CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 23-Feb-2022

Day Change Summary
	Previous	Current
	22-Feb-2022	23-Feb-2022	Change	Change %	Previous Week
Open	1.1510	1.1502	-0.0008	-0.1%	1.1459
High	1.1510	1.1502	-0.0008	-0.1%	1.1540
Low	1.1437	1.1454	0.0017	0.1%	1.1449
Close	1.1487	1.1458	-0.0030	-0.3%	1.1478
Range	0.0073	0.0048	-0.0025	-34.5%	0.0091
ATR	0.0056	0.0056	-0.0001	-1.1%	0.0000
Volume	134	219	85	63.4%	466

Daily Pivots for day following 23-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1614	1.1583	1.1484
R3	1.1566	1.1536	1.1471
R2	1.1519	1.1519	1.1466
R1	1.1488	1.1488	1.1462	1.1480
PP	1.1471	1.1471	1.1471	1.1467
S1	1.1441	1.1441	1.1453	1.1432
S2	1.1424	1.1424	1.1449
S3	1.1376	1.1393	1.1444
S4	1.1329	1.1346	1.1431

Weekly Pivots for week ending 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1762	1.1711	1.1528
R3	1.1671	1.1620	1.1503
R2	1.1580	1.1580	1.1494
R1	1.1529	1.1529	1.1486	1.1554
PP	1.1489	1.1489	1.1489	1.1502
S1	1.1438	1.1438	1.1469	1.1463
S2	1.1398	1.1398	1.1461
S3	1.1307	1.1347	1.1452
S4	1.1216	1.1256	1.1427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1540	1.1437	0.0103	0.9%	0.0049	0.4%	20%	False	False	151
10	1.1601	1.1437	0.0164	1.4%	0.0043	0.4%	13%	False	False	89
20	1.1611	1.1261	0.0350	3.1%	0.0041	0.4%	56%	False	False	98
40	1.1611	1.1261	0.0350	3.1%	0.0033	0.3%	56%	False	False	76
60	1.1611	1.1261	0.0350	3.1%	0.0031	0.3%	56%	False	False	58
80	1.1733	1.1261	0.0473	4.1%	0.0030	0.3%	42%	False	False	58
100	1.1809	1.1261	0.0548	4.8%	0.0027	0.2%	36%	False	False	54

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1703
2.618	1.1626
1.618	1.1578
1.000	1.1549
0.618	1.1531
HIGH	1.1502
0.618	1.1483
0.500	1.1478
0.382	1.1472
LOW	1.1454
0.618	1.1425
1.000	1.1407
1.618	1.1377
2.618	1.1330
4.250	1.1252

Fisher Pivots for day following 23-Feb-2022
Pivot	1 day	3 day
R1	1.1478	1.1481
PP	1.1471	1.1473
S1	1.1464	1.1465

Download as Excel Spreadsheet

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

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