CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1456 |
1.1468 |
0.0012 |
0.1% |
1.1375 |
| High |
1.1495 |
1.1496 |
0.0001 |
0.0% |
1.1496 |
| Low |
1.1449 |
1.1412 |
-0.0038 |
-0.3% |
1.1299 |
| Close |
1.1475 |
1.1428 |
-0.0047 |
-0.4% |
1.1428 |
| Range |
0.0046 |
0.0085 |
0.0039 |
83.7% |
0.0197 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.5% |
0.0000 |
| Volume |
165,588 |
153,801 |
-11,787 |
-7.1% |
805,573 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1699 |
1.1648 |
1.1474 |
|
| R3 |
1.1614 |
1.1563 |
1.1451 |
|
| R2 |
1.1530 |
1.1530 |
1.1443 |
|
| R1 |
1.1479 |
1.1479 |
1.1436 |
1.1462 |
| PP |
1.1445 |
1.1445 |
1.1445 |
1.1437 |
| S1 |
1.1394 |
1.1394 |
1.1420 |
1.1378 |
| S2 |
1.1361 |
1.1361 |
1.1413 |
|
| S3 |
1.1276 |
1.1310 |
1.1405 |
|
| S4 |
1.1192 |
1.1225 |
1.1382 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1999 |
1.1910 |
1.1536 |
|
| R3 |
1.1802 |
1.1713 |
1.1482 |
|
| R2 |
1.1605 |
1.1605 |
1.1464 |
|
| R1 |
1.1516 |
1.1516 |
1.1446 |
1.1561 |
| PP |
1.1408 |
1.1408 |
1.1408 |
1.1430 |
| S1 |
1.1319 |
1.1319 |
1.1410 |
1.1364 |
| S2 |
1.1211 |
1.1211 |
1.1392 |
|
| S3 |
1.1014 |
1.1122 |
1.1374 |
|
| S4 |
1.0817 |
1.0925 |
1.1320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1496 |
1.1299 |
0.0197 |
1.7% |
0.0074 |
0.6% |
65% |
True |
False |
161,114 |
| 10 |
1.1496 |
1.1287 |
0.0209 |
1.8% |
0.0071 |
0.6% |
67% |
True |
False |
153,691 |
| 20 |
1.1496 |
1.1259 |
0.0238 |
2.1% |
0.0070 |
0.6% |
71% |
True |
False |
138,163 |
| 40 |
1.1496 |
1.1222 |
0.0275 |
2.4% |
0.0071 |
0.6% |
75% |
True |
False |
115,979 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0069 |
0.6% |
40% |
False |
False |
77,682 |
| 80 |
1.1795 |
1.1222 |
0.0573 |
5.0% |
0.0063 |
0.6% |
36% |
False |
False |
58,396 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.4% |
0.0060 |
0.5% |
28% |
False |
False |
46,783 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0057 |
0.5% |
28% |
False |
False |
38,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1855 |
|
2.618 |
1.1717 |
|
1.618 |
1.1633 |
|
1.000 |
1.1581 |
|
0.618 |
1.1548 |
|
HIGH |
1.1496 |
|
0.618 |
1.1464 |
|
0.500 |
1.1454 |
|
0.382 |
1.1444 |
|
LOW |
1.1412 |
|
0.618 |
1.1359 |
|
1.000 |
1.1327 |
|
1.618 |
1.1275 |
|
2.618 |
1.1190 |
|
4.250 |
1.1052 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1454 |
1.1433 |
| PP |
1.1445 |
1.1431 |
| S1 |
1.1437 |
1.1430 |
|