CME Euro FX (E) Future September 2022
Trading Metrics calculated at close of trading on 24-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
1.1420 |
1.1390 |
-0.0030 |
-0.3% |
1.1437 |
High |
1.1420 |
1.1390 |
-0.0030 |
-0.3% |
1.1487 |
Low |
1.1402 |
1.1200 |
-0.0202 |
-1.8% |
1.1380 |
Close |
1.1402 |
1.1278 |
-0.0125 |
-1.1% |
1.1424 |
Range |
0.0018 |
0.0190 |
0.0172 |
955.6% |
0.0107 |
ATR |
0.0061 |
0.0071 |
0.0010 |
16.5% |
0.0000 |
Volume |
280 |
1,070 |
790 |
282.1% |
834 |
|
Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1859 |
1.1758 |
1.1382 |
|
R3 |
1.1669 |
1.1568 |
1.1330 |
|
R2 |
1.1479 |
1.1479 |
1.1312 |
|
R1 |
1.1378 |
1.1378 |
1.1295 |
1.1334 |
PP |
1.1289 |
1.1289 |
1.1289 |
1.1267 |
S1 |
1.1188 |
1.1188 |
1.1260 |
1.1144 |
S2 |
1.1099 |
1.1099 |
1.1243 |
|
S3 |
1.0909 |
1.0998 |
1.1225 |
|
S4 |
1.0719 |
1.0808 |
1.1173 |
|
|
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 |
1.1478 |
1.1200 |
0.0278 |
2.5% |
0.0080 |
0.7% |
28% |
False |
True |
451 |
10 |
1.1547 |
1.1200 |
0.0347 |
3.1% |
0.0068 |
0.6% |
22% |
False |
True |
321 |
20 |
1.1567 |
1.1200 |
0.0367 |
3.3% |
0.0058 |
0.5% |
21% |
False |
True |
214 |
40 |
1.1567 |
1.1200 |
0.0367 |
3.3% |
0.0052 |
0.5% |
21% |
False |
True |
154 |
60 |
1.1567 |
1.1200 |
0.0367 |
3.3% |
0.0047 |
0.4% |
21% |
False |
True |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2198 |
2.618 |
1.1887 |
1.618 |
1.1697 |
1.000 |
1.1580 |
0.618 |
1.1507 |
HIGH |
1.1390 |
0.618 |
1.1317 |
0.500 |
1.1295 |
0.382 |
1.1273 |
LOW |
1.1200 |
0.618 |
1.1083 |
1.000 |
1.1010 |
1.618 |
1.0893 |
2.618 |
1.0703 |
4.250 |
1.0393 |
|
|
Fisher Pivots for day following 24-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1295 |
1.1339 |
PP |
1.1289 |
1.1319 |
S1 |
1.1283 |
1.1298 |
|