CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 24-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
1.1502 |
1.1454 |
-0.0048 |
-0.4% |
1.1459 |
High |
1.1502 |
1.1455 |
-0.0047 |
-0.4% |
1.1540 |
Low |
1.1454 |
1.1256 |
-0.0199 |
-1.7% |
1.1449 |
Close |
1.1458 |
1.1333 |
-0.0125 |
-1.1% |
1.1478 |
Range |
0.0048 |
0.0200 |
0.0152 |
320.0% |
0.0091 |
ATR |
0.0056 |
0.0066 |
0.0010 |
18.8% |
0.0000 |
Volume |
219 |
1,067 |
848 |
387.2% |
466 |
|
Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1946 |
1.1839 |
1.1442 |
|
R3 |
1.1747 |
1.1639 |
1.1387 |
|
R2 |
1.1547 |
1.1547 |
1.1369 |
|
R1 |
1.1440 |
1.1440 |
1.1351 |
1.1394 |
PP |
1.1348 |
1.1348 |
1.1348 |
1.1325 |
S1 |
1.1240 |
1.1240 |
1.1314 |
1.1194 |
S2 |
1.1148 |
1.1148 |
1.1296 |
|
S3 |
1.0949 |
1.1041 |
1.1278 |
|
S4 |
1.0749 |
1.0841 |
1.1223 |
|
|
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 |
1.1524 |
1.1256 |
0.0269 |
2.4% |
0.0082 |
0.7% |
29% |
False |
True |
300 |
10 |
1.1601 |
1.1256 |
0.0345 |
3.0% |
0.0062 |
0.5% |
22% |
False |
True |
195 |
20 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0049 |
0.4% |
22% |
False |
True |
149 |
40 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0038 |
0.3% |
22% |
False |
True |
103 |
60 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0034 |
0.3% |
22% |
False |
True |
76 |
80 |
1.1733 |
1.1256 |
0.0478 |
4.2% |
0.0033 |
0.3% |
16% |
False |
True |
71 |
100 |
1.1809 |
1.1256 |
0.0553 |
4.9% |
0.0029 |
0.3% |
14% |
False |
True |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2303 |
2.618 |
1.1977 |
1.618 |
1.1778 |
1.000 |
1.1655 |
0.618 |
1.1578 |
HIGH |
1.1455 |
0.618 |
1.1379 |
0.500 |
1.1355 |
0.382 |
1.1332 |
LOW |
1.1256 |
0.618 |
1.1132 |
1.000 |
1.1056 |
1.618 |
1.0933 |
2.618 |
1.0733 |
4.250 |
1.0408 |
|
|
Fisher Pivots for day following 24-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1355 |
1.1383 |
PP |
1.1348 |
1.1366 |
S1 |
1.1340 |
1.1349 |
|