CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1525 |
1.1567 |
0.0042 |
0.4% |
1.1266 |
| High |
1.1565 |
1.1611 |
0.0046 |
0.4% |
1.1611 |
| Low |
1.1525 |
1.1550 |
0.0025 |
0.2% |
1.1266 |
| Close |
1.1564 |
1.1585 |
0.0021 |
0.2% |
1.1585 |
| Range |
0.0040 |
0.0061 |
0.0021 |
52.5% |
0.0345 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.7% |
0.0000 |
| Volume |
81 |
118 |
37 |
45.7% |
458 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1736 |
1.1618 |
|
| R3 |
1.1704 |
1.1675 |
1.1601 |
|
| R2 |
1.1643 |
1.1643 |
1.1596 |
|
| R1 |
1.1614 |
1.1614 |
1.1590 |
1.1628 |
| PP |
1.1582 |
1.1582 |
1.1582 |
1.1589 |
| S1 |
1.1553 |
1.1553 |
1.1579 |
1.1567 |
| S2 |
1.1521 |
1.1521 |
1.1573 |
|
| S3 |
1.1460 |
1.1492 |
1.1568 |
|
| S4 |
1.1399 |
1.1431 |
1.1551 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2522 |
1.2398 |
1.1774 |
|
| R3 |
1.2177 |
1.2053 |
1.1679 |
|
| R2 |
1.1832 |
1.1832 |
1.1648 |
|
| R1 |
1.1708 |
1.1708 |
1.1616 |
1.1770 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1518 |
| S1 |
1.1363 |
1.1363 |
1.1553 |
1.1425 |
| S2 |
1.1142 |
1.1142 |
1.1521 |
|
| S3 |
1.0797 |
1.1018 |
1.1490 |
|
| S4 |
1.0452 |
1.0673 |
1.1395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1611 |
1.1266 |
0.0345 |
3.0% |
0.0045 |
0.4% |
92% |
True |
False |
91 |
| 10 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0038 |
0.3% |
93% |
True |
False |
107 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0033 |
0.3% |
93% |
True |
False |
105 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0028 |
0.2% |
93% |
True |
False |
53 |
| 60 |
1.1693 |
1.1261 |
0.0432 |
3.7% |
0.0030 |
0.3% |
75% |
False |
False |
60 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.7% |
0.0026 |
0.2% |
59% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1870 |
|
2.618 |
1.1770 |
|
1.618 |
1.1709 |
|
1.000 |
1.1672 |
|
0.618 |
1.1648 |
|
HIGH |
1.1611 |
|
0.618 |
1.1587 |
|
0.500 |
1.1580 |
|
0.382 |
1.1573 |
|
LOW |
1.1550 |
|
0.618 |
1.1512 |
|
1.000 |
1.1489 |
|
1.618 |
1.1451 |
|
2.618 |
1.1390 |
|
4.250 |
1.1290 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1583 |
1.1565 |
| PP |
1.1582 |
1.1546 |
| S1 |
1.1580 |
1.1526 |
|