CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1339 |
0.0022 |
0.2% |
1.1381 |
| High |
1.1368 |
1.1492 |
0.0124 |
1.1% |
1.1381 |
| Low |
1.1311 |
1.1311 |
-0.0001 |
0.0% |
1.1164 |
| Close |
1.1351 |
1.1474 |
0.0124 |
1.1% |
1.1187 |
| Range |
0.0057 |
0.0182 |
0.0125 |
218.4% |
0.0217 |
| ATR |
0.0069 |
0.0077 |
0.0008 |
11.7% |
0.0000 |
| Volume |
457 |
1,827 |
1,370 |
299.8% |
5,547 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1970 |
1.1904 |
1.1574 |
|
| R3 |
1.1789 |
1.1722 |
1.1524 |
|
| R2 |
1.1607 |
1.1607 |
1.1507 |
|
| R1 |
1.1541 |
1.1541 |
1.1491 |
1.1574 |
| PP |
1.1426 |
1.1426 |
1.1426 |
1.1442 |
| S1 |
1.1359 |
1.1359 |
1.1457 |
1.1392 |
| S2 |
1.1244 |
1.1244 |
1.1441 |
|
| S3 |
1.1063 |
1.1178 |
1.1424 |
|
| S4 |
1.0881 |
1.0996 |
1.1374 |
|
|
| 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 |
1.1492 |
1.1164 |
0.0328 |
2.9% |
0.0088 |
0.8% |
95% |
True |
False |
1,373 |
| 10 |
1.1492 |
1.1164 |
0.0328 |
2.9% |
0.0079 |
0.7% |
95% |
True |
False |
991 |
| 20 |
1.1520 |
1.1164 |
0.0356 |
3.1% |
0.0073 |
0.6% |
87% |
False |
False |
663 |
| 40 |
1.1520 |
1.1164 |
0.0356 |
3.1% |
0.0067 |
0.6% |
87% |
False |
False |
548 |
| 60 |
1.1661 |
1.1164 |
0.0497 |
4.3% |
0.0064 |
0.6% |
62% |
False |
False |
414 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.1% |
0.0055 |
0.5% |
53% |
False |
False |
331 |
| 100 |
1.1910 |
1.1164 |
0.0746 |
6.5% |
0.0051 |
0.4% |
42% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2263 |
|
2.618 |
1.1967 |
|
1.618 |
1.1786 |
|
1.000 |
1.1674 |
|
0.618 |
1.1604 |
|
HIGH |
1.1492 |
|
0.618 |
1.1423 |
|
0.500 |
1.1401 |
|
0.382 |
1.1380 |
|
LOW |
1.1311 |
|
0.618 |
1.1198 |
|
1.000 |
1.1129 |
|
1.618 |
1.1017 |
|
2.618 |
1.0835 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1442 |
| PP |
1.1426 |
1.1410 |
| S1 |
1.1401 |
1.1378 |
|