CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 24-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
1.1370 |
1.1345 |
-0.0026 |
-0.2% |
1.1390 |
High |
1.1400 |
1.1345 |
-0.0055 |
-0.5% |
1.1438 |
Low |
1.1343 |
1.1147 |
-0.0196 |
-1.7% |
1.1325 |
Close |
1.1349 |
1.1227 |
-0.0123 |
-1.1% |
1.1373 |
Range |
0.0057 |
0.0198 |
0.0141 |
247.4% |
0.0113 |
ATR |
0.0074 |
0.0083 |
0.0009 |
12.4% |
0.0000 |
Volume |
1,455 |
5,812 |
4,357 |
299.5% |
10,517 |
|
Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1834 |
1.1728 |
1.1335 |
|
R3 |
1.1636 |
1.1530 |
1.1281 |
|
R2 |
1.1438 |
1.1438 |
1.1263 |
|
R1 |
1.1332 |
1.1332 |
1.1245 |
1.1286 |
PP |
1.1240 |
1.1240 |
1.1240 |
1.1216 |
S1 |
1.1134 |
1.1134 |
1.1208 |
1.1088 |
S2 |
1.1042 |
1.1042 |
1.1190 |
|
S3 |
1.0844 |
1.0936 |
1.1172 |
|
S4 |
1.0646 |
1.0738 |
1.1118 |
|
|
Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1716 |
1.1657 |
1.1435 |
|
R3 |
1.1604 |
1.1545 |
1.1404 |
|
R2 |
1.1491 |
1.1491 |
1.1394 |
|
R1 |
1.1432 |
1.1432 |
1.1383 |
1.1405 |
PP |
1.1379 |
1.1379 |
1.1379 |
1.1365 |
S1 |
1.1320 |
1.1320 |
1.1363 |
1.1293 |
S2 |
1.1266 |
1.1266 |
1.1352 |
|
S3 |
1.1154 |
1.1207 |
1.1342 |
|
S4 |
1.1041 |
1.1095 |
1.1311 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1430 |
1.1147 |
0.0283 |
2.5% |
0.0096 |
0.9% |
28% |
False |
True |
3,810 |
10 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0088 |
0.8% |
20% |
False |
True |
3,415 |
20 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0081 |
0.7% |
20% |
False |
True |
2,268 |
40 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0074 |
0.7% |
20% |
False |
True |
1,307 |
60 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0069 |
0.6% |
20% |
False |
True |
1,011 |
80 |
1.1671 |
1.1147 |
0.0524 |
4.7% |
0.0063 |
0.6% |
15% |
False |
True |
783 |
100 |
1.1750 |
1.1147 |
0.0603 |
5.4% |
0.0056 |
0.5% |
13% |
False |
True |
640 |
120 |
1.1975 |
1.1147 |
0.0828 |
7.4% |
0.0053 |
0.5% |
10% |
False |
True |
541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2187 |
2.618 |
1.1863 |
1.618 |
1.1665 |
1.000 |
1.1543 |
0.618 |
1.1467 |
HIGH |
1.1345 |
0.618 |
1.1269 |
0.500 |
1.1246 |
0.382 |
1.1223 |
LOW |
1.1147 |
0.618 |
1.1025 |
1.000 |
1.0949 |
1.618 |
1.0827 |
2.618 |
1.0629 |
4.250 |
1.0306 |
|
|
Fisher Pivots for day following 24-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1246 |
1.1289 |
PP |
1.1240 |
1.1268 |
S1 |
1.1233 |
1.1247 |
|