CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1252 |
1.1156 |
-0.0097 |
-0.9% |
1.1355 |
| High |
1.1253 |
1.1184 |
-0.0070 |
-0.6% |
1.1357 |
| Low |
1.1141 |
1.1131 |
-0.0011 |
-0.1% |
1.1131 |
| Close |
1.1151 |
1.1155 |
0.0004 |
0.0% |
1.1155 |
| Range |
0.0112 |
0.0053 |
-0.0059 |
-52.7% |
0.0226 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
265,912 |
184,947 |
-80,965 |
-30.4% |
929,451 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1288 |
1.1184 |
|
| R3 |
1.1262 |
1.1235 |
1.1169 |
|
| R2 |
1.1209 |
1.1209 |
1.1164 |
|
| R1 |
1.1182 |
1.1182 |
1.1159 |
1.1169 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1150 |
| S1 |
1.1129 |
1.1129 |
1.1150 |
1.1116 |
| S2 |
1.1103 |
1.1103 |
1.1145 |
|
| S3 |
1.1050 |
1.1076 |
1.1140 |
|
| S4 |
1.0997 |
1.1023 |
1.1125 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1892 |
1.1749 |
1.1279 |
|
| R3 |
1.1666 |
1.1523 |
1.1217 |
|
| R2 |
1.1440 |
1.1440 |
1.1196 |
|
| R1 |
1.1297 |
1.1297 |
1.1175 |
1.1256 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1193 |
| S1 |
1.1071 |
1.1071 |
1.1134 |
1.1030 |
| S2 |
1.0988 |
1.0988 |
1.1113 |
|
| S3 |
1.0762 |
1.0845 |
1.1092 |
|
| S4 |
1.0536 |
1.0619 |
1.1030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1357 |
1.1131 |
0.0226 |
2.0% |
0.0073 |
0.7% |
11% |
False |
True |
185,890 |
| 10 |
1.1496 |
1.1131 |
0.0366 |
3.3% |
0.0073 |
0.7% |
7% |
False |
True |
180,772 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.3% |
0.0072 |
0.6% |
7% |
False |
True |
165,615 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.3% |
0.0069 |
0.6% |
7% |
False |
True |
155,797 |
| 60 |
1.1652 |
1.1131 |
0.0521 |
4.7% |
0.0070 |
0.6% |
5% |
False |
True |
105,139 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.4% |
0.0065 |
0.6% |
4% |
False |
True |
79,003 |
| 100 |
1.1898 |
1.1131 |
0.0768 |
6.9% |
0.0062 |
0.6% |
3% |
False |
True |
63,307 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.4% |
0.0059 |
0.5% |
3% |
False |
True |
52,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1322 |
|
1.618 |
1.1269 |
|
1.000 |
1.1237 |
|
0.618 |
1.1216 |
|
HIGH |
1.1184 |
|
0.618 |
1.1163 |
|
0.500 |
1.1157 |
|
0.382 |
1.1151 |
|
LOW |
1.1131 |
|
0.618 |
1.1098 |
|
1.000 |
1.1078 |
|
1.618 |
1.1045 |
|
2.618 |
1.0992 |
|
4.250 |
1.0905 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1226 |
| PP |
1.1156 |
1.1202 |
| S1 |
1.1155 |
1.1178 |
|