CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 16-Feb-2022

Day Change Summary
	Previous	Current
	15-Feb-2022	16-Feb-2022	Change	Change %	Previous Week
Open	1.1433	1.1479	0.0046	0.4%	1.1511
High	1.1455	1.1487	0.0032	0.3%	1.1547
Low	1.1433	1.1451	0.0018	0.2%	1.1429
Close	1.1455	1.1486	0.0031	0.3%	1.1431
Range	0.0022	0.0037	0.0015	65.9%	0.0118
ATR	0.0064	0.0062	-0.0002	-3.0%	0.0000
Volume	242	167	-75	-31.0%	547

Daily Pivots for day following 16-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1584	1.1571	1.1506
R3	1.1547	1.1535	1.1496
R2	1.1511	1.1511	1.1492
R1	1.1498	1.1498	1.1489	1.1505
PP	1.1474	1.1474	1.1474	1.1478
S1	1.1462	1.1462	1.1482	1.1468
S2	1.1438	1.1438	1.1479
S3	1.1401	1.1425	1.1475
S4	1.1365	1.1389	1.1465

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	1.4%	0.0055	0.5%	63%	False	False	192
10	1.1567	1.1365	0.0202	1.8%	0.0057	0.5%	60%	False	False	142
20	1.1567	1.1210	0.0358	3.1%	0.0047	0.4%	77%	False	False	133
40	1.1567	1.1210	0.0358	3.1%	0.0045	0.4%	77%	False	False	98

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1642
2.618	1.1583
1.618	1.1546
1.000	1.1524
0.618	1.1510
HIGH	1.1487
0.618	1.1473
0.500	1.1469
0.382	1.1464
LOW	1.1451
0.618	1.1428
1.000	1.1414
1.618	1.1391
2.618	1.1355
4.250	1.1295

Fisher Pivots for day following 16-Feb-2022
Pivot	1 day	3 day
R1	1.1480	1.1468
PP	1.1474	1.1451
S1	1.1469	1.1434

Download as Excel Spreadsheet

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

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