CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 09-Feb-2022
Day Change Summary
Previous Current
08-Feb-2022 09-Feb-2022 Change Change % Previous Week
Open 1.1485 1.1526 0.0041 0.4% 1.1280
High 1.1519 1.1526 0.0008 0.1% 1.1567
Low 1.1485 1.1521 0.0036 0.3% 1.1280
Close 1.1503 1.1521 0.0018 0.2% 1.1537
Range 0.0034 0.0005 -0.0029 -85.1% 0.0288
ATR 0.0061 0.0059 -0.0003 -4.5% 0.0000
Volume 127 20 -107 -84.3% 576
Daily Pivots for day following 09-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1538 1.1534 1.1524
R3 1.1533 1.1529 1.1522
R2 1.1528 1.1528 1.1522
R1 1.1524 1.1524 1.1521 1.1524
PP 1.1523 1.1523 1.1523 1.1522
S1 1.1519 1.1519 1.1521 1.1519
S2 1.1518 1.1518 1.1520
S3 1.1513 1.1514 1.1520
S4 1.1508 1.1509 1.1518
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% 0.0059 0.5% 77% False False 92
10 1.1567 1.1210 0.0358 3.1% 0.0049 0.4% 87% False False 106
20 1.1567 1.1210 0.0358 3.1% 0.0045 0.4% 87% False False 126
40 1.1567 1.1210 0.0358 3.1% 0.0044 0.4% 87% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.1547
2.618 1.1539
1.618 1.1534
1.000 1.1531
0.618 1.1529
HIGH 1.1526
0.618 1.1524
0.500 1.1524
0.382 1.1523
LOW 1.1521
0.618 1.1518
1.000 1.1516
1.618 1.1513
2.618 1.1508
4.250 1.1500
Fisher Pivots for day following 09-Feb-2022
Pivot 1 day 3 day
R1 1.1524 1.1518
PP 1.1523 1.1515
S1 1.1522 1.1512

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

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