CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 09-Feb-2022

Day Change Summary
	Previous	Current
	08-Feb-2022	09-Feb-2022	Change	Change %	Previous Week
Open	1.1485	1.1526	0.0041	0.4%	1.1280
High	1.1519	1.1526	0.0008	0.1%	1.1567
Low	1.1485	1.1521	0.0036	0.3%	1.1280
Close	1.1503	1.1521	0.0018	0.2%	1.1537
Range	0.0034	0.0005	-0.0029	-85.1%	0.0288
ATR	0.0061	0.0059	-0.0003	-4.5%	0.0000
Volume	127	20	-107	-84.3%	576

Daily Pivots for day following 09-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1538	1.1534	1.1524
R3	1.1533	1.1529	1.1522
R2	1.1528	1.1528	1.1522
R1	1.1524	1.1524	1.1521	1.1524
PP	1.1523	1.1523	1.1523	1.1522
S1	1.1519	1.1519	1.1521	1.1519
S2	1.1518	1.1518	1.1520
S3	1.1513	1.1514	1.1520
S4	1.1508	1.1509	1.1518

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%	0.0059	0.5%	77%	False	False	92
10	1.1567	1.1210	0.0358	3.1%	0.0049	0.4%	87%	False	False	106
20	1.1567	1.1210	0.0358	3.1%	0.0045	0.4%	87%	False	False	126
40	1.1567	1.1210	0.0358	3.1%	0.0044	0.4%	87%	False	False	78

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.1547
2.618	1.1539
1.618	1.1534
1.000	1.1531
0.618	1.1529
HIGH	1.1526
0.618	1.1524
0.500	1.1524
0.382	1.1523
LOW	1.1521
0.618	1.1518
1.000	1.1516
1.618	1.1513
2.618	1.1508
4.250	1.1500

Fisher Pivots for day following 09-Feb-2022
Pivot	1 day	3 day
R1	1.1524	1.1518
PP	1.1523	1.1515
S1	1.1522	1.1512

Download as Excel Spreadsheet

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

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