CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1272 |
1.1317 |
0.0045 |
0.4% |
1.1381 |
| High |
1.1320 |
1.1368 |
0.0048 |
0.4% |
1.1381 |
| Low |
1.1264 |
1.1311 |
0.0047 |
0.4% |
1.1164 |
| Close |
1.1294 |
1.1351 |
0.0057 |
0.5% |
1.1187 |
| Range |
0.0056 |
0.0057 |
0.0001 |
1.8% |
0.0217 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.6% |
0.0000 |
| Volume |
629 |
457 |
-172 |
-27.3% |
5,547 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1489 |
1.1382 |
|
| R3 |
1.1457 |
1.1432 |
1.1366 |
|
| R2 |
1.1400 |
1.1400 |
1.1361 |
|
| R1 |
1.1375 |
1.1375 |
1.1356 |
1.1388 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1349 |
| S1 |
1.1318 |
1.1318 |
1.1345 |
1.1331 |
| S2 |
1.1286 |
1.1286 |
1.1340 |
|
| S3 |
1.1229 |
1.1261 |
1.1335 |
|
| S4 |
1.1172 |
1.1204 |
1.1319 |
|
|
| 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 |
1.1368 |
1.1164 |
0.0204 |
1.8% |
0.0074 |
0.7% |
91% |
True |
False |
1,215 |
| 10 |
1.1408 |
1.1164 |
0.0244 |
2.1% |
0.0067 |
0.6% |
76% |
False |
False |
828 |
| 20 |
1.1520 |
1.1164 |
0.0356 |
3.1% |
0.0067 |
0.6% |
52% |
False |
False |
594 |
| 40 |
1.1520 |
1.1164 |
0.0356 |
3.1% |
0.0064 |
0.6% |
52% |
False |
False |
505 |
| 60 |
1.1661 |
1.1164 |
0.0497 |
4.4% |
0.0061 |
0.5% |
38% |
False |
False |
384 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0053 |
0.5% |
32% |
False |
False |
308 |
| 100 |
1.1910 |
1.1164 |
0.0746 |
6.6% |
0.0049 |
0.4% |
25% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1610 |
|
2.618 |
1.1517 |
|
1.618 |
1.1460 |
|
1.000 |
1.1425 |
|
0.618 |
1.1403 |
|
HIGH |
1.1368 |
|
0.618 |
1.1346 |
|
0.500 |
1.1340 |
|
0.382 |
1.1333 |
|
LOW |
1.1311 |
|
0.618 |
1.1276 |
|
1.000 |
1.1254 |
|
1.618 |
1.1219 |
|
2.618 |
1.1162 |
|
4.250 |
1.1069 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1327 |
| PP |
1.1343 |
1.1303 |
| S1 |
1.1340 |
1.1279 |
|