CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1337 |
-0.0018 |
-0.2% |
1.1431 |
| High |
1.1357 |
1.1341 |
-0.0016 |
-0.1% |
1.1447 |
| Low |
1.1302 |
1.1274 |
-0.0028 |
-0.2% |
1.1313 |
| Close |
1.1332 |
1.1316 |
-0.0017 |
-0.1% |
1.1353 |
| Range |
0.0055 |
0.0067 |
0.0012 |
21.8% |
0.0135 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
164,397 |
150,912 |
-13,485 |
-8.2% |
724,472 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1480 |
1.1352 |
|
| R3 |
1.1444 |
1.1413 |
1.1334 |
|
| R2 |
1.1377 |
1.1377 |
1.1328 |
|
| R1 |
1.1346 |
1.1346 |
1.1322 |
1.1328 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1301 |
| S1 |
1.1279 |
1.1279 |
1.1309 |
1.1261 |
| S2 |
1.1243 |
1.1243 |
1.1303 |
|
| S3 |
1.1176 |
1.1212 |
1.1297 |
|
| S4 |
1.1109 |
1.1145 |
1.1279 |
|
|
| 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 |
1.1381 |
1.1274 |
0.0107 |
0.9% |
0.0057 |
0.5% |
39% |
False |
True |
150,400 |
| 10 |
1.1496 |
1.1274 |
0.0222 |
2.0% |
0.0070 |
0.6% |
19% |
False |
True |
170,270 |
| 20 |
1.1496 |
1.1274 |
0.0222 |
2.0% |
0.0070 |
0.6% |
19% |
False |
True |
155,508 |
| 40 |
1.1496 |
1.1248 |
0.0249 |
2.2% |
0.0069 |
0.6% |
27% |
False |
False |
141,483 |
| 60 |
1.1722 |
1.1222 |
0.0500 |
4.4% |
0.0070 |
0.6% |
19% |
False |
False |
94,945 |
| 80 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0064 |
0.6% |
18% |
False |
False |
71,342 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0061 |
0.5% |
13% |
False |
False |
57,178 |
| 120 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
13% |
False |
False |
47,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1626 |
|
2.618 |
1.1516 |
|
1.618 |
1.1449 |
|
1.000 |
1.1408 |
|
0.618 |
1.1382 |
|
HIGH |
1.1341 |
|
0.618 |
1.1315 |
|
0.500 |
1.1308 |
|
0.382 |
1.1300 |
|
LOW |
1.1274 |
|
0.618 |
1.1233 |
|
1.000 |
1.1207 |
|
1.618 |
1.1166 |
|
2.618 |
1.1099 |
|
4.250 |
1.0989 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1323 |
| PP |
1.1310 |
1.1321 |
| S1 |
1.1308 |
1.1318 |
|