CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1311 |
1.1301 |
-0.0010 |
-0.1% |
1.1345 |
| High |
1.1338 |
1.1362 |
0.0024 |
0.2% |
1.1404 |
| Low |
1.1287 |
1.1292 |
0.0005 |
0.0% |
1.1292 |
| Close |
1.1303 |
1.1326 |
0.0023 |
0.2% |
1.1403 |
| Range |
0.0051 |
0.0071 |
0.0020 |
38.2% |
0.0112 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.0% |
0.0000 |
| Volume |
154,132 |
149,151 |
-4,981 |
-3.2% |
605,248 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1502 |
1.1364 |
|
| R3 |
1.1467 |
1.1432 |
1.1345 |
|
| R2 |
1.1397 |
1.1397 |
1.1338 |
|
| R1 |
1.1361 |
1.1361 |
1.1332 |
1.1379 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1335 |
| S1 |
1.1291 |
1.1291 |
1.1319 |
1.1309 |
| S2 |
1.1256 |
1.1256 |
1.1313 |
|
| S3 |
1.1185 |
1.1220 |
1.1306 |
|
| S4 |
1.1115 |
1.1150 |
1.1287 |
|
|
| 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 |
1.1287 |
0.0117 |
1.0% |
0.0074 |
0.6% |
33% |
False |
False |
140,306 |
| 10 |
1.1404 |
1.1285 |
0.0119 |
1.0% |
0.0067 |
0.6% |
34% |
False |
False |
128,991 |
| 20 |
1.1404 |
1.1248 |
0.0156 |
1.4% |
0.0070 |
0.6% |
50% |
False |
False |
159,366 |
| 40 |
1.1645 |
1.1222 |
0.0423 |
3.7% |
0.0070 |
0.6% |
25% |
False |
False |
89,005 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0066 |
0.6% |
20% |
False |
False |
59,580 |
| 80 |
1.1892 |
1.1222 |
0.0671 |
5.9% |
0.0061 |
0.5% |
16% |
False |
False |
44,798 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
14% |
False |
False |
35,884 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0056 |
0.5% |
14% |
False |
False |
29,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1662 |
|
2.618 |
1.1547 |
|
1.618 |
1.1476 |
|
1.000 |
1.1433 |
|
0.618 |
1.1406 |
|
HIGH |
1.1362 |
|
0.618 |
1.1335 |
|
0.500 |
1.1327 |
|
0.382 |
1.1318 |
|
LOW |
1.1292 |
|
0.618 |
1.1248 |
|
1.000 |
1.1221 |
|
1.618 |
1.1177 |
|
2.618 |
1.1107 |
|
4.250 |
1.0992 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1341 |
| PP |
1.1326 |
1.1336 |
| S1 |
1.1326 |
1.1331 |
|