CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 10-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2022 |
10-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1575 |
1.1579 |
0.0004 |
0.0% |
1.1266 |
| High |
1.1577 |
1.1601 |
0.0024 |
0.2% |
1.1611 |
| Low |
1.1563 |
1.1534 |
-0.0029 |
-0.3% |
1.1266 |
| Close |
1.1570 |
1.1601 |
0.0031 |
0.3% |
1.1585 |
| Range |
0.0015 |
0.0067 |
0.0053 |
362.1% |
0.0345 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.2% |
0.0000 |
| Volume |
10 |
35 |
25 |
250.0% |
458 |
|
| Daily Pivots for day following 10-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1757 |
1.1637 |
|
| R3 |
1.1712 |
1.1690 |
1.1619 |
|
| R2 |
1.1645 |
1.1645 |
1.1613 |
|
| R1 |
1.1623 |
1.1623 |
1.1607 |
1.1634 |
| PP |
1.1578 |
1.1578 |
1.1578 |
1.1584 |
| S1 |
1.1556 |
1.1556 |
1.1594 |
1.1567 |
| S2 |
1.1511 |
1.1511 |
1.1588 |
|
| S3 |
1.1444 |
1.1489 |
1.1582 |
|
| S4 |
1.1377 |
1.1422 |
1.1564 |
|
|
| 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 |
1.1534 |
0.0077 |
0.7% |
0.0038 |
0.3% |
87% |
False |
True |
45 |
| 10 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0040 |
0.3% |
97% |
False |
False |
98 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0033 |
0.3% |
97% |
False |
False |
84 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.3% |
97% |
False |
False |
56 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.2% |
97% |
False |
False |
53 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.7% |
0.0027 |
0.2% |
62% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1885 |
|
2.618 |
1.1776 |
|
1.618 |
1.1709 |
|
1.000 |
1.1668 |
|
0.618 |
1.1642 |
|
HIGH |
1.1601 |
|
0.618 |
1.1575 |
|
0.500 |
1.1567 |
|
0.382 |
1.1559 |
|
LOW |
1.1534 |
|
0.618 |
1.1492 |
|
1.000 |
1.1467 |
|
1.618 |
1.1425 |
|
2.618 |
1.1358 |
|
4.250 |
1.1249 |
|
|
| Fisher Pivots for day following 10-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1589 |
1.1589 |
| PP |
1.1578 |
1.1578 |
| S1 |
1.1567 |
1.1567 |
|