CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 08-Feb-2022

Day Change Summary
	Previous	Current
	07-Feb-2022	08-Feb-2022	Change	Change %	Previous Week
Open	1.1511	1.1485	-0.0026	-0.2%	1.1280
High	1.1538	1.1519	-0.0020	-0.2%	1.1567
Low	1.1508	1.1485	-0.0023	-0.2%	1.1280
Close	1.1532	1.1503	-0.0029	-0.3%	1.1537
Range	0.0030	0.0034	0.0004	11.7%	0.0288
ATR	0.0063	0.0061	-0.0001	-1.8%	0.0000
Volume	47	127	80	170.2%	576

Daily Pivots for day following 08-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1603	1.1586	1.1521
R3	1.1569	1.1553	1.1512
R2	1.1536	1.1536	1.1509
R1	1.1519	1.1519	1.1506	1.1528
PP	1.1502	1.1502	1.1502	1.1506
S1	1.1486	1.1486	1.1500	1.1494
S2	1.1469	1.1469	1.1497
S3	1.1435	1.1452	1.1494
S4	1.1402	1.1419	1.1485

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	1.1365	0.0202	1.8%	0.0065	0.6%	68%	False	False	147
10	1.1567	1.1210	0.0358	3.1%	0.0052	0.5%	82%	False	False	113
20	1.1567	1.1210	0.0358	3.1%	0.0048	0.4%	82%	False	False	126
40	1.1567	1.1210	0.0358	3.1%	0.0043	0.4%	82%	False	False	78

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1661
2.618	1.1606
1.618	1.1573
1.000	1.1552
0.618	1.1539
HIGH	1.1519
0.618	1.1506
0.500	1.1502
0.382	1.1498
LOW	1.1485
0.618	1.1464
1.000	1.1452
1.618	1.1431
2.618	1.1397
4.250	1.1343

Fisher Pivots for day following 08-Feb-2022
Pivot	1 day	3 day
R1	1.1503	1.1526
PP	1.1502	1.1518
S1	1.1502	1.1511

Download as Excel Spreadsheet

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

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