CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1431 |
1.1342 |
-0.0090 |
-0.8% |
1.1375 |
| High |
1.1447 |
1.1370 |
-0.0078 |
-0.7% |
1.1496 |
| Low |
1.1328 |
1.1332 |
0.0004 |
0.0% |
1.1299 |
| Close |
1.1339 |
1.1364 |
0.0025 |
0.2% |
1.1428 |
| Range |
0.0119 |
0.0038 |
-0.0081 |
-68.1% |
0.0197 |
| ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
287,778 |
149,656 |
-138,122 |
-48.0% |
805,573 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1455 |
1.1385 |
|
| R3 |
1.1431 |
1.1417 |
1.1374 |
|
| R2 |
1.1393 |
1.1393 |
1.1371 |
|
| R1 |
1.1379 |
1.1379 |
1.1367 |
1.1386 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1359 |
| S1 |
1.1341 |
1.1341 |
1.1361 |
1.1348 |
| S2 |
1.1317 |
1.1317 |
1.1357 |
|
| S3 |
1.1279 |
1.1303 |
1.1354 |
|
| S4 |
1.1241 |
1.1265 |
1.1343 |
|
|
| 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 |
1.1328 |
0.0168 |
1.5% |
0.0077 |
0.7% |
21% |
False |
False |
191,355 |
| 10 |
1.1496 |
1.1292 |
0.0205 |
1.8% |
0.0072 |
0.6% |
35% |
False |
False |
167,672 |
| 20 |
1.1496 |
1.1282 |
0.0215 |
1.9% |
0.0068 |
0.6% |
38% |
False |
False |
146,923 |
| 40 |
1.1496 |
1.1222 |
0.0275 |
2.4% |
0.0070 |
0.6% |
52% |
False |
False |
126,812 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0070 |
0.6% |
28% |
False |
False |
84,956 |
| 80 |
1.1768 |
1.1222 |
0.0547 |
4.8% |
0.0064 |
0.6% |
26% |
False |
False |
63,852 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0060 |
0.5% |
19% |
False |
False |
51,157 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0057 |
0.5% |
19% |
False |
False |
42,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1469 |
|
1.618 |
1.1431 |
|
1.000 |
1.1408 |
|
0.618 |
1.1393 |
|
HIGH |
1.1370 |
|
0.618 |
1.1355 |
|
0.500 |
1.1351 |
|
0.382 |
1.1346 |
|
LOW |
1.1332 |
|
0.618 |
1.1308 |
|
1.000 |
1.1294 |
|
1.618 |
1.1270 |
|
2.618 |
1.1232 |
|
4.250 |
1.1170 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1360 |
1.1412 |
| PP |
1.1355 |
1.1396 |
| S1 |
1.1351 |
1.1380 |
|