
Low	1.1503	1.1508	0.0005	0.0%	1.1280
Close	1.1537	1.1532	-0.0005	0.0%	1.1537
Range	0.0064	0.0030	-0.0034	-53.1%	0.0288
ATR	0.0065	0.0063	-0.0003	-3.8%	0.0000
Volume	78	47	-31	-39.7%	576

Daily Pivots for day following 07-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1616	1.1604	1.1549
R3	1.1586	1.1574	1.1540
R2	1.1556	1.1556	1.1538
R1	1.1544	1.1544	1.1535	1.1550
PP	1.1526	1.1526	1.1526	1.1529
S1	1.1514	1.1514	1.1529	1.1520
S2	1.1496	1.1496	1.1527
S3	1.1466	1.1484	1.1524
S4	1.1436	1.1454	1.1516

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	1.1329	0.0238	2.1%	0.0061	0.5%	85%	False	False	123
10	1.1567	1.1210	0.0358	3.1%	0.0053	0.5%	90%	False	False	101
20	1.1567	1.1210	0.0358	3.1%	0.0048	0.4%	90%	False	False	129
40	1.1567	1.1210	0.0358	3.1%	0.0044	0.4%	90%	False	False	75

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

Fibonacci Retracements and Extensions
4.250	1.1666
2.618	1.1617
1.618	1.1587
1.000	1.1568
0.618	1.1557
HIGH	1.1538
0.618	1.1527
0.500	1.1523
0.382	1.1519
LOW	1.1508
0.618	1.1489
1.000	1.1478
1.618	1.1459
2.618	1.1429
4.250	1.1381

Fisher Pivots for day following 07-Feb-2022
Pivot	1 day	3 day
R1	1.1529	1.1510
PP	1.1526	1.1488
S1	1.1523	1.1466

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

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