CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 14-Feb-2022
Day Change Summary
Previous Current
11-Feb-2022 14-Feb-2022 Change Change % Previous Week
Open 1.1495 1.1437 -0.0058 -0.5% 1.1511
High 1.1510 1.1441 -0.0069 -0.6% 1.1547
Low 1.1429 1.1380 -0.0049 -0.4% 1.1429
Close 1.1431 1.1394 -0.0038 -0.3% 1.1431
Range 0.0081 0.0061 -0.0020 -24.7% 0.0118
ATR 0.0064 0.0064 0.0000 -0.3% 0.0000
Volume 107 198 91 85.0% 547
Daily Pivots for day following 14-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1588 1.1552 1.1427
R3 1.1527 1.1491 1.1410
R2 1.1466 1.1466 1.1405
R1 1.1430 1.1430 1.1399 1.1417
PP 1.1405 1.1405 1.1405 1.1399
S1 1.1369 1.1369 1.1388 1.1356
S2 1.1344 1.1344 1.1382
S3 1.1283 1.1308 1.1377
S4 1.1222 1.1247 1.1360
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 1.1380 0.0167 1.5% 0.0051 0.4% 8% False True 139
10 1.1567 1.1329 0.0238 2.1% 0.0056 0.5% 27% False False 131
20 1.1567 1.1210 0.0358 3.1% 0.0050 0.4% 51% False False 129
40 1.1567 1.1210 0.0358 3.1% 0.0046 0.4% 51% False False 91
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1700
2.618 1.1601
1.618 1.1540
1.000 1.1502
0.618 1.1479
HIGH 1.1441
0.618 1.1418
0.500 1.1411
0.382 1.1403
LOW 1.1380
0.618 1.1342
1.000 1.1319
1.618 1.1281
2.618 1.1220
4.250 1.1121
Fisher Pivots for day following 14-Feb-2022
Pivot 1 day 3 day
R1 1.1411 1.1463
PP 1.1405 1.1440
S1 1.1399 1.1417

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

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