CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1156 |
1.1156 |
0.0000 |
0.0% |
1.1355 |
| High |
1.1184 |
1.1258 |
0.0074 |
0.7% |
1.1357 |
| Low |
1.1131 |
1.1144 |
0.0013 |
0.1% |
1.1131 |
| Close |
1.1155 |
1.1254 |
0.0099 |
0.9% |
1.1155 |
| Range |
0.0053 |
0.0114 |
0.0061 |
115.1% |
0.0226 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.1% |
0.0000 |
| Volume |
184,947 |
194,715 |
9,768 |
5.3% |
929,451 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1521 |
1.1316 |
|
| R3 |
1.1446 |
1.1407 |
1.1285 |
|
| R2 |
1.1332 |
1.1332 |
1.1274 |
|
| R1 |
1.1293 |
1.1293 |
1.1264 |
1.1313 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1228 |
| S1 |
1.1179 |
1.1179 |
1.1243 |
1.1199 |
| S2 |
1.1104 |
1.1104 |
1.1233 |
|
| S3 |
1.0990 |
1.1065 |
1.1222 |
|
| S4 |
1.0876 |
1.0951 |
1.1191 |
|
|
| 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 |
1.1341 |
1.1131 |
0.0211 |
1.9% |
0.0085 |
0.8% |
58% |
False |
False |
191,953 |
| 10 |
1.1447 |
1.1131 |
0.0317 |
2.8% |
0.0076 |
0.7% |
39% |
False |
False |
184,863 |
| 20 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0074 |
0.7% |
34% |
False |
False |
169,277 |
| 40 |
1.1496 |
1.1131 |
0.0366 |
3.2% |
0.0071 |
0.6% |
34% |
False |
False |
159,942 |
| 60 |
1.1652 |
1.1131 |
0.0521 |
4.6% |
0.0071 |
0.6% |
24% |
False |
False |
108,363 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0066 |
0.6% |
20% |
False |
False |
81,433 |
| 100 |
1.1897 |
1.1131 |
0.0767 |
6.8% |
0.0063 |
0.6% |
16% |
False |
False |
65,246 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0059 |
0.5% |
15% |
False |
False |
54,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1742 |
|
2.618 |
1.1556 |
|
1.618 |
1.1442 |
|
1.000 |
1.1372 |
|
0.618 |
1.1328 |
|
HIGH |
1.1258 |
|
0.618 |
1.1214 |
|
0.500 |
1.1201 |
|
0.382 |
1.1187 |
|
LOW |
1.1144 |
|
0.618 |
1.1073 |
|
1.000 |
1.1030 |
|
1.618 |
1.0959 |
|
2.618 |
1.0845 |
|
4.250 |
1.0659 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1234 |
| PP |
1.1218 |
1.1214 |
| S1 |
1.1201 |
1.1194 |
|