CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1385 |
0.0043 |
0.4% |
1.1394 |
| High |
1.1390 |
1.1468 |
0.0078 |
0.7% |
1.1395 |
| Low |
1.1327 |
1.1369 |
0.0042 |
0.4% |
1.1287 |
| Close |
1.1383 |
1.1464 |
0.0081 |
0.7% |
1.1378 |
| Range |
0.0063 |
0.0099 |
0.0036 |
56.3% |
0.0108 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.0% |
0.0000 |
| Volume |
143,578 |
199,954 |
56,376 |
39.3% |
731,343 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1729 |
1.1695 |
1.1518 |
|
| R3 |
1.1630 |
1.1596 |
1.1491 |
|
| R2 |
1.1532 |
1.1532 |
1.1482 |
|
| R1 |
1.1498 |
1.1498 |
1.1473 |
1.1515 |
| PP |
1.1433 |
1.1433 |
1.1433 |
1.1442 |
| S1 |
1.1399 |
1.1399 |
1.1454 |
1.1416 |
| S2 |
1.1335 |
1.1335 |
1.1445 |
|
| S3 |
1.1236 |
1.1301 |
1.1436 |
|
| S4 |
1.1138 |
1.1202 |
1.1409 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1636 |
1.1437 |
|
| R3 |
1.1569 |
1.1528 |
1.1408 |
|
| R2 |
1.1461 |
1.1461 |
1.1398 |
|
| R1 |
1.1420 |
1.1420 |
1.1388 |
1.1387 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1337 |
| S1 |
1.1312 |
1.1312 |
1.1368 |
1.1279 |
| S2 |
1.1245 |
1.1245 |
1.1358 |
|
| S3 |
1.1137 |
1.1204 |
1.1348 |
|
| S4 |
1.1029 |
1.1096 |
1.1319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1468 |
1.1299 |
0.0169 |
1.5% |
0.0073 |
0.6% |
98% |
True |
False |
154,149 |
| 10 |
1.1468 |
1.1287 |
0.0181 |
1.6% |
0.0073 |
0.6% |
98% |
True |
False |
147,228 |
| 20 |
1.1468 |
1.1248 |
0.0220 |
1.9% |
0.0071 |
0.6% |
98% |
True |
False |
138,659 |
| 40 |
1.1468 |
1.1222 |
0.0246 |
2.1% |
0.0071 |
0.6% |
98% |
True |
False |
108,092 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.4% |
0.0068 |
0.6% |
47% |
False |
False |
72,382 |
| 80 |
1.1800 |
1.1222 |
0.0579 |
5.0% |
0.0063 |
0.5% |
42% |
False |
False |
54,410 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.4% |
0.0059 |
0.5% |
33% |
False |
False |
43,590 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0057 |
0.5% |
33% |
False |
False |
36,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1886 |
|
2.618 |
1.1725 |
|
1.618 |
1.1627 |
|
1.000 |
1.1566 |
|
0.618 |
1.1528 |
|
HIGH |
1.1468 |
|
0.618 |
1.1430 |
|
0.500 |
1.1418 |
|
0.382 |
1.1407 |
|
LOW |
1.1369 |
|
0.618 |
1.1308 |
|
1.000 |
1.1271 |
|
1.618 |
1.1210 |
|
2.618 |
1.1111 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1448 |
1.1437 |
| PP |
1.1433 |
1.1410 |
| S1 |
1.1418 |
1.1383 |
|