CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1340 |
1.1394 |
0.0054 |
0.5% |
1.1345 |
| High |
1.1404 |
1.1395 |
-0.0009 |
-0.1% |
1.1404 |
| Low |
1.1320 |
1.1295 |
-0.0025 |
-0.2% |
1.1292 |
| Close |
1.1403 |
1.1313 |
-0.0090 |
-0.8% |
1.1403 |
| Range |
0.0084 |
0.0100 |
0.0017 |
19.8% |
0.0112 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.0% |
0.0000 |
| Volume |
121,477 |
143,496 |
22,019 |
18.1% |
605,248 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1574 |
1.1368 |
|
| R3 |
1.1534 |
1.1474 |
1.1341 |
|
| R2 |
1.1434 |
1.1434 |
1.1331 |
|
| R1 |
1.1374 |
1.1374 |
1.1322 |
1.1354 |
| PP |
1.1334 |
1.1334 |
1.1334 |
1.1325 |
| S1 |
1.1274 |
1.1274 |
1.1304 |
1.1254 |
| S2 |
1.1234 |
1.1234 |
1.1295 |
|
| S3 |
1.1134 |
1.1174 |
1.1286 |
|
| S4 |
1.1034 |
1.1074 |
1.1258 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1663 |
1.1464 |
|
| R3 |
1.1589 |
1.1552 |
1.1433 |
|
| R2 |
1.1478 |
1.1478 |
1.1423 |
|
| R1 |
1.1440 |
1.1440 |
1.1413 |
1.1459 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1375 |
| S1 |
1.1329 |
1.1329 |
1.1392 |
1.1347 |
| S2 |
1.1255 |
1.1255 |
1.1382 |
|
| S3 |
1.1143 |
1.1217 |
1.1372 |
|
| S4 |
1.1032 |
1.1106 |
1.1341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1404 |
1.1292 |
0.0112 |
1.0% |
0.0078 |
0.7% |
19% |
False |
False |
135,393 |
| 10 |
1.1404 |
1.1259 |
0.0145 |
1.3% |
0.0066 |
0.6% |
38% |
False |
False |
123,008 |
| 20 |
1.1404 |
1.1248 |
0.0156 |
1.4% |
0.0070 |
0.6% |
42% |
False |
False |
156,788 |
| 40 |
1.1645 |
1.1222 |
0.0423 |
3.7% |
0.0070 |
0.6% |
22% |
False |
False |
81,462 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0065 |
0.6% |
18% |
False |
False |
54,536 |
| 80 |
1.1897 |
1.1222 |
0.0676 |
6.0% |
0.0061 |
0.5% |
14% |
False |
False |
41,014 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0057 |
0.5% |
12% |
False |
False |
32,852 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0055 |
0.5% |
12% |
False |
False |
27,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1820 |
|
2.618 |
1.1657 |
|
1.618 |
1.1557 |
|
1.000 |
1.1495 |
|
0.618 |
1.1457 |
|
HIGH |
1.1395 |
|
0.618 |
1.1357 |
|
0.500 |
1.1345 |
|
0.382 |
1.1333 |
|
LOW |
1.1295 |
|
0.618 |
1.1233 |
|
1.000 |
1.1195 |
|
1.618 |
1.1133 |
|
2.618 |
1.1033 |
|
4.250 |
1.0870 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1345 |
1.1349 |
| PP |
1.1334 |
1.1337 |
| S1 |
1.1324 |
1.1325 |
|