CME Euro FX (E) Future December 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 1.1545 1.1575 0.0030 0.3% 1.1266
High 1.1558 1.1577 0.0020 0.2% 1.1611
Low 1.1541 1.1563 0.0022 0.2% 1.1266
Close 1.1551 1.1570 0.0019 0.2% 1.1585
Range 0.0017 0.0015 -0.0003 -14.7% 0.0345
ATR 0.0053 0.0051 -0.0002 -3.6% 0.0000
Volume 46 10 -36 -78.3% 458
Daily Pivots for day following 09-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1613 1.1606 1.1577
R3 1.1599 1.1591 1.1573
R2 1.1584 1.1584 1.1572
R1 1.1577 1.1577 1.1571 1.1573
PP 1.1570 1.1570 1.1570 1.1568
S1 1.1562 1.1562 1.1568 1.1559
S2 1.1555 1.1555 1.1567
S3 1.1541 1.1548 1.1566
S4 1.1526 1.1533 1.1562
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 1.1525 0.0086 0.7% 0.0033 0.3% 52% False False 54
10 1.1611 1.1261 0.0350 3.0% 0.0035 0.3% 88% False False 104
20 1.1611 1.1261 0.0350 3.0% 0.0034 0.3% 88% False False 93
40 1.1611 1.1261 0.0350 3.0% 0.0028 0.2% 88% False False 55
60 1.1611 1.1261 0.0350 3.0% 0.0029 0.3% 88% False False 55
80 1.1809 1.1261 0.0548 4.7% 0.0026 0.2% 56% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1639
2.618 1.1615
1.618 1.1600
1.000 1.1592
0.618 1.1586
HIGH 1.1577
0.618 1.1571
0.500 1.1570
0.382 1.1568
LOW 1.1563
0.618 1.1554
1.000 1.1548
1.618 1.1539
2.618 1.1525
4.250 1.1501
Fisher Pivots for day following 09-Feb-2022
Pivot 1 day 3 day
R1 1.1570 1.1567
PP 1.1570 1.1565
S1 1.1570 1.1562

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

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