CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1345 |
1.1239 |
-0.0106 |
-0.9% |
1.1355 |
| High |
1.1345 |
1.1315 |
-0.0030 |
-0.3% |
1.1430 |
| Low |
1.1147 |
1.1207 |
0.0060 |
0.5% |
1.1147 |
| Close |
1.1227 |
1.1305 |
0.0078 |
0.7% |
1.1305 |
| Range |
0.0198 |
0.0109 |
-0.0090 |
-45.2% |
0.0283 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.2% |
0.0000 |
| Volume |
5,812 |
6,334 |
522 |
9.0% |
21,418 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1561 |
1.1364 |
|
| R3 |
1.1492 |
1.1453 |
1.1334 |
|
| R2 |
1.1384 |
1.1384 |
1.1324 |
|
| R1 |
1.1344 |
1.1344 |
1.1314 |
1.1364 |
| PP |
1.1275 |
1.1275 |
1.1275 |
1.1285 |
| S1 |
1.1236 |
1.1236 |
1.1295 |
1.1256 |
| S2 |
1.1167 |
1.1167 |
1.1285 |
|
| S3 |
1.1058 |
1.1127 |
1.1275 |
|
| S4 |
1.0950 |
1.1019 |
1.1245 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2143 |
1.2007 |
1.1460 |
|
| R3 |
1.1860 |
1.1724 |
1.1382 |
|
| R2 |
1.1577 |
1.1577 |
1.1356 |
|
| R1 |
1.1441 |
1.1441 |
1.1330 |
1.1367 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1257 |
| S1 |
1.1158 |
1.1158 |
1.1279 |
1.1084 |
| S2 |
1.1011 |
1.1011 |
1.1253 |
|
| S3 |
1.0728 |
1.0875 |
1.1227 |
|
| S4 |
1.0445 |
1.0592 |
1.1149 |
|
|
| 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% |
0.0106 |
0.9% |
56% |
False |
False |
4,669 |
| 10 |
1.1462 |
1.1147 |
0.0315 |
2.8% |
0.0087 |
0.8% |
50% |
False |
False |
3,402 |
| 20 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0081 |
0.7% |
40% |
False |
False |
2,533 |
| 40 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0074 |
0.7% |
40% |
False |
False |
1,462 |
| 60 |
1.1538 |
1.1147 |
0.0391 |
3.5% |
0.0069 |
0.6% |
40% |
False |
False |
1,112 |
| 80 |
1.1671 |
1.1147 |
0.0524 |
4.6% |
0.0064 |
0.6% |
30% |
False |
False |
861 |
| 100 |
1.1750 |
1.1147 |
0.0603 |
5.3% |
0.0057 |
0.5% |
26% |
False |
False |
703 |
| 120 |
1.1953 |
1.1147 |
0.0806 |
7.1% |
0.0053 |
0.5% |
20% |
False |
False |
593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1776 |
|
2.618 |
1.1599 |
|
1.618 |
1.1491 |
|
1.000 |
1.1424 |
|
0.618 |
1.1382 |
|
HIGH |
1.1315 |
|
0.618 |
1.1274 |
|
0.500 |
1.1261 |
|
0.382 |
1.1248 |
|
LOW |
1.1207 |
|
0.618 |
1.1139 |
|
1.000 |
1.1098 |
|
1.618 |
1.1031 |
|
2.618 |
1.0922 |
|
4.250 |
1.0745 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1290 |
1.1294 |
| PP |
1.1275 |
1.1284 |
| S1 |
1.1261 |
1.1274 |
|