CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1567 |
1.1554 |
-0.0014 |
-0.1% |
1.1266 |
| High |
1.1611 |
1.1584 |
-0.0027 |
-0.2% |
1.1611 |
| Low |
1.1550 |
1.1554 |
0.0004 |
0.0% |
1.1266 |
| Close |
1.1585 |
1.1579 |
-0.0006 |
0.0% |
1.1585 |
| Range |
0.0061 |
0.0031 |
-0.0031 |
-50.0% |
0.0345 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
118 |
16 |
-102 |
-86.4% |
458 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1664 |
1.1652 |
1.1596 |
|
| R3 |
1.1633 |
1.1621 |
1.1587 |
|
| R2 |
1.1603 |
1.1603 |
1.1585 |
|
| R1 |
1.1591 |
1.1591 |
1.1582 |
1.1597 |
| PP |
1.1572 |
1.1572 |
1.1572 |
1.1575 |
| S1 |
1.1560 |
1.1560 |
1.1576 |
1.1566 |
| S2 |
1.1542 |
1.1542 |
1.1573 |
|
| S3 |
1.1511 |
1.1530 |
1.1571 |
|
| S4 |
1.1481 |
1.1499 |
1.1562 |
|
|
| 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 |
1.1379 |
0.0232 |
2.0% |
0.0029 |
0.3% |
86% |
False |
False |
64 |
| 10 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0041 |
0.4% |
91% |
False |
False |
103 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0034 |
0.3% |
91% |
False |
False |
106 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.2% |
91% |
False |
False |
54 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.3% |
91% |
False |
False |
59 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.7% |
0.0026 |
0.2% |
58% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1714 |
|
2.618 |
1.1664 |
|
1.618 |
1.1633 |
|
1.000 |
1.1615 |
|
0.618 |
1.1603 |
|
HIGH |
1.1584 |
|
0.618 |
1.1572 |
|
0.500 |
1.1569 |
|
0.382 |
1.1565 |
|
LOW |
1.1554 |
|
0.618 |
1.1535 |
|
1.000 |
1.1523 |
|
1.618 |
1.1504 |
|
2.618 |
1.1474 |
|
4.250 |
1.1424 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1576 |
1.1575 |
| PP |
1.1572 |
1.1572 |
| S1 |
1.1569 |
1.1568 |
|