CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1301 |
1.1325 |
0.0024 |
0.2% |
1.1345 |
| High |
1.1362 |
1.1347 |
-0.0016 |
-0.1% |
1.1404 |
| Low |
1.1292 |
1.1299 |
0.0007 |
0.1% |
1.1292 |
| Close |
1.1326 |
1.1302 |
-0.0024 |
-0.2% |
1.1403 |
| Range |
0.0071 |
0.0048 |
-0.0023 |
-31.9% |
0.0112 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
149,151 |
136,948 |
-12,203 |
-8.2% |
605,248 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1429 |
1.1328 |
|
| R3 |
1.1412 |
1.1381 |
1.1315 |
|
| R2 |
1.1364 |
1.1364 |
1.1310 |
|
| R1 |
1.1333 |
1.1333 |
1.1306 |
1.1324 |
| PP |
1.1316 |
1.1316 |
1.1316 |
1.1311 |
| S1 |
1.1285 |
1.1285 |
1.1297 |
1.1276 |
| S2 |
1.1268 |
1.1268 |
1.1293 |
|
| S3 |
1.1220 |
1.1237 |
1.1288 |
|
| S4 |
1.1172 |
1.1189 |
1.1275 |
|
|
| 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% |
0.0071 |
0.6% |
12% |
False |
False |
141,040 |
| 10 |
1.1404 |
1.1287 |
0.0117 |
1.0% |
0.0064 |
0.6% |
12% |
False |
False |
129,972 |
| 20 |
1.1404 |
1.1248 |
0.0156 |
1.4% |
0.0068 |
0.6% |
35% |
False |
False |
153,272 |
| 40 |
1.1628 |
1.1222 |
0.0407 |
3.6% |
0.0071 |
0.6% |
20% |
False |
False |
92,412 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0066 |
0.6% |
16% |
False |
False |
61,856 |
| 80 |
1.1878 |
1.1222 |
0.0657 |
5.8% |
0.0061 |
0.5% |
12% |
False |
False |
46,504 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
11% |
False |
False |
37,253 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0056 |
0.5% |
11% |
False |
False |
31,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1472 |
|
1.618 |
1.1424 |
|
1.000 |
1.1395 |
|
0.618 |
1.1376 |
|
HIGH |
1.1347 |
|
0.618 |
1.1328 |
|
0.500 |
1.1323 |
|
0.382 |
1.1317 |
|
LOW |
1.1299 |
|
0.618 |
1.1269 |
|
1.000 |
1.1251 |
|
1.618 |
1.1221 |
|
2.618 |
1.1173 |
|
4.250 |
1.1095 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1325 |
| PP |
1.1316 |
1.1317 |
| S1 |
1.1309 |
1.1309 |
|