CME Euro FX (E) Future September 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 1.1280 1.1341 0.0062 0.5% 1.1414
High 1.1331 1.1342 0.0012 0.1% 1.1414
Low 1.1280 1.1329 0.0050 0.4% 1.1210
Close 1.1331 1.1339 0.0008 0.1% 1.1231
Range 0.0051 0.0013 -0.0038 -74.5% 0.0205
ATR 0.0060 0.0056 -0.0003 -5.6% 0.0000
Volume 7 6 -1 -14.3% 568
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1376 1.1370 1.1346
R3 1.1363 1.1357 1.1342
R2 1.1350 1.1350 1.1341
R1 1.1344 1.1344 1.1340 1.1340
PP 1.1337 1.1337 1.1337 1.1335
S1 1.1331 1.1331 1.1337 1.1327
S2 1.1324 1.1324 1.1336
S3 1.1311 1.1318 1.1335
S4 1.1298 1.1305 1.1331
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1898 1.1769 1.1343
R3 1.1694 1.1565 1.1287
R2 1.1489 1.1489 1.1268
R1 1.1360 1.1360 1.1250 1.1323
PP 1.1285 1.1285 1.1285 1.1266
S1 1.1156 1.1156 1.1212 1.1118
S2 1.1080 1.1080 1.1194
S3 1.0876 1.0951 1.1175
S4 1.0671 1.0747 1.1119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1366 1.1210 0.0156 1.4% 0.0040 0.4% 83% False False 78
10 1.1438 1.1210 0.0229 2.0% 0.0034 0.3% 56% False False 105
20 1.1560 1.1210 0.0351 3.1% 0.0040 0.4% 37% False False 105
40 1.1560 1.1210 0.0351 3.1% 0.0041 0.4% 37% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1397
2.618 1.1376
1.618 1.1363
1.000 1.1355
0.618 1.1350
HIGH 1.1342
0.618 1.1337
0.500 1.1336
0.382 1.1334
LOW 1.1329
0.618 1.1321
1.000 1.1316
1.618 1.1308
2.618 1.1295
4.250 1.1274
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 1.1338 1.1318
PP 1.1337 1.1297
S1 1.1336 1.1276

These figures are updated between 7pm and 10pm EST after a trading day.

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