CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1507 |
1.1482 |
-0.0025 |
-0.2% |
1.1554 |
| High |
1.1540 |
1.1511 |
-0.0030 |
-0.3% |
1.1601 |
| Low |
1.1507 |
1.1482 |
-0.0025 |
-0.2% |
1.1482 |
| Close |
1.1540 |
1.1511 |
-0.0030 |
-0.3% |
1.1484 |
| Range |
0.0033 |
0.0029 |
-0.0005 |
-13.6% |
0.0119 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
321 |
39 |
-282 |
-87.9% |
136 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1577 |
1.1526 |
|
| R3 |
1.1558 |
1.1549 |
1.1518 |
|
| R2 |
1.1530 |
1.1530 |
1.1516 |
|
| R1 |
1.1520 |
1.1520 |
1.1513 |
1.1525 |
| PP |
1.1501 |
1.1501 |
1.1501 |
1.1503 |
| S1 |
1.1492 |
1.1492 |
1.1508 |
1.1496 |
| S2 |
1.1473 |
1.1473 |
1.1505 |
|
| S3 |
1.1444 |
1.1463 |
1.1503 |
|
| S4 |
1.1416 |
1.1435 |
1.1495 |
|
|
| 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 |
1.1569 |
1.1449 |
0.0120 |
1.0% |
0.0034 |
0.3% |
51% |
False |
False |
90 |
| 10 |
1.1611 |
1.1449 |
0.0162 |
1.4% |
0.0036 |
0.3% |
38% |
False |
False |
67 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0034 |
0.3% |
71% |
False |
False |
81 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.3% |
71% |
False |
False |
67 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0028 |
0.2% |
71% |
False |
False |
56 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0028 |
0.2% |
46% |
False |
False |
59 |
| 100 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0026 |
0.2% |
46% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1632 |
|
2.618 |
1.1585 |
|
1.618 |
1.1557 |
|
1.000 |
1.1539 |
|
0.618 |
1.1528 |
|
HIGH |
1.1511 |
|
0.618 |
1.1500 |
|
0.500 |
1.1496 |
|
0.382 |
1.1493 |
|
LOW |
1.1482 |
|
0.618 |
1.1464 |
|
1.000 |
1.1454 |
|
1.618 |
1.1436 |
|
2.618 |
1.1407 |
|
4.250 |
1.1361 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1506 |
1.1511 |
| PP |
1.1501 |
1.1511 |
| S1 |
1.1496 |
1.1511 |
|