CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 02-Feb-2022
Day Change Summary
Previous Current
01-Feb-2022 02-Feb-2022 Change Change % Previous Week
Open 1.1393 1.1442 0.0050 0.4% 1.1447
High 1.1393 1.1442 0.0050 0.4% 1.1447
Low 1.1379 1.1442 0.0063 0.6% 1.1261
Close 1.1387 1.1442 0.0056 0.5% 1.1280
Range 0.0014 0.0000 -0.0014 -100.0% 0.0186
ATR 0.0050 0.0050 0.0000 0.8% 0.0000
Volume 63 43 -20 -31.7% 613
Daily Pivots for day following 02-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1442 1.1442 1.1442
R3 1.1442 1.1442 1.1442
R2 1.1442 1.1442 1.1442
R1 1.1442 1.1442 1.1442 1.1442
PP 1.1442 1.1442 1.1442 1.1442
S1 1.1442 1.1442 1.1442 1.1442
S2 1.1442 1.1442 1.1442
S3 1.1442 1.1442 1.1442
S4 1.1442 1.1442 1.1442
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 1.1442 1.1261 0.0182 1.6% 0.0038 0.3% 100% True False 154
10 1.1483 1.1261 0.0223 1.9% 0.0032 0.3% 82% False False 91
20 1.1587 1.1261 0.0326 2.8% 0.0030 0.3% 56% False False 95
40 1.1587 1.1261 0.0326 2.8% 0.0028 0.2% 56% False False 50
60 1.1713 1.1261 0.0452 4.0% 0.0029 0.2% 40% False False 57
80 1.1809 1.1261 0.0548 4.8% 0.0025 0.2% 33% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1442
2.618 1.1442
1.618 1.1442
1.000 1.1442
0.618 1.1442
HIGH 1.1442
0.618 1.1442
0.500 1.1442
0.382 1.1442
LOW 1.1442
0.618 1.1442
1.000 1.1442
1.618 1.1442
2.618 1.1442
4.250 1.1442
Fisher Pivots for day following 02-Feb-2022
Pivot 1 day 3 day
R1 1.1442 1.1413
PP 1.1442 1.1383
S1 1.1442 1.1354

These figures are updated between 7pm and 10pm EST after a trading day.

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