CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1355 |
0.0014 |
0.1% |
1.1375 |
| High |
1.1370 |
1.1381 |
0.0012 |
0.1% |
1.1496 |
| Low |
1.1332 |
1.1315 |
-0.0017 |
-0.2% |
1.1299 |
| Close |
1.1364 |
1.1325 |
-0.0040 |
-0.3% |
1.1428 |
| Range |
0.0038 |
0.0067 |
0.0029 |
75.0% |
0.0197 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
149,656 |
147,458 |
-2,198 |
-1.5% |
805,573 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1499 |
1.1361 |
|
| R3 |
1.1473 |
1.1432 |
1.1343 |
|
| R2 |
1.1407 |
1.1407 |
1.1337 |
|
| R1 |
1.1366 |
1.1366 |
1.1331 |
1.1353 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1334 |
| S1 |
1.1299 |
1.1299 |
1.1318 |
1.1286 |
| S2 |
1.1274 |
1.1274 |
1.1312 |
|
| S3 |
1.1207 |
1.1233 |
1.1306 |
|
| S4 |
1.1141 |
1.1166 |
1.1288 |
|
|
| 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 |
1.1315 |
0.0182 |
1.6% |
0.0071 |
0.6% |
6% |
False |
True |
180,856 |
| 10 |
1.1496 |
1.1299 |
0.0198 |
1.7% |
0.0072 |
0.6% |
13% |
False |
False |
167,502 |
| 20 |
1.1496 |
1.1285 |
0.0211 |
1.9% |
0.0070 |
0.6% |
19% |
False |
False |
148,247 |
| 40 |
1.1496 |
1.1222 |
0.0275 |
2.4% |
0.0071 |
0.6% |
38% |
False |
False |
130,437 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0070 |
0.6% |
20% |
False |
False |
87,402 |
| 80 |
1.1746 |
1.1222 |
0.0525 |
4.6% |
0.0064 |
0.6% |
20% |
False |
False |
65,692 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0060 |
0.5% |
14% |
False |
False |
52,632 |
| 120 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0057 |
0.5% |
14% |
False |
False |
43,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1664 |
|
2.618 |
1.1555 |
|
1.618 |
1.1489 |
|
1.000 |
1.1448 |
|
0.618 |
1.1422 |
|
HIGH |
1.1381 |
|
0.618 |
1.1356 |
|
0.500 |
1.1348 |
|
0.382 |
1.1340 |
|
LOW |
1.1315 |
|
0.618 |
1.1273 |
|
1.000 |
1.1248 |
|
1.618 |
1.1207 |
|
2.618 |
1.1140 |
|
4.250 |
1.1032 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1381 |
| PP |
1.1340 |
1.1362 |
| S1 |
1.1332 |
1.1343 |
|