CME Euro FX (E) Future September 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 1.1341 1.1402 0.0061 0.5% 1.1414
High 1.1342 1.1410 0.0068 0.6% 1.1414
Low 1.1329 1.1378 0.0049 0.4% 1.1210
Close 1.1339 1.1394 0.0056 0.5% 1.1231
Range 0.0013 0.0033 0.0020 150.0% 0.0205
ATR 0.0056 0.0057 0.0001 1.9% 0.0000
Volume 6 295 289 4,816.7% 568
Daily Pivots for day following 02-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1491 1.1475 1.1412
R3 1.1459 1.1443 1.1403
R2 1.1426 1.1426 1.1400
R1 1.1410 1.1410 1.1397 1.1402
PP 1.1394 1.1394 1.1394 1.1390
S1 1.1378 1.1378 1.1391 1.1370
S2 1.1361 1.1361 1.1388
S3 1.1329 1.1345 1.1385
S4 1.1296 1.1313 1.1376
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 1.1410 1.1210 0.0201 1.8% 0.0038 0.3% 92% True False 120
10 1.1438 1.1210 0.0229 2.0% 0.0036 0.3% 81% False False 124
20 1.1560 1.1210 0.0351 3.1% 0.0041 0.4% 53% False False 119
40 1.1560 1.1210 0.0351 3.1% 0.0041 0.4% 53% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1548
2.618 1.1495
1.618 1.1463
1.000 1.1443
0.618 1.1430
HIGH 1.1410
0.618 1.1398
0.500 1.1394
0.382 1.1390
LOW 1.1378
0.618 1.1357
1.000 1.1345
1.618 1.1325
2.618 1.1292
4.250 1.1239
Fisher Pivots for day following 02-Feb-2022
Pivot 1 day 3 day
R1 1.1394 1.1378
PP 1.1394 1.1361
S1 1.1394 1.1345

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

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