CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1201 |
1.1272 |
0.0071 |
0.6% |
1.1381 |
| High |
1.1286 |
1.1320 |
0.0035 |
0.3% |
1.1381 |
| Low |
1.1190 |
1.1264 |
0.0074 |
0.7% |
1.1164 |
| Close |
1.1286 |
1.1294 |
0.0009 |
0.1% |
1.1187 |
| Range |
0.0096 |
0.0056 |
-0.0040 |
-41.4% |
0.0217 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,089 |
629 |
-460 |
-42.2% |
5,547 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1433 |
1.1325 |
|
| R3 |
1.1405 |
1.1377 |
1.1309 |
|
| R2 |
1.1349 |
1.1349 |
1.1304 |
|
| R1 |
1.1321 |
1.1321 |
1.1299 |
1.1335 |
| PP |
1.1293 |
1.1293 |
1.1293 |
1.1300 |
| S1 |
1.1265 |
1.1265 |
1.1289 |
1.1279 |
| S2 |
1.1237 |
1.1237 |
1.1284 |
|
| S3 |
1.1181 |
1.1209 |
1.1279 |
|
| S4 |
1.1125 |
1.1153 |
1.1263 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1758 |
1.1306 |
|
| R3 |
1.1678 |
1.1541 |
1.1246 |
|
| R2 |
1.1461 |
1.1461 |
1.1226 |
|
| R1 |
1.1324 |
1.1324 |
1.1206 |
1.1284 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1224 |
| S1 |
1.1107 |
1.1107 |
1.1167 |
1.1067 |
| S2 |
1.1027 |
1.1027 |
1.1147 |
|
| S3 |
1.0810 |
1.0890 |
1.1127 |
|
| S4 |
1.0593 |
1.0673 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1351 |
1.1164 |
0.0187 |
1.7% |
0.0077 |
0.7% |
70% |
False |
False |
1,215 |
| 10 |
1.1408 |
1.1164 |
0.0244 |
2.2% |
0.0065 |
0.6% |
53% |
False |
False |
809 |
| 20 |
1.1520 |
1.1164 |
0.0356 |
3.2% |
0.0066 |
0.6% |
37% |
False |
False |
590 |
| 40 |
1.1520 |
1.1164 |
0.0356 |
3.2% |
0.0063 |
0.6% |
37% |
False |
False |
495 |
| 60 |
1.1661 |
1.1164 |
0.0497 |
4.4% |
0.0061 |
0.5% |
26% |
False |
False |
378 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0053 |
0.5% |
22% |
False |
False |
302 |
| 100 |
1.1918 |
1.1164 |
0.0754 |
6.7% |
0.0049 |
0.4% |
17% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1558 |
|
2.618 |
1.1467 |
|
1.618 |
1.1411 |
|
1.000 |
1.1376 |
|
0.618 |
1.1355 |
|
HIGH |
1.1320 |
|
0.618 |
1.1299 |
|
0.500 |
1.1292 |
|
0.382 |
1.1285 |
|
LOW |
1.1264 |
|
0.618 |
1.1229 |
|
1.000 |
1.1208 |
|
1.618 |
1.1173 |
|
2.618 |
1.1117 |
|
4.250 |
1.1026 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1293 |
1.1277 |
| PP |
1.1293 |
1.1259 |
| S1 |
1.1292 |
1.1242 |
|