CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1323 |
-0.0032 |
-0.3% |
1.1431 |
| High |
1.1381 |
1.1372 |
-0.0009 |
-0.1% |
1.1447 |
| Low |
1.1315 |
1.1313 |
-0.0002 |
0.0% |
1.1313 |
| Close |
1.1325 |
1.1353 |
0.0029 |
0.3% |
1.1353 |
| Range |
0.0067 |
0.0060 |
-0.0007 |
-10.5% |
0.0135 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
147,458 |
139,580 |
-7,878 |
-5.3% |
724,472 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1498 |
1.1386 |
|
| R3 |
1.1465 |
1.1439 |
1.1369 |
|
| R2 |
1.1405 |
1.1405 |
1.1364 |
|
| R1 |
1.1379 |
1.1379 |
1.1358 |
1.1392 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1352 |
| S1 |
1.1320 |
1.1320 |
1.1348 |
1.1333 |
| S2 |
1.1286 |
1.1286 |
1.1342 |
|
| S3 |
1.1227 |
1.1260 |
1.1337 |
|
| S4 |
1.1167 |
1.1201 |
1.1320 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1774 |
1.1698 |
1.1427 |
|
| R3 |
1.1640 |
1.1564 |
1.1390 |
|
| R2 |
1.1505 |
1.1505 |
1.1378 |
|
| R1 |
1.1429 |
1.1429 |
1.1365 |
1.1400 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1356 |
| S1 |
1.1295 |
1.1295 |
1.1341 |
1.1266 |
| S2 |
1.1236 |
1.1236 |
1.1328 |
|
| S3 |
1.1102 |
1.1160 |
1.1316 |
|
| S4 |
1.0967 |
1.1026 |
1.1279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1496 |
1.1313 |
0.0184 |
1.6% |
0.0074 |
0.6% |
22% |
False |
True |
175,654 |
| 10 |
1.1496 |
1.1299 |
0.0197 |
1.7% |
0.0073 |
0.6% |
27% |
False |
False |
167,766 |
| 20 |
1.1496 |
1.1287 |
0.0209 |
1.8% |
0.0069 |
0.6% |
32% |
False |
False |
148,869 |
| 40 |
1.1496 |
1.1222 |
0.0275 |
2.4% |
0.0071 |
0.6% |
48% |
False |
False |
133,845 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0070 |
0.6% |
26% |
False |
False |
89,722 |
| 80 |
1.1733 |
1.1222 |
0.0511 |
4.5% |
0.0064 |
0.6% |
26% |
False |
False |
67,427 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0061 |
0.5% |
18% |
False |
False |
54,028 |
| 120 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
18% |
False |
False |
45,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1625 |
|
2.618 |
1.1528 |
|
1.618 |
1.1468 |
|
1.000 |
1.1432 |
|
0.618 |
1.1409 |
|
HIGH |
1.1372 |
|
0.618 |
1.1349 |
|
0.500 |
1.1342 |
|
0.382 |
1.1335 |
|
LOW |
1.1313 |
|
0.618 |
1.1276 |
|
1.000 |
1.1253 |
|
1.618 |
1.1216 |
|
2.618 |
1.1157 |
|
4.250 |
1.1060 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1349 |
1.1351 |
| PP |
1.1346 |
1.1349 |
| S1 |
1.1342 |
1.1347 |
|