CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1579 |
1.1543 |
-0.0036 |
-0.3% |
1.1554 |
| High |
1.1601 |
1.1569 |
-0.0032 |
-0.3% |
1.1601 |
| Low |
1.1534 |
1.1482 |
-0.0052 |
-0.4% |
1.1482 |
| Close |
1.1601 |
1.1484 |
-0.0117 |
-1.0% |
1.1484 |
| Range |
0.0067 |
0.0087 |
0.0020 |
29.9% |
0.0119 |
| ATR |
0.0052 |
0.0057 |
0.0005 |
9.1% |
0.0000 |
| Volume |
35 |
29 |
-6 |
-17.1% |
136 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1773 |
1.1715 |
1.1532 |
|
| R3 |
1.1686 |
1.1628 |
1.1508 |
|
| R2 |
1.1599 |
1.1599 |
1.1500 |
|
| R1 |
1.1541 |
1.1541 |
1.1492 |
1.1527 |
| PP |
1.1512 |
1.1512 |
1.1512 |
1.1504 |
| S1 |
1.1454 |
1.1454 |
1.1476 |
1.1440 |
| S2 |
1.1425 |
1.1425 |
1.1468 |
|
| S3 |
1.1338 |
1.1367 |
1.1460 |
|
| S4 |
1.1251 |
1.1280 |
1.1436 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1799 |
1.1549 |
|
| R3 |
1.1759 |
1.1681 |
1.1517 |
|
| R2 |
1.1641 |
1.1641 |
1.1506 |
|
| R1 |
1.1562 |
1.1562 |
1.1495 |
1.1542 |
| PP |
1.1522 |
1.1522 |
1.1522 |
1.1512 |
| S1 |
1.1444 |
1.1444 |
1.1473 |
1.1424 |
| S2 |
1.1404 |
1.1404 |
1.1462 |
|
| S3 |
1.1285 |
1.1325 |
1.1451 |
|
| S4 |
1.1167 |
1.1207 |
1.1419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1601 |
1.1482 |
0.0119 |
1.0% |
0.0043 |
0.4% |
2% |
False |
True |
27 |
| 10 |
1.1611 |
1.1266 |
0.0345 |
3.0% |
0.0044 |
0.4% |
63% |
False |
False |
59 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0037 |
0.3% |
64% |
False |
False |
79 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0031 |
0.3% |
64% |
False |
False |
57 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.3% |
64% |
False |
False |
52 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0028 |
0.2% |
41% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1939 |
|
2.618 |
1.1797 |
|
1.618 |
1.1710 |
|
1.000 |
1.1656 |
|
0.618 |
1.1623 |
|
HIGH |
1.1569 |
|
0.618 |
1.1536 |
|
0.500 |
1.1526 |
|
0.382 |
1.1515 |
|
LOW |
1.1482 |
|
0.618 |
1.1428 |
|
1.000 |
1.1395 |
|
1.618 |
1.1341 |
|
2.618 |
1.1254 |
|
4.250 |
1.1112 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1526 |
1.1541 |
| PP |
1.1512 |
1.1522 |
| S1 |
1.1498 |
1.1503 |
|