CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1525 |
0.0083 |
0.7% |
1.1447 |
| High |
1.1442 |
1.1565 |
0.0123 |
1.1% |
1.1447 |
| Low |
1.1442 |
1.1525 |
0.0083 |
0.7% |
1.1261 |
| Close |
1.1442 |
1.1564 |
0.0122 |
1.1% |
1.1280 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0186 |
| ATR |
0.0050 |
0.0055 |
0.0005 |
10.4% |
0.0000 |
| Volume |
43 |
81 |
38 |
88.4% |
613 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1671 |
1.1657 |
1.1586 |
|
| R3 |
1.1631 |
1.1617 |
1.1575 |
|
| R2 |
1.1591 |
1.1591 |
1.1571 |
|
| R1 |
1.1577 |
1.1577 |
1.1567 |
1.1584 |
| PP |
1.1551 |
1.1551 |
1.1551 |
1.1555 |
| S1 |
1.1537 |
1.1537 |
1.1560 |
1.1544 |
| S2 |
1.1511 |
1.1511 |
1.1556 |
|
| S3 |
1.1471 |
1.1497 |
1.1553 |
|
| S4 |
1.1431 |
1.1457 |
1.1542 |
|
|
| 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 |
1.1565 |
1.1261 |
0.0305 |
2.6% |
0.0042 |
0.4% |
100% |
True |
False |
152 |
| 10 |
1.1565 |
1.1261 |
0.0305 |
2.6% |
0.0031 |
0.3% |
100% |
True |
False |
95 |
| 20 |
1.1587 |
1.1261 |
0.0326 |
2.8% |
0.0030 |
0.3% |
93% |
False |
False |
99 |
| 40 |
1.1587 |
1.1261 |
0.0326 |
2.8% |
0.0029 |
0.2% |
93% |
False |
False |
51 |
| 60 |
1.1713 |
1.1261 |
0.0452 |
3.9% |
0.0029 |
0.3% |
67% |
False |
False |
58 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.7% |
0.0025 |
0.2% |
55% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1735 |
|
2.618 |
1.1670 |
|
1.618 |
1.1630 |
|
1.000 |
1.1605 |
|
0.618 |
1.1590 |
|
HIGH |
1.1565 |
|
0.618 |
1.1550 |
|
0.500 |
1.1545 |
|
0.382 |
1.1540 |
|
LOW |
1.1525 |
|
0.618 |
1.1500 |
|
1.000 |
1.1485 |
|
1.618 |
1.1460 |
|
2.618 |
1.1420 |
|
4.250 |
1.1355 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1557 |
1.1533 |
| PP |
1.1551 |
1.1503 |
| S1 |
1.1545 |
1.1472 |
|