CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1454 |
1.1355 |
-0.0099 |
-0.9% |
1.1510 |
| High |
1.1455 |
1.1420 |
-0.0035 |
-0.3% |
1.1510 |
| Low |
1.1256 |
1.1318 |
0.0062 |
0.6% |
1.1256 |
| Close |
1.1333 |
1.1413 |
0.0081 |
0.7% |
1.1413 |
| Range |
0.0200 |
0.0103 |
-0.0097 |
-48.6% |
0.0254 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.0% |
0.0000 |
| Volume |
1,067 |
331 |
-736 |
-69.0% |
1,751 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1691 |
1.1655 |
1.1469 |
|
| R3 |
1.1589 |
1.1552 |
1.1441 |
|
| R2 |
1.1486 |
1.1486 |
1.1432 |
|
| R1 |
1.1450 |
1.1450 |
1.1422 |
1.1468 |
| PP |
1.1384 |
1.1384 |
1.1384 |
1.1393 |
| S1 |
1.1347 |
1.1347 |
1.1404 |
1.1365 |
| S2 |
1.1281 |
1.1281 |
1.1394 |
|
| S3 |
1.1179 |
1.1245 |
1.1385 |
|
| S4 |
1.1076 |
1.1142 |
1.1357 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2155 |
1.2038 |
1.1553 |
|
| R3 |
1.1901 |
1.1784 |
1.1483 |
|
| R2 |
1.1647 |
1.1647 |
1.1460 |
|
| R1 |
1.1530 |
1.1530 |
1.1436 |
1.1461 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1358 |
| S1 |
1.1276 |
1.1276 |
1.1390 |
1.1207 |
| S2 |
1.1139 |
1.1139 |
1.1366 |
|
| S3 |
1.0885 |
1.1022 |
1.1343 |
|
| S4 |
1.0631 |
1.0768 |
1.1273 |
|
|
| 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% |
0.0097 |
0.8% |
59% |
False |
False |
359 |
| 10 |
1.1569 |
1.1256 |
0.0314 |
2.7% |
0.0065 |
0.6% |
50% |
False |
False |
224 |
| 20 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0053 |
0.5% |
44% |
False |
False |
161 |
| 40 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0039 |
0.3% |
44% |
False |
False |
111 |
| 60 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0035 |
0.3% |
44% |
False |
False |
78 |
| 80 |
1.1733 |
1.1256 |
0.0478 |
4.2% |
0.0033 |
0.3% |
33% |
False |
False |
75 |
| 100 |
1.1809 |
1.1256 |
0.0553 |
4.8% |
0.0030 |
0.3% |
28% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1856 |
|
2.618 |
1.1688 |
|
1.618 |
1.1586 |
|
1.000 |
1.1523 |
|
0.618 |
1.1483 |
|
HIGH |
1.1420 |
|
0.618 |
1.1381 |
|
0.500 |
1.1369 |
|
0.382 |
1.1357 |
|
LOW |
1.1318 |
|
0.618 |
1.1254 |
|
1.000 |
1.1215 |
|
1.618 |
1.1152 |
|
2.618 |
1.1049 |
|
4.250 |
1.0882 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1398 |
1.1402 |
| PP |
1.1384 |
1.1390 |
| S1 |
1.1369 |
1.1379 |
|