CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1337 |
1.1316 |
-0.0022 |
-0.2% |
1.1431 |
| High |
1.1341 |
1.1322 |
-0.0019 |
-0.2% |
1.1447 |
| Low |
1.1274 |
1.1246 |
-0.0029 |
-0.3% |
1.1313 |
| Close |
1.1316 |
1.1265 |
-0.0051 |
-0.5% |
1.1353 |
| Range |
0.0067 |
0.0077 |
0.0010 |
14.2% |
0.0135 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.7% |
0.0000 |
| Volume |
150,912 |
163,283 |
12,371 |
8.2% |
724,472 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1507 |
1.1462 |
1.1307 |
|
| R3 |
1.1430 |
1.1386 |
1.1286 |
|
| R2 |
1.1354 |
1.1354 |
1.1279 |
|
| R1 |
1.1309 |
1.1309 |
1.1272 |
1.1293 |
| PP |
1.1277 |
1.1277 |
1.1277 |
1.1269 |
| S1 |
1.1233 |
1.1233 |
1.1257 |
1.1217 |
| S2 |
1.1201 |
1.1201 |
1.1250 |
|
| S3 |
1.1124 |
1.1156 |
1.1243 |
|
| S4 |
1.1048 |
1.1080 |
1.1222 |
|
|
| 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 |
1.1246 |
0.0136 |
1.2% |
0.0065 |
0.6% |
14% |
False |
True |
153,126 |
| 10 |
1.1496 |
1.1246 |
0.0251 |
2.2% |
0.0071 |
0.6% |
8% |
False |
True |
172,240 |
| 20 |
1.1496 |
1.1246 |
0.0251 |
2.2% |
0.0072 |
0.6% |
8% |
False |
True |
159,047 |
| 40 |
1.1496 |
1.1246 |
0.0251 |
2.2% |
0.0070 |
0.6% |
8% |
False |
True |
145,457 |
| 60 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0069 |
0.6% |
10% |
False |
False |
97,640 |
| 80 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0064 |
0.6% |
8% |
False |
False |
73,377 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0061 |
0.5% |
6% |
False |
False |
58,804 |
| 120 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
6% |
False |
False |
49,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1647 |
|
2.618 |
1.1522 |
|
1.618 |
1.1446 |
|
1.000 |
1.1399 |
|
0.618 |
1.1369 |
|
HIGH |
1.1322 |
|
0.618 |
1.1293 |
|
0.500 |
1.1284 |
|
0.382 |
1.1275 |
|
LOW |
1.1246 |
|
0.618 |
1.1198 |
|
1.000 |
1.1169 |
|
1.618 |
1.1122 |
|
2.618 |
1.1045 |
|
4.250 |
1.0920 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1301 |
| PP |
1.1277 |
1.1289 |
| S1 |
1.1271 |
1.1277 |
|