CME Euro FX (E) Future September 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 1.1402 1.1365 -0.0037 -0.3% 1.1414
High 1.1410 1.1530 0.0120 1.0% 1.1414
Low 1.1378 1.1365 -0.0013 -0.1% 1.1210
Close 1.1394 1.1518 0.0124 1.1% 1.1231
Range 0.0033 0.0165 0.0132 406.2% 0.0205
ATR 0.0057 0.0065 0.0008 13.3% 0.0000
Volume 295 190 -105 -35.6% 568
Daily Pivots for day following 03-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1964 1.1906 1.1608
R3 1.1800 1.1741 1.1563
R2 1.1635 1.1635 1.1548
R1 1.1577 1.1577 1.1533 1.1606
PP 1.1471 1.1471 1.1471 1.1486
S1 1.1412 1.1412 1.1503 1.1442
S2 1.1306 1.1306 1.1488
S3 1.1142 1.1248 1.1473
S4 1.0977 1.1083 1.1428
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 1.1530 1.1210 0.0320 2.8% 0.0062 0.5% 96% True False 127
10 1.1530 1.1210 0.0320 2.8% 0.0049 0.4% 96% True False 124
20 1.1560 1.1210 0.0351 3.0% 0.0048 0.4% 88% False False 125
40 1.1560 1.1210 0.0351 3.0% 0.0044 0.4% 88% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.2229
2.618 1.1960
1.618 1.1796
1.000 1.1694
0.618 1.1631
HIGH 1.1530
0.618 1.1467
0.500 1.1447
0.382 1.1428
LOW 1.1365
0.618 1.1263
1.000 1.1201
1.618 1.1099
2.618 1.0934
4.250 1.0666
Fisher Pivots for day following 03-Feb-2022
Pivot 1 day 3 day
R1 1.1494 1.1488
PP 1.1471 1.1459
S1 1.1447 1.1429

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

View Archives - Comment on this page... - Back to Index of Symbols