CME Euro FX (E) Future September 2022
Trading Metrics calculated at close of trading on 28-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
1.1284 |
1.1238 |
-0.0046 |
-0.4% |
1.1449 |
High |
1.1364 |
1.1319 |
-0.0045 |
-0.4% |
1.1478 |
Low |
1.1259 |
1.1234 |
-0.0025 |
-0.2% |
1.1200 |
Close |
1.1358 |
1.1318 |
-0.0040 |
-0.4% |
1.1358 |
Range |
0.0106 |
0.0085 |
-0.0021 |
-19.4% |
0.0278 |
ATR |
0.0073 |
0.0077 |
0.0004 |
4.9% |
0.0000 |
Volume |
414 |
449 |
35 |
8.5% |
2,446 |
|
Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1545 |
1.1516 |
1.1364 |
|
R3 |
1.1460 |
1.1431 |
1.1341 |
|
R2 |
1.1375 |
1.1375 |
1.1333 |
|
R1 |
1.1346 |
1.1346 |
1.1325 |
1.1361 |
PP |
1.1290 |
1.1290 |
1.1290 |
1.1297 |
S1 |
1.1261 |
1.1261 |
1.1310 |
1.1276 |
S2 |
1.1205 |
1.1205 |
1.1302 |
|
S3 |
1.1120 |
1.1176 |
1.1294 |
|
S4 |
1.1035 |
1.1091 |
1.1271 |
|
|
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 |
2.5% |
0.0098 |
0.9% |
42% |
False |
False |
579 |
10 |
1.1487 |
1.1200 |
0.0287 |
2.5% |
0.0071 |
0.6% |
41% |
False |
False |
372 |
20 |
1.1567 |
1.1200 |
0.0367 |
3.2% |
0.0063 |
0.6% |
32% |
False |
False |
242 |
40 |
1.1567 |
1.1200 |
0.0367 |
3.2% |
0.0054 |
0.5% |
32% |
False |
False |
174 |
60 |
1.1567 |
1.1200 |
0.0367 |
3.2% |
0.0049 |
0.4% |
32% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1680 |
2.618 |
1.1542 |
1.618 |
1.1457 |
1.000 |
1.1404 |
0.618 |
1.1372 |
HIGH |
1.1319 |
0.618 |
1.1287 |
0.500 |
1.1277 |
0.382 |
1.1266 |
LOW |
1.1234 |
0.618 |
1.1181 |
1.000 |
1.1149 |
1.618 |
1.1096 |
2.618 |
1.1011 |
4.250 |
1.0873 |
|
|
Fisher Pivots for day following 28-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1304 |
1.1310 |
PP |
1.1290 |
1.1303 |
S1 |
1.1277 |
1.1295 |
|