CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 14-Feb-2022

Day Change Summary
	Previous	Current
	11-Feb-2022	14-Feb-2022	Change	Change %	Previous Week
Open	1.1495	1.1437	-0.0058	-0.5%	1.1511
High	1.1510	1.1441	-0.0069	-0.6%	1.1547
Low	1.1429	1.1380	-0.0049	-0.4%	1.1429
Close	1.1431	1.1394	-0.0038	-0.3%	1.1431
Range	0.0081	0.0061	-0.0020	-24.7%	0.0118
ATR	0.0064	0.0064	0.0000	-0.3%	0.0000
Volume	107	198	91	85.0%	547

Daily Pivots for day following 14-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1588	1.1552	1.1427
R3	1.1527	1.1491	1.1410
R2	1.1466	1.1466	1.1405
R1	1.1430	1.1430	1.1399	1.1417
PP	1.1405	1.1405	1.1405	1.1399
S1	1.1369	1.1369	1.1388	1.1356
S2	1.1344	1.1344	1.1382
S3	1.1283	1.1308	1.1377
S4	1.1222	1.1247	1.1360

Weekly Pivots for week ending 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1821	1.1744	1.1496
R3	1.1704	1.1626	1.1463
R2	1.1586	1.1586	1.1453
R1	1.1509	1.1509	1.1442	1.1489
PP	1.1469	1.1469	1.1469	1.1459
S1	1.1391	1.1391	1.1420	1.1371
S2	1.1351	1.1351	1.1409
S3	1.1234	1.1274	1.1399
S4	1.1116	1.1156	1.1366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1547	1.1380	0.0167	1.5%	0.0051	0.4%	8%	False	True	139
10	1.1567	1.1329	0.0238	2.1%	0.0056	0.5%	27%	False	False	131
20	1.1567	1.1210	0.0358	3.1%	0.0050	0.4%	51%	False	False	129
40	1.1567	1.1210	0.0358	3.1%	0.0046	0.4%	51%	False	False	91

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1700
2.618	1.1601
1.618	1.1540
1.000	1.1502
0.618	1.1479
HIGH	1.1441
0.618	1.1418
0.500	1.1411
0.382	1.1403
LOW	1.1380
0.618	1.1342
1.000	1.1319
1.618	1.1281
2.618	1.1220
4.250	1.1121

Fisher Pivots for day following 14-Feb-2022
Pivot	1 day	3 day
R1	1.1411	1.1463
PP	1.1405	1.1440
S1	1.1399	1.1417

Download as Excel Spreadsheet

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

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