CME Euro FX (E) Future December 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 |
1.1543 |
1.1459 |
-0.0085 |
-0.7% |
1.1554 |
| High |
1.1569 |
1.1459 |
-0.0111 |
-1.0% |
1.1601 |
| Low |
1.1482 |
1.1449 |
-0.0033 |
-0.3% |
1.1482 |
| Close |
1.1484 |
1.1449 |
-0.0035 |
-0.3% |
1.1484 |
| Range |
0.0087 |
0.0010 |
-0.0078 |
-89.1% |
0.0119 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
29 |
37 |
8 |
27.6% |
136 |
|
| Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1481 |
1.1474 |
1.1454 |
|
| R3 |
1.1471 |
1.1465 |
1.1452 |
|
| R2 |
1.1462 |
1.1462 |
1.1451 |
|
| R1 |
1.1455 |
1.1455 |
1.1450 |
1.1454 |
| PP |
1.1452 |
1.1452 |
1.1452 |
1.1451 |
| S1 |
1.1446 |
1.1446 |
1.1448 |
1.1444 |
| S2 |
1.1443 |
1.1443 |
1.1447 |
|
| S3 |
1.1433 |
1.1436 |
1.1446 |
|
| S4 |
1.1424 |
1.1427 |
1.1444 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1799 |
1.1549 |
|
| R3 |
1.1759 |
1.1681 |
1.1517 |
|
| R2 |
1.1641 |
1.1641 |
1.1506 |
|
| R1 |
1.1562 |
1.1562 |
1.1495 |
1.1542 |
| PP |
1.1522 |
1.1522 |
1.1522 |
1.1512 |
| S1 |
1.1444 |
1.1444 |
1.1473 |
1.1424 |
| S2 |
1.1404 |
1.1404 |
1.1462 |
|
| S3 |
1.1285 |
1.1325 |
1.1451 |
|
| S4 |
1.1167 |
1.1207 |
1.1419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1601 |
1.1449 |
0.0152 |
1.3% |
0.0039 |
0.3% |
0% |
False |
True |
31 |
| 10 |
1.1611 |
1.1379 |
0.0232 |
2.0% |
0.0034 |
0.3% |
30% |
False |
False |
47 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.1% |
0.0035 |
0.3% |
54% |
False |
False |
71 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.1% |
0.0030 |
0.3% |
54% |
False |
False |
57 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.1% |
0.0029 |
0.3% |
54% |
False |
False |
52 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0028 |
0.2% |
34% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1499 |
|
2.618 |
1.1483 |
|
1.618 |
1.1474 |
|
1.000 |
1.1468 |
|
0.618 |
1.1464 |
|
HIGH |
1.1459 |
|
0.618 |
1.1455 |
|
0.500 |
1.1454 |
|
0.382 |
1.1453 |
|
LOW |
1.1449 |
|
0.618 |
1.1443 |
|
1.000 |
1.1440 |
|
1.618 |
1.1434 |
|
2.618 |
1.1424 |
|
4.250 |
1.1409 |
|
|
| Fisher Pivots for day following 14-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1454 |
1.1525 |
| PP |
1.1452 |
1.1500 |
| S1 |
1.1451 |
1.1474 |
|