CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1321 |
-0.0035 |
-0.3% |
1.1510 |
| High |
1.1420 |
1.1376 |
-0.0045 |
-0.4% |
1.1510 |
| Low |
1.1318 |
1.1321 |
0.0003 |
0.0% |
1.1256 |
| Close |
1.1413 |
1.1373 |
-0.0040 |
-0.4% |
1.1413 |
| Range |
0.0103 |
0.0055 |
-0.0048 |
-46.3% |
0.0254 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.5% |
0.0000 |
| Volume |
331 |
516 |
185 |
55.9% |
1,751 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1502 |
1.1403 |
|
| R3 |
1.1466 |
1.1447 |
1.1388 |
|
| R2 |
1.1411 |
1.1411 |
1.1383 |
|
| R1 |
1.1392 |
1.1392 |
1.1378 |
1.1402 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1361 |
| S1 |
1.1337 |
1.1337 |
1.1368 |
1.1347 |
| S2 |
1.1301 |
1.1301 |
1.1363 |
|
| S3 |
1.1246 |
1.1282 |
1.1358 |
|
| S4 |
1.1191 |
1.1227 |
1.1343 |
|
|
| 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 |
1.1510 |
1.1256 |
0.0254 |
2.2% |
0.0095 |
0.8% |
46% |
False |
False |
453 |
| 10 |
1.1540 |
1.1256 |
0.0285 |
2.5% |
0.0062 |
0.5% |
41% |
False |
False |
273 |
| 20 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0053 |
0.5% |
33% |
False |
False |
166 |
| 40 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0040 |
0.4% |
33% |
False |
False |
124 |
| 60 |
1.1611 |
1.1256 |
0.0355 |
3.1% |
0.0036 |
0.3% |
33% |
False |
False |
85 |
| 80 |
1.1733 |
1.1256 |
0.0478 |
4.2% |
0.0034 |
0.3% |
25% |
False |
False |
81 |
| 100 |
1.1809 |
1.1256 |
0.0553 |
4.9% |
0.0030 |
0.3% |
21% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1609 |
|
2.618 |
1.1519 |
|
1.618 |
1.1464 |
|
1.000 |
1.1431 |
|
0.618 |
1.1409 |
|
HIGH |
1.1376 |
|
0.618 |
1.1354 |
|
0.500 |
1.1348 |
|
0.382 |
1.1342 |
|
LOW |
1.1321 |
|
0.618 |
1.1287 |
|
1.000 |
1.1266 |
|
1.618 |
1.1232 |
|
2.618 |
1.1177 |
|
4.250 |
1.1087 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1367 |
| PP |
1.1356 |
1.1361 |
| S1 |
1.1348 |
1.1355 |
|