CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 09-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1545 |
1.1575 |
0.0030 |
0.3% |
1.1266 |
| High |
1.1558 |
1.1577 |
0.0020 |
0.2% |
1.1611 |
| Low |
1.1541 |
1.1563 |
0.0022 |
0.2% |
1.1266 |
| Close |
1.1551 |
1.1570 |
0.0019 |
0.2% |
1.1585 |
| Range |
0.0017 |
0.0015 |
-0.0003 |
-14.7% |
0.0345 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
46 |
10 |
-36 |
-78.3% |
458 |
|
| Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1613 |
1.1606 |
1.1577 |
|
| R3 |
1.1599 |
1.1591 |
1.1573 |
|
| R2 |
1.1584 |
1.1584 |
1.1572 |
|
| R1 |
1.1577 |
1.1577 |
1.1571 |
1.1573 |
| PP |
1.1570 |
1.1570 |
1.1570 |
1.1568 |
| S1 |
1.1562 |
1.1562 |
1.1568 |
1.1559 |
| S2 |
1.1555 |
1.1555 |
1.1567 |
|
| S3 |
1.1541 |
1.1548 |
1.1566 |
|
| S4 |
1.1526 |
1.1533 |
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 |
1.1525 |
0.0086 |
0.7% |
0.0033 |
0.3% |
52% |
False |
False |
54 |
| 10 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0035 |
0.3% |
88% |
False |
False |
104 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0034 |
0.3% |
88% |
False |
False |
93 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0028 |
0.2% |
88% |
False |
False |
55 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.3% |
88% |
False |
False |
55 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.7% |
0.0026 |
0.2% |
56% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1639 |
|
2.618 |
1.1615 |
|
1.618 |
1.1600 |
|
1.000 |
1.1592 |
|
0.618 |
1.1586 |
|
HIGH |
1.1577 |
|
0.618 |
1.1571 |
|
0.500 |
1.1570 |
|
0.382 |
1.1568 |
|
LOW |
1.1563 |
|
0.618 |
1.1554 |
|
1.000 |
1.1548 |
|
1.618 |
1.1539 |
|
2.618 |
1.1525 |
|
4.250 |
1.1501 |
|
|
| Fisher Pivots for day following 09-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1570 |
1.1567 |
| PP |
1.1570 |
1.1565 |
| S1 |
1.1570 |
1.1562 |
|