CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 23-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1510 |
1.1502 |
-0.0008 |
-0.1% |
1.1459 |
| High |
1.1510 |
1.1502 |
-0.0008 |
-0.1% |
1.1540 |
| Low |
1.1437 |
1.1454 |
0.0017 |
0.1% |
1.1449 |
| Close |
1.1487 |
1.1458 |
-0.0030 |
-0.3% |
1.1478 |
| Range |
0.0073 |
0.0048 |
-0.0025 |
-34.5% |
0.0091 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
134 |
219 |
85 |
63.4% |
466 |
|
| Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1614 |
1.1583 |
1.1484 |
|
| R3 |
1.1566 |
1.1536 |
1.1471 |
|
| R2 |
1.1519 |
1.1519 |
1.1466 |
|
| R1 |
1.1488 |
1.1488 |
1.1462 |
1.1480 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1467 |
| S1 |
1.1441 |
1.1441 |
1.1453 |
1.1432 |
| S2 |
1.1424 |
1.1424 |
1.1449 |
|
| S3 |
1.1376 |
1.1393 |
1.1444 |
|
| S4 |
1.1329 |
1.1346 |
1.1431 |
|
|
| 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 |
1.1437 |
0.0103 |
0.9% |
0.0049 |
0.4% |
20% |
False |
False |
151 |
| 10 |
1.1601 |
1.1437 |
0.0164 |
1.4% |
0.0043 |
0.4% |
13% |
False |
False |
89 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.1% |
0.0041 |
0.4% |
56% |
False |
False |
98 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.1% |
0.0033 |
0.3% |
56% |
False |
False |
76 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.1% |
0.0031 |
0.3% |
56% |
False |
False |
58 |
| 80 |
1.1733 |
1.1261 |
0.0473 |
4.1% |
0.0030 |
0.3% |
42% |
False |
False |
58 |
| 100 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0027 |
0.2% |
36% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1626 |
|
1.618 |
1.1578 |
|
1.000 |
1.1549 |
|
0.618 |
1.1531 |
|
HIGH |
1.1502 |
|
0.618 |
1.1483 |
|
0.500 |
1.1478 |
|
0.382 |
1.1472 |
|
LOW |
1.1454 |
|
0.618 |
1.1425 |
|
1.000 |
1.1407 |
|
1.618 |
1.1377 |
|
2.618 |
1.1330 |
|
4.250 |
1.1252 |
|
|
| Fisher Pivots for day following 23-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1478 |
1.1481 |
| PP |
1.1471 |
1.1473 |
| S1 |
1.1464 |
1.1465 |
|