CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 08-Feb-2022
Day Change Summary
Previous Current
07-Feb-2022 08-Feb-2022 Change Change % Previous Week
Open 1.1511 1.1485 -0.0026 -0.2% 1.1280
High 1.1538 1.1519 -0.0020 -0.2% 1.1567
Low 1.1508 1.1485 -0.0023 -0.2% 1.1280
Close 1.1532 1.1503 -0.0029 -0.3% 1.1537
Range 0.0030 0.0034 0.0004 11.7% 0.0288
ATR 0.0063 0.0061 -0.0001 -1.8% 0.0000
Volume 47 127 80 170.2% 576
Daily Pivots for day following 08-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1603 1.1586 1.1521
R3 1.1569 1.1553 1.1512
R2 1.1536 1.1536 1.1509
R1 1.1519 1.1519 1.1506 1.1528
PP 1.1502 1.1502 1.1502 1.1506
S1 1.1486 1.1486 1.1500 1.1494
S2 1.1469 1.1469 1.1497
S3 1.1435 1.1452 1.1494
S4 1.1402 1.1419 1.1485
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 1.1365 0.0202 1.8% 0.0065 0.6% 68% False False 147
10 1.1567 1.1210 0.0358 3.1% 0.0052 0.5% 82% False False 113
20 1.1567 1.1210 0.0358 3.1% 0.0048 0.4% 82% False False 126
40 1.1567 1.1210 0.0358 3.1% 0.0043 0.4% 82% False False 78
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1661
2.618 1.1606
1.618 1.1573
1.000 1.1552
0.618 1.1539
HIGH 1.1519
0.618 1.1506
0.500 1.1502
0.382 1.1498
LOW 1.1485
0.618 1.1464
1.000 1.1452
1.618 1.1431
2.618 1.1397
4.250 1.1343
Fisher Pivots for day following 08-Feb-2022
Pivot 1 day 3 day
R1 1.1503 1.1526
PP 1.1502 1.1518
S1 1.1502 1.1511

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

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