CME Euro FX (E) Future September 2022
Trading Metrics calculated at close of trading on 23-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
1.1449 |
1.1420 |
-0.0029 |
-0.3% |
1.1437 |
High |
1.1478 |
1.1420 |
-0.0058 |
-0.5% |
1.1487 |
Low |
1.1385 |
1.1402 |
0.0017 |
0.1% |
1.1380 |
Close |
1.1431 |
1.1402 |
-0.0029 |
-0.3% |
1.1424 |
Range |
0.0093 |
0.0018 |
-0.0075 |
-80.6% |
0.0107 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
682 |
280 |
-402 |
-58.9% |
834 |
|
Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1462 |
1.1450 |
1.1412 |
|
R3 |
1.1444 |
1.1432 |
1.1407 |
|
R2 |
1.1426 |
1.1426 |
1.1405 |
|
R1 |
1.1414 |
1.1414 |
1.1404 |
1.1411 |
PP |
1.1408 |
1.1408 |
1.1408 |
1.1407 |
S1 |
1.1396 |
1.1396 |
1.1400 |
1.1393 |
S2 |
1.1390 |
1.1390 |
1.1399 |
|
S3 |
1.1372 |
1.1378 |
1.1397 |
|
S4 |
1.1354 |
1.1360 |
1.1392 |
|
|
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% |
17% |
False |
False |
271 |
10 |
1.1547 |
1.1380 |
0.0167 |
1.5% |
0.0049 |
0.4% |
13% |
False |
False |
216 |
20 |
1.1567 |
1.1210 |
0.0358 |
3.1% |
0.0051 |
0.4% |
54% |
False |
False |
165 |
40 |
1.1567 |
1.1210 |
0.0358 |
3.1% |
0.0047 |
0.4% |
54% |
False |
False |
127 |
60 |
1.1567 |
1.1210 |
0.0358 |
3.1% |
0.0044 |
0.4% |
54% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1497 |
2.618 |
1.1467 |
1.618 |
1.1449 |
1.000 |
1.1438 |
0.618 |
1.1431 |
HIGH |
1.1420 |
0.618 |
1.1413 |
0.500 |
1.1411 |
0.382 |
1.1409 |
LOW |
1.1402 |
0.618 |
1.1391 |
1.000 |
1.1384 |
1.618 |
1.1373 |
2.618 |
1.1355 |
4.250 |
1.1326 |
|
|
Fisher Pivots for day following 23-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1411 |
1.1432 |
PP |
1.1408 |
1.1422 |
S1 |
1.1405 |
1.1412 |
|