CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 07-Feb-2022
Day Change Summary
Previous Current
04-Feb-2022 07-Feb-2022 Change Change % Previous Week
Open 1.1548 1.1511 -0.0037 -0.3% 1.1280
High 1.1567 1.1538 -0.0029 -0.3% 1.1567
Low 1.1503 1.1508 0.0005 0.0% 1.1280
Close 1.1537 1.1532 -0.0005 0.0% 1.1537
Range 0.0064 0.0030 -0.0034 -53.1% 0.0288
ATR 0.0065 0.0063 -0.0003 -3.8% 0.0000
Volume 78 47 -31 -39.7% 576
Daily Pivots for day following 07-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1616 1.1604 1.1549
R3 1.1586 1.1574 1.1540
R2 1.1556 1.1556 1.1538
R1 1.1544 1.1544 1.1535 1.1550
PP 1.1526 1.1526 1.1526 1.1529
S1 1.1514 1.1514 1.1529 1.1520
S2 1.1496 1.1496 1.1527
S3 1.1466 1.1484 1.1524
S4 1.1436 1.1454 1.1516
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 1.1329 0.0238 2.1% 0.0061 0.5% 85% False False 123
10 1.1567 1.1210 0.0358 3.1% 0.0053 0.5% 90% False False 101
20 1.1567 1.1210 0.0358 3.1% 0.0048 0.4% 90% False False 129
40 1.1567 1.1210 0.0358 3.1% 0.0044 0.4% 90% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1666
2.618 1.1617
1.618 1.1587
1.000 1.1568
0.618 1.1557
HIGH 1.1538
0.618 1.1527
0.500 1.1523
0.382 1.1519
LOW 1.1508
0.618 1.1489
1.000 1.1478
1.618 1.1459
2.618 1.1429
4.250 1.1381
Fisher Pivots for day following 07-Feb-2022
Pivot 1 day 3 day
R1 1.1529 1.1510
PP 1.1526 1.1488
S1 1.1523 1.1466

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

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