CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1316 |
1.1252 |
-0.0064 |
-0.6% |
1.1431 |
| High |
1.1322 |
1.1253 |
-0.0069 |
-0.6% |
1.1447 |
| Low |
1.1246 |
1.1141 |
-0.0105 |
-0.9% |
1.1313 |
| Close |
1.1265 |
1.1151 |
-0.0114 |
-1.0% |
1.1353 |
| Range |
0.0077 |
0.0112 |
0.0036 |
46.4% |
0.0135 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.5% |
0.0000 |
| Volume |
163,283 |
265,912 |
102,629 |
62.9% |
724,472 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1446 |
1.1212 |
|
| R3 |
1.1406 |
1.1334 |
1.1181 |
|
| R2 |
1.1294 |
1.1294 |
1.1171 |
|
| R1 |
1.1222 |
1.1222 |
1.1161 |
1.1202 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1171 |
| S1 |
1.1110 |
1.1110 |
1.1140 |
1.1090 |
| S2 |
1.1070 |
1.1070 |
1.1130 |
|
| S3 |
1.0958 |
1.0998 |
1.1120 |
|
| S4 |
1.0846 |
1.0886 |
1.1089 |
|
|
| 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 |
1.1372 |
1.1141 |
0.0231 |
2.1% |
0.0074 |
0.7% |
4% |
False |
True |
176,816 |
| 10 |
1.1496 |
1.1141 |
0.0355 |
3.2% |
0.0072 |
0.6% |
3% |
False |
True |
178,836 |
| 20 |
1.1496 |
1.1141 |
0.0355 |
3.2% |
0.0073 |
0.7% |
3% |
False |
True |
163,032 |
| 40 |
1.1496 |
1.1141 |
0.0355 |
3.2% |
0.0069 |
0.6% |
3% |
False |
True |
151,780 |
| 60 |
1.1652 |
1.1141 |
0.0511 |
4.6% |
0.0069 |
0.6% |
2% |
False |
True |
102,063 |
| 80 |
1.1732 |
1.1141 |
0.0591 |
5.3% |
0.0065 |
0.6% |
2% |
False |
True |
76,695 |
| 100 |
1.1931 |
1.1141 |
0.0790 |
7.1% |
0.0062 |
0.6% |
1% |
False |
True |
61,461 |
| 120 |
1.1956 |
1.1141 |
0.0815 |
7.3% |
0.0059 |
0.5% |
1% |
False |
True |
51,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1729 |
|
2.618 |
1.1546 |
|
1.618 |
1.1434 |
|
1.000 |
1.1365 |
|
0.618 |
1.1322 |
|
HIGH |
1.1253 |
|
0.618 |
1.1210 |
|
0.500 |
1.1197 |
|
0.382 |
1.1184 |
|
LOW |
1.1141 |
|
0.618 |
1.1072 |
|
1.000 |
1.1029 |
|
1.618 |
1.0960 |
|
2.618 |
1.0848 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1197 |
1.1241 |
| PP |
1.1182 |
1.1211 |
| S1 |
1.1166 |
1.1181 |
|