CME Euro FX (E) Future September 2022
Trading Metrics calculated at close of trading on 22-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
1.1437 |
1.1449 |
0.0012 |
0.1% |
1.1437 |
High |
1.1470 |
1.1478 |
0.0009 |
0.1% |
1.1487 |
Low |
1.1409 |
1.1385 |
-0.0024 |
-0.2% |
1.1380 |
Close |
1.1424 |
1.1431 |
0.0007 |
0.1% |
1.1424 |
Range |
0.0061 |
0.0093 |
0.0033 |
53.7% |
0.0107 |
ATR |
0.0061 |
0.0063 |
0.0002 |
3.7% |
0.0000 |
Volume |
5 |
682 |
677 |
13,540.0% |
834 |
|
Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1710 |
1.1664 |
1.1482 |
|
R3 |
1.1617 |
1.1571 |
1.1457 |
|
R2 |
1.1524 |
1.1524 |
1.1448 |
|
R1 |
1.1478 |
1.1478 |
1.1440 |
1.1455 |
PP |
1.1431 |
1.1431 |
1.1431 |
1.1420 |
S1 |
1.1385 |
1.1385 |
1.1422 |
1.1362 |
S2 |
1.1338 |
1.1338 |
1.1414 |
|
S3 |
1.1245 |
1.1292 |
1.1405 |
|
S4 |
1.1152 |
1.1199 |
1.1380 |
|
|
Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1751 |
1.1695 |
1.1483 |
|
R3 |
1.1644 |
1.1588 |
1.1453 |
|
R2 |
1.1537 |
1.1537 |
1.1444 |
|
R1 |
1.1481 |
1.1481 |
1.1434 |
1.1456 |
PP |
1.1430 |
1.1430 |
1.1430 |
1.1418 |
S1 |
1.1374 |
1.1374 |
1.1414 |
1.1349 |
S2 |
1.1323 |
1.1323 |
1.1404 |
|
S3 |
1.1216 |
1.1267 |
1.1395 |
|
S4 |
1.1109 |
1.1160 |
1.1365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1487 |
1.1385 |
0.0102 |
0.9% |
0.0050 |
0.4% |
45% |
False |
True |
263 |
10 |
1.1547 |
1.1380 |
0.0167 |
1.5% |
0.0051 |
0.4% |
31% |
False |
False |
201 |
20 |
1.1567 |
1.1210 |
0.0358 |
3.1% |
0.0052 |
0.5% |
62% |
False |
False |
151 |
40 |
1.1567 |
1.1210 |
0.0358 |
3.1% |
0.0047 |
0.4% |
62% |
False |
False |
120 |
60 |
1.1567 |
1.1210 |
0.0358 |
3.1% |
0.0044 |
0.4% |
62% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1873 |
2.618 |
1.1721 |
1.618 |
1.1628 |
1.000 |
1.1571 |
0.618 |
1.1535 |
HIGH |
1.1478 |
0.618 |
1.1442 |
0.500 |
1.1432 |
0.382 |
1.1421 |
LOW |
1.1385 |
0.618 |
1.1328 |
1.000 |
1.1292 |
1.618 |
1.1235 |
2.618 |
1.1142 |
4.250 |
1.0990 |
|
|
Fisher Pivots for day following 22-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1432 |
1.1432 |
PP |
1.1431 |
1.1431 |
S1 |
1.1431 |
1.1431 |
|