CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 11-Feb-2022
Day Change Summary
Previous Current
10-Feb-2022 11-Feb-2022 Change Change % Previous Week
Open 1.1485 1.1495 0.0010 0.1% 1.1511
High 1.1547 1.1510 -0.0037 -0.3% 1.1547
Low 1.1473 1.1429 -0.0044 -0.4% 1.1429
Close 1.1547 1.1431 -0.0116 -1.0% 1.1431
Range 0.0074 0.0081 0.0007 9.5% 0.0118
ATR 0.0060 0.0064 0.0004 6.9% 0.0000
Volume 246 107 -139 -56.5% 547
Daily Pivots for day following 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1700 1.1646 1.1476
R3 1.1619 1.1565 1.1453
R2 1.1538 1.1538 1.1446
R1 1.1484 1.1484 1.1438 1.1471
PP 1.1457 1.1457 1.1457 1.1450
S1 1.1403 1.1403 1.1424 1.1390
S2 1.1376 1.1376 1.1416
S3 1.1295 1.1322 1.1409
S4 1.1214 1.1241 1.1386
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1821 1.1744 1.1496
R3 1.1704 1.1626 1.1463
R2 1.1586 1.1586 1.1453
R1 1.1509 1.1509 1.1442 1.1489
PP 1.1469 1.1469 1.1469 1.1459
S1 1.1391 1.1391 1.1420 1.1371
S2 1.1351 1.1351 1.1409
S3 1.1234 1.1274 1.1399
S4 1.1116 1.1156 1.1366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1547 1.1429 0.0118 1.0% 0.0045 0.4% 2% False True 109
10 1.1567 1.1280 0.0288 2.5% 0.0055 0.5% 53% False False 112
20 1.1567 1.1210 0.0358 3.1% 0.0050 0.4% 62% False False 121
40 1.1567 1.1210 0.0358 3.1% 0.0046 0.4% 62% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1854
2.618 1.1722
1.618 1.1641
1.000 1.1591
0.618 1.1560
HIGH 1.1510
0.618 1.1479
0.500 1.1470
0.382 1.1460
LOW 1.1429
0.618 1.1379
1.000 1.1348
1.618 1.1298
2.618 1.1217
4.250 1.1085
Fisher Pivots for day following 11-Feb-2022
Pivot 1 day 3 day
R1 1.1470 1.1488
PP 1.1457 1.1469
S1 1.1444 1.1450

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

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