CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 04-Feb-2022
Day Change Summary
Previous Current
03-Feb-2022 04-Feb-2022 Change Change % Previous Week
Open 1.1365 1.1548 0.0183 1.6% 1.1280
High 1.1530 1.1567 0.0038 0.3% 1.1567
Low 1.1365 1.1503 0.0138 1.2% 1.1280
Close 1.1518 1.1537 0.0019 0.2% 1.1537
Range 0.0165 0.0064 -0.0101 -61.1% 0.0288
ATR 0.0065 0.0065 0.0000 -0.1% 0.0000
Volume 190 78 -112 -58.9% 576
Daily Pivots for day following 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1728 1.1696 1.1572
R3 1.1664 1.1632 1.1554
R2 1.1600 1.1600 1.1548
R1 1.1568 1.1568 1.1542 1.1552
PP 1.1536 1.1536 1.1536 1.1527
S1 1.1504 1.1504 1.1531 1.1488
S2 1.1472 1.1472 1.1525
S3 1.1408 1.1440 1.1519
S4 1.1344 1.1376 1.1501
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.2324 1.2218 1.1695
R3 1.2036 1.1930 1.1616
R2 1.1749 1.1749 1.1589
R1 1.1643 1.1643 1.1563 1.1696
PP 1.1461 1.1461 1.1461 1.1488
S1 1.1355 1.1355 1.1510 1.1408
S2 1.1174 1.1174 1.1484
S3 1.0886 1.1068 1.1457
S4 1.0599 1.0780 1.1378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1567 1.1280 0.0288 2.5% 0.0065 0.6% 89% True False 115
10 1.1567 1.1210 0.0358 3.1% 0.0053 0.5% 91% True False 114
20 1.1567 1.1210 0.0358 3.1% 0.0050 0.4% 91% True False 128
40 1.1567 1.1210 0.0358 3.1% 0.0044 0.4% 91% True False 74
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1839
2.618 1.1735
1.618 1.1671
1.000 1.1631
0.618 1.1607
HIGH 1.1567
0.618 1.1543
0.500 1.1535
0.382 1.1527
LOW 1.1503
0.618 1.1463
1.000 1.1439
1.618 1.1399
2.618 1.1335
4.250 1.1231
Fisher Pivots for day following 04-Feb-2022
Pivot 1 day 3 day
R1 1.1536 1.1513
PP 1.1536 1.1490
S1 1.1535 1.1466

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

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