CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 16-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2022 |
16-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1499 |
1.1507 |
0.0009 |
0.1% |
1.1554 |
| High |
1.1510 |
1.1540 |
0.0030 |
0.3% |
1.1601 |
| Low |
1.1499 |
1.1507 |
0.0009 |
0.1% |
1.1482 |
| Close |
1.1510 |
1.1540 |
0.0030 |
0.3% |
1.1484 |
| Range |
0.0012 |
0.0033 |
0.0022 |
187.0% |
0.0119 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
24 |
321 |
297 |
1,237.5% |
136 |
|
| Daily Pivots for day following 16-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1617 |
1.1558 |
|
| R3 |
1.1595 |
1.1584 |
1.1549 |
|
| R2 |
1.1562 |
1.1562 |
1.1546 |
|
| R1 |
1.1551 |
1.1551 |
1.1543 |
1.1557 |
| PP |
1.1529 |
1.1529 |
1.1529 |
1.1532 |
| S1 |
1.1518 |
1.1518 |
1.1537 |
1.1524 |
| S2 |
1.1496 |
1.1496 |
1.1534 |
|
| S3 |
1.1463 |
1.1485 |
1.1531 |
|
| S4 |
1.1430 |
1.1452 |
1.1522 |
|
|
| 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 |
1.1449 |
0.0152 |
1.3% |
0.0042 |
0.4% |
60% |
False |
False |
89 |
| 10 |
1.1611 |
1.1449 |
0.0162 |
1.4% |
0.0037 |
0.3% |
56% |
False |
False |
71 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0034 |
0.3% |
80% |
False |
False |
81 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.2% |
80% |
False |
False |
66 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.2% |
80% |
False |
False |
56 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.7% |
0.0028 |
0.2% |
51% |
False |
False |
58 |
| 100 |
1.1817 |
1.1261 |
0.0557 |
4.8% |
0.0026 |
0.2% |
50% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1626 |
|
1.618 |
1.1593 |
|
1.000 |
1.1573 |
|
0.618 |
1.1560 |
|
HIGH |
1.1540 |
|
0.618 |
1.1527 |
|
0.500 |
1.1524 |
|
0.382 |
1.1520 |
|
LOW |
1.1507 |
|
0.618 |
1.1487 |
|
1.000 |
1.1474 |
|
1.618 |
1.1454 |
|
2.618 |
1.1421 |
|
4.250 |
1.1367 |
|
|
| Fisher Pivots for day following 16-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1535 |
1.1525 |
| PP |
1.1529 |
1.1510 |
| S1 |
1.1524 |
1.1495 |
|