CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2022 |
18-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1482 |
1.1491 |
0.0009 |
0.1% |
1.1459 |
| High |
1.1511 |
1.1524 |
0.0014 |
0.1% |
1.1540 |
| Low |
1.1482 |
1.1463 |
-0.0020 |
-0.2% |
1.1449 |
| Close |
1.1511 |
1.1478 |
-0.0033 |
-0.3% |
1.1478 |
| Range |
0.0029 |
0.0062 |
0.0033 |
115.8% |
0.0091 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
0.9% |
0.0000 |
| Volume |
39 |
45 |
6 |
15.4% |
466 |
|
| Daily Pivots for day following 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1673 |
1.1637 |
1.1511 |
|
| R3 |
1.1611 |
1.1575 |
1.1494 |
|
| R2 |
1.1550 |
1.1550 |
1.1489 |
|
| R1 |
1.1514 |
1.1514 |
1.1483 |
1.1501 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1482 |
| S1 |
1.1452 |
1.1452 |
1.1472 |
1.1439 |
| S2 |
1.1427 |
1.1427 |
1.1466 |
|
| S3 |
1.1365 |
1.1391 |
1.1461 |
|
| S4 |
1.1304 |
1.1329 |
1.1444 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1762 |
1.1711 |
1.1528 |
|
| R3 |
1.1671 |
1.1620 |
1.1503 |
|
| R2 |
1.1580 |
1.1580 |
1.1494 |
|
| R1 |
1.1529 |
1.1529 |
1.1486 |
1.1554 |
| PP |
1.1489 |
1.1489 |
1.1489 |
1.1502 |
| S1 |
1.1438 |
1.1438 |
1.1469 |
1.1463 |
| S2 |
1.1398 |
1.1398 |
1.1461 |
|
| S3 |
1.1307 |
1.1347 |
1.1452 |
|
| S4 |
1.1216 |
1.1256 |
1.1427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1540 |
1.1449 |
0.0091 |
0.8% |
0.0029 |
0.3% |
31% |
False |
False |
93 |
| 10 |
1.1601 |
1.1449 |
0.0152 |
1.3% |
0.0036 |
0.3% |
19% |
False |
False |
60 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0037 |
0.3% |
62% |
False |
False |
83 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0031 |
0.3% |
62% |
False |
False |
68 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.3% |
62% |
False |
False |
54 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0029 |
0.3% |
40% |
False |
False |
58 |
| 100 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0027 |
0.2% |
40% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1785 |
|
2.618 |
1.1685 |
|
1.618 |
1.1624 |
|
1.000 |
1.1586 |
|
0.618 |
1.1562 |
|
HIGH |
1.1524 |
|
0.618 |
1.1501 |
|
0.500 |
1.1493 |
|
0.382 |
1.1486 |
|
LOW |
1.1463 |
|
0.618 |
1.1424 |
|
1.000 |
1.1401 |
|
1.618 |
1.1363 |
|
2.618 |
1.1301 |
|
4.250 |
1.1201 |
|
|
| Fisher Pivots for day following 18-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1493 |
1.1501 |
| PP |
1.1488 |
1.1493 |
| S1 |
1.1483 |
1.1485 |
|