CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 10-Feb-2022
Day Change Summary
Previous Current
09-Feb-2022 10-Feb-2022 Change Change % Previous Week
Open 1.1526 1.1485 -0.0041 -0.4% 1.1280
High 1.1526 1.1547 0.0021 0.2% 1.1567
Low 1.1521 1.1473 -0.0049 -0.4% 1.1280
Close 1.1521 1.1547 0.0026 0.2% 1.1537
Range 0.0005 0.0074 0.0069 1,380.0% 0.0288
ATR 0.0059 0.0060 0.0001 1.9% 0.0000
Volume 20 246 226 1,130.0% 576
Daily Pivots for day following 10-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1744 1.1719 1.1587
R3 1.1670 1.1645 1.1567
R2 1.1596 1.1596 1.1560
R1 1.1571 1.1571 1.1553 1.1584
PP 1.1522 1.1522 1.1522 1.1528
S1 1.1497 1.1497 1.1540 1.1510
S2 1.1448 1.1448 1.1533
S3 1.1374 1.1423 1.1526
S4 1.1300 1.1349 1.1506
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 1.1473 0.0095 0.8% 0.0041 0.4% 78% False True 103
10 1.1567 1.1210 0.0358 3.1% 0.0052 0.4% 94% False False 115
20 1.1567 1.1210 0.0358 3.1% 0.0047 0.4% 94% False False 133
40 1.1567 1.1210 0.0358 3.1% 0.0044 0.4% 94% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1861
2.618 1.1740
1.618 1.1666
1.000 1.1621
0.618 1.1592
HIGH 1.1547
0.618 1.1518
0.500 1.1510
0.382 1.1501
LOW 1.1473
0.618 1.1427
1.000 1.1399
1.618 1.1353
2.618 1.1279
4.250 1.1158
Fisher Pivots for day following 10-Feb-2022
Pivot 1 day 3 day
R1 1.1534 1.1534
PP 1.1522 1.1522
S1 1.1510 1.1510

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

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