CME Euro FX (E) Future September 2022
Trading Metrics calculated at close of trading on 25-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
1.1390 |
1.1284 |
-0.0107 |
-0.9% |
1.1449 |
High |
1.1390 |
1.1364 |
-0.0026 |
-0.2% |
1.1478 |
Low |
1.1200 |
1.1259 |
0.0059 |
0.5% |
1.1200 |
Close |
1.1278 |
1.1358 |
0.0080 |
0.7% |
1.1358 |
Range |
0.0190 |
0.0106 |
-0.0085 |
-44.5% |
0.0278 |
ATR |
0.0071 |
0.0073 |
0.0002 |
3.5% |
0.0000 |
Volume |
1,070 |
414 |
-656 |
-61.3% |
2,446 |
|
Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1643 |
1.1606 |
1.1416 |
|
R3 |
1.1538 |
1.1500 |
1.1387 |
|
R2 |
1.1432 |
1.1432 |
1.1377 |
|
R1 |
1.1395 |
1.1395 |
1.1367 |
1.1414 |
PP |
1.1327 |
1.1327 |
1.1327 |
1.1336 |
S1 |
1.1289 |
1.1289 |
1.1348 |
1.1308 |
S2 |
1.1221 |
1.1221 |
1.1338 |
|
S3 |
1.1116 |
1.1184 |
1.1328 |
|
S4 |
1.1010 |
1.1078 |
1.1299 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2179 |
1.2046 |
1.1510 |
|
R3 |
1.1901 |
1.1768 |
1.1434 |
|
R2 |
1.1623 |
1.1623 |
1.1408 |
|
R1 |
1.1490 |
1.1490 |
1.1383 |
1.1418 |
PP |
1.1345 |
1.1345 |
1.1345 |
1.1309 |
S1 |
1.1212 |
1.1212 |
1.1332 |
1.1140 |
S2 |
1.1067 |
1.1067 |
1.1307 |
|
S3 |
1.0789 |
1.0934 |
1.1281 |
|
S4 |
1.0511 |
1.0656 |
1.1205 |
|
|
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 |
2.4% |
0.0093 |
0.8% |
57% |
False |
False |
490 |
10 |
1.1510 |
1.1200 |
0.0310 |
2.7% |
0.0071 |
0.6% |
51% |
False |
False |
338 |
20 |
1.1567 |
1.1200 |
0.0367 |
3.2% |
0.0061 |
0.5% |
43% |
False |
False |
227 |
40 |
1.1567 |
1.1200 |
0.0367 |
3.2% |
0.0052 |
0.5% |
43% |
False |
False |
164 |
60 |
1.1567 |
1.1200 |
0.0367 |
3.2% |
0.0048 |
0.4% |
43% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1812 |
2.618 |
1.1640 |
1.618 |
1.1535 |
1.000 |
1.1470 |
0.618 |
1.1429 |
HIGH |
1.1364 |
0.618 |
1.1324 |
0.500 |
1.1311 |
0.382 |
1.1299 |
LOW |
1.1259 |
0.618 |
1.1193 |
1.000 |
1.1153 |
1.618 |
1.1088 |
2.618 |
1.0982 |
4.250 |
1.0810 |
|
|
Fisher Pivots for day following 25-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1342 |
1.1342 |
PP |
1.1327 |
1.1326 |
S1 |
1.1311 |
1.1310 |
|