CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1393 |
0.0127 |
1.1% |
1.1447 |
| High |
1.1378 |
1.1393 |
0.0015 |
0.1% |
1.1447 |
| Low |
1.1266 |
1.1379 |
0.0114 |
1.0% |
1.1261 |
| Close |
1.1378 |
1.1387 |
0.0009 |
0.1% |
1.1280 |
| Range |
0.0113 |
0.0014 |
-0.0099 |
-88.0% |
0.0186 |
| ATR |
0.0052 |
0.0050 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
153 |
63 |
-90 |
-58.8% |
613 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1427 |
1.1420 |
1.1394 |
|
| R3 |
1.1413 |
1.1407 |
1.1390 |
|
| R2 |
1.1400 |
1.1400 |
1.1389 |
|
| R1 |
1.1393 |
1.1393 |
1.1388 |
1.1390 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1384 |
| S1 |
1.1380 |
1.1380 |
1.1385 |
1.1376 |
| S2 |
1.1373 |
1.1373 |
1.1384 |
|
| S3 |
1.1359 |
1.1366 |
1.1383 |
|
| S4 |
1.1346 |
1.1353 |
1.1379 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1769 |
1.1382 |
|
| R3 |
1.1701 |
1.1583 |
1.1331 |
|
| R2 |
1.1515 |
1.1515 |
1.1314 |
|
| R1 |
1.1397 |
1.1397 |
1.1297 |
1.1363 |
| PP |
1.1329 |
1.1329 |
1.1329 |
1.1312 |
| S1 |
1.1211 |
1.1211 |
1.1262 |
1.1177 |
| S2 |
1.1143 |
1.1143 |
1.1245 |
|
| S3 |
1.0957 |
1.1025 |
1.1228 |
|
| S4 |
1.0771 |
1.0839 |
1.1177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1428 |
1.1261 |
0.0168 |
1.5% |
0.0048 |
0.4% |
75% |
False |
False |
153 |
| 10 |
1.1483 |
1.1261 |
0.0223 |
2.0% |
0.0033 |
0.3% |
57% |
False |
False |
95 |
| 20 |
1.1587 |
1.1261 |
0.0326 |
2.9% |
0.0030 |
0.3% |
39% |
False |
False |
93 |
| 40 |
1.1587 |
1.1261 |
0.0326 |
2.9% |
0.0028 |
0.2% |
39% |
False |
False |
50 |
| 60 |
1.1713 |
1.1261 |
0.0452 |
4.0% |
0.0029 |
0.3% |
28% |
False |
False |
56 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0025 |
0.2% |
23% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1450 |
|
2.618 |
1.1428 |
|
1.618 |
1.1414 |
|
1.000 |
1.1406 |
|
0.618 |
1.1401 |
|
HIGH |
1.1393 |
|
0.618 |
1.1387 |
|
0.500 |
1.1386 |
|
0.382 |
1.1384 |
|
LOW |
1.1379 |
|
0.618 |
1.1371 |
|
1.000 |
1.1366 |
|
1.618 |
1.1357 |
|
2.618 |
1.1344 |
|
4.250 |
1.1322 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1386 |
1.1367 |
| PP |
1.1386 |
1.1347 |
| S1 |
1.1386 |
1.1327 |
|