CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 16-Feb-2022
Day Change Summary
Previous Current
15-Feb-2022 16-Feb-2022 Change Change % Previous Week
Open 1.1433 1.1479 0.0046 0.4% 1.1511
High 1.1455 1.1487 0.0032 0.3% 1.1547
Low 1.1433 1.1451 0.0018 0.2% 1.1429
Close 1.1455 1.1486 0.0031 0.3% 1.1431
Range 0.0022 0.0037 0.0015 65.9% 0.0118
ATR 0.0064 0.0062 -0.0002 -3.0% 0.0000
Volume 242 167 -75 -31.0% 547
Daily Pivots for day following 16-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1584 1.1571 1.1506
R3 1.1547 1.1535 1.1496
R2 1.1511 1.1511 1.1492
R1 1.1498 1.1498 1.1489 1.1505
PP 1.1474 1.1474 1.1474 1.1478
S1 1.1462 1.1462 1.1482 1.1468
S2 1.1438 1.1438 1.1479
S3 1.1401 1.1425 1.1475
S4 1.1365 1.1389 1.1465
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 1.4% 0.0055 0.5% 63% False False 192
10 1.1567 1.1365 0.0202 1.8% 0.0057 0.5% 60% False False 142
20 1.1567 1.1210 0.0358 3.1% 0.0047 0.4% 77% False False 133
40 1.1567 1.1210 0.0358 3.1% 0.0045 0.4% 77% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1642
2.618 1.1583
1.618 1.1546
1.000 1.1524
0.618 1.1510
HIGH 1.1487
0.618 1.1473
0.500 1.1469
0.382 1.1464
LOW 1.1451
0.618 1.1428
1.000 1.1414
1.618 1.1391
2.618 1.1355
4.250 1.1295
Fisher Pivots for day following 16-Feb-2022
Pivot 1 day 3 day
R1 1.1480 1.1468
PP 1.1474 1.1451
S1 1.1469 1.1434

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

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