CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 17-Feb-2022

Day Change Summary
	Previous	Current
	16-Feb-2022	17-Feb-2022	Change	Change %	Previous Week
Open	1.1479	1.1450	-0.0029	-0.2%	1.1511
High	1.1487	1.1470	-0.0017	-0.1%	1.1547
Low	1.1451	1.1431	-0.0020	-0.2%	1.1429
Close	1.1486	1.1456	-0.0030	-0.3%	1.1431
Range	0.0037	0.0040	0.0003	8.2%	0.0118
ATR	0.0062	0.0061	0.0000	-0.8%	0.0000
Volume	167	222	55	32.9%	547

Daily Pivots for day following 17-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1571	1.1553	1.1478
R3	1.1531	1.1513	1.1467
R2	1.1492	1.1492	1.1463
R1	1.1474	1.1474	1.1460	1.1483
PP	1.1452	1.1452	1.1452	1.1457
S1	1.1434	1.1434	1.1452	1.1443
S2	1.1413	1.1413	1.1449
S3	1.1373	1.1395	1.1445
S4	1.1334	1.1355	1.1434

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	1.1510	1.1380	0.0130	1.1%	0.0048	0.4%	58%	False	False	187
10	1.1567	1.1380	0.0187	1.6%	0.0045	0.4%	41%	False	False	145
20	1.1567	1.1210	0.0358	3.1%	0.0047	0.4%	69%	False	False	134
40	1.1567	1.1210	0.0358	3.1%	0.0045	0.4%	69%	False	False	104

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1638
2.618	1.1573
1.618	1.1534
1.000	1.1510
0.618	1.1494
HIGH	1.1470
0.618	1.1455
0.500	1.1450
0.382	1.1446
LOW	1.1431
0.618	1.1406
1.000	1.1391
1.618	1.1367
2.618	1.1327
4.250	1.1263

Fisher Pivots for day following 17-Feb-2022
Pivot	1 day	3 day
R1	1.1454	1.1459
PP	1.1452	1.1458
S1	1.1450	1.1457

Download as Excel Spreadsheet

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

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