CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 04-Feb-2022
Day Change Summary
Previous Current
03-Feb-2022 04-Feb-2022 Change Change % Previous Week
Open 1.1525 1.1567 0.0042 0.4% 1.1266
High 1.1565 1.1611 0.0046 0.4% 1.1611
Low 1.1525 1.1550 0.0025 0.2% 1.1266
Close 1.1564 1.1585 0.0021 0.2% 1.1585
Range 0.0040 0.0061 0.0021 52.5% 0.0345
ATR 0.0055 0.0056 0.0000 0.7% 0.0000
Volume 81 118 37 45.7% 458
Daily Pivots for day following 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1765 1.1736 1.1618
R3 1.1704 1.1675 1.1601
R2 1.1643 1.1643 1.1596
R1 1.1614 1.1614 1.1590 1.1628
PP 1.1582 1.1582 1.1582 1.1589
S1 1.1553 1.1553 1.1579 1.1567
S2 1.1521 1.1521 1.1573
S3 1.1460 1.1492 1.1568
S4 1.1399 1.1431 1.1551
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.2522 1.2398 1.1774
R3 1.2177 1.2053 1.1679
R2 1.1832 1.1832 1.1648
R1 1.1708 1.1708 1.1616 1.1770
PP 1.1487 1.1487 1.1487 1.1518
S1 1.1363 1.1363 1.1553 1.1425
S2 1.1142 1.1142 1.1521
S3 1.0797 1.1018 1.1490
S4 1.0452 1.0673 1.1395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1611 1.1266 0.0345 3.0% 0.0045 0.4% 92% True False 91
10 1.1611 1.1261 0.0350 3.0% 0.0038 0.3% 93% True False 107
20 1.1611 1.1261 0.0350 3.0% 0.0033 0.3% 93% True False 105
40 1.1611 1.1261 0.0350 3.0% 0.0028 0.2% 93% True False 53
60 1.1693 1.1261 0.0432 3.7% 0.0030 0.3% 75% False False 60
80 1.1809 1.1261 0.0548 4.7% 0.0026 0.2% 59% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1870
2.618 1.1770
1.618 1.1709
1.000 1.1672
0.618 1.1648
HIGH 1.1611
0.618 1.1587
0.500 1.1580
0.382 1.1573
LOW 1.1550
0.618 1.1512
1.000 1.1489
1.618 1.1451
2.618 1.1390
4.250 1.1290
Fisher Pivots for day following 04-Feb-2022
Pivot 1 day 3 day
R1 1.1583 1.1565
PP 1.1582 1.1546
S1 1.1580 1.1526

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

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