CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 15-Feb-2022
Day Change Summary
Previous Current
14-Feb-2022 15-Feb-2022 Change Change % Previous Week
Open 1.1437 1.1433 -0.0004 0.0% 1.1511
High 1.1441 1.1455 0.0014 0.1% 1.1547
Low 1.1380 1.1433 0.0053 0.5% 1.1429
Close 1.1394 1.1455 0.0062 0.5% 1.1431
Range 0.0061 0.0022 -0.0039 -63.9% 0.0118
ATR 0.0064 0.0064 0.0000 -0.2% 0.0000
Volume 198 242 44 22.2% 547
Daily Pivots for day following 15-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1514 1.1506 1.1467
R3 1.1492 1.1484 1.1461
R2 1.1470 1.1470 1.1459
R1 1.1462 1.1462 1.1457 1.1466
PP 1.1448 1.1448 1.1448 1.1450
S1 1.1440 1.1440 1.1453 1.1444
S2 1.1426 1.1426 1.1451
S3 1.1404 1.1418 1.1449
S4 1.1382 1.1396 1.1443
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% 0.0049 0.4% 45% False False 162
10 1.1567 1.1365 0.0202 1.8% 0.0057 0.5% 45% False False 155
20 1.1567 1.1210 0.0358 3.1% 0.0045 0.4% 69% False False 130
40 1.1567 1.1210 0.0358 3.1% 0.0044 0.4% 69% False False 97
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1549
2.618 1.1513
1.618 1.1491
1.000 1.1477
0.618 1.1469
HIGH 1.1455
0.618 1.1447
0.500 1.1444
0.382 1.1441
LOW 1.1433
0.618 1.1419
1.000 1.1411
1.618 1.1397
2.618 1.1375
4.250 1.1340
Fisher Pivots for day following 15-Feb-2022
Pivot 1 day 3 day
R1 1.1451 1.1452
PP 1.1448 1.1448
S1 1.1444 1.1445

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

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