CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 08-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2022 |
08-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1464 |
1.1449 |
-0.0015 |
-0.1% |
1.1156 |
| High |
1.1468 |
1.1457 |
-0.0011 |
-0.1% |
1.1493 |
| Low |
1.1424 |
1.1404 |
-0.0020 |
-0.2% |
1.1144 |
| Close |
1.1452 |
1.1422 |
-0.0030 |
-0.3% |
1.1457 |
| Range |
0.0044 |
0.0053 |
0.0009 |
19.3% |
0.0349 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
181,550 |
132,514 |
-49,036 |
-27.0% |
1,071,950 |
|
| Daily Pivots for day following 08-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1556 |
1.1451 |
|
| R3 |
1.1533 |
1.1504 |
1.1436 |
|
| R2 |
1.1480 |
1.1480 |
1.1432 |
|
| R1 |
1.1451 |
1.1451 |
1.1427 |
1.1439 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1422 |
| S1 |
1.1399 |
1.1399 |
1.1417 |
1.1387 |
| S2 |
1.1375 |
1.1375 |
1.1412 |
|
| S3 |
1.1323 |
1.1346 |
1.1408 |
|
| S4 |
1.1270 |
1.1294 |
1.1393 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2411 |
1.2283 |
1.1648 |
|
| R3 |
1.2062 |
1.1934 |
1.1552 |
|
| R2 |
1.1713 |
1.1713 |
1.1520 |
|
| R1 |
1.1585 |
1.1585 |
1.1488 |
1.1649 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1396 |
| S1 |
1.1236 |
1.1236 |
1.1425 |
1.1300 |
| S2 |
1.1015 |
1.1015 |
1.1393 |
|
| S3 |
1.0666 |
1.0887 |
1.1361 |
|
| S4 |
1.0317 |
1.0538 |
1.1265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1493 |
1.1275 |
0.0218 |
1.9% |
0.0084 |
0.7% |
68% |
False |
False |
202,379 |
| 10 |
1.1493 |
1.1131 |
0.0362 |
3.2% |
0.0083 |
0.7% |
81% |
False |
False |
200,015 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0076 |
0.7% |
80% |
False |
False |
185,142 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0073 |
0.6% |
80% |
False |
False |
160,439 |
| 60 |
1.1497 |
1.1131 |
0.0366 |
3.2% |
0.0072 |
0.6% |
80% |
False |
False |
128,116 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0069 |
0.6% |
49% |
False |
False |
96,294 |
| 100 |
1.1835 |
1.1131 |
0.0704 |
6.2% |
0.0065 |
0.6% |
41% |
False |
False |
77,127 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.2% |
0.0061 |
0.5% |
35% |
False |
False |
64,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1594 |
|
1.618 |
1.1541 |
|
1.000 |
1.1509 |
|
0.618 |
1.1489 |
|
HIGH |
1.1457 |
|
0.618 |
1.1436 |
|
0.500 |
1.1430 |
|
0.382 |
1.1424 |
|
LOW |
1.1404 |
|
0.618 |
1.1372 |
|
1.000 |
1.1352 |
|
1.618 |
1.1319 |
|
2.618 |
1.1267 |
|
4.250 |
1.1181 |
|
|
| Fisher Pivots for day following 08-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1430 |
1.1448 |
| PP |
1.1428 |
1.1440 |
| S1 |
1.1425 |
1.1431 |
|