CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1358 |
1.1404 |
0.0046 |
0.4% |
1.1371 |
| High |
1.1430 |
1.1404 |
-0.0026 |
-0.2% |
1.1430 |
| Low |
1.1348 |
1.1326 |
-0.0022 |
-0.2% |
1.1320 |
| Close |
1.1429 |
1.1340 |
-0.0090 |
-0.8% |
1.1429 |
| Range |
0.0082 |
0.0078 |
-0.0004 |
-4.9% |
0.0110 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.5% |
0.0000 |
| Volume |
350 |
65 |
-285 |
-81.4% |
862 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1543 |
1.1382 |
|
| R3 |
1.1513 |
1.1465 |
1.1361 |
|
| R2 |
1.1435 |
1.1435 |
1.1354 |
|
| R1 |
1.1387 |
1.1387 |
1.1347 |
1.1372 |
| PP |
1.1357 |
1.1357 |
1.1357 |
1.1349 |
| S1 |
1.1309 |
1.1309 |
1.1332 |
1.1294 |
| S2 |
1.1279 |
1.1279 |
1.1325 |
|
| S3 |
1.1201 |
1.1231 |
1.1318 |
|
| S4 |
1.1123 |
1.1153 |
1.1297 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1723 |
1.1686 |
1.1490 |
|
| R3 |
1.1613 |
1.1576 |
1.1459 |
|
| R2 |
1.1503 |
1.1503 |
1.1449 |
|
| R1 |
1.1466 |
1.1466 |
1.1439 |
1.1485 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1402 |
| S1 |
1.1356 |
1.1356 |
1.1419 |
1.1375 |
| S2 |
1.1283 |
1.1283 |
1.1409 |
|
| S3 |
1.1173 |
1.1246 |
1.1399 |
|
| S4 |
1.1063 |
1.1136 |
1.1369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1430 |
1.1320 |
0.0110 |
1.0% |
0.0069 |
0.6% |
18% |
False |
False |
157 |
| 10 |
1.1430 |
1.1292 |
0.0138 |
1.2% |
0.0059 |
0.5% |
34% |
False |
False |
208 |
| 20 |
1.1430 |
1.1281 |
0.0149 |
1.3% |
0.0060 |
0.5% |
39% |
False |
False |
399 |
| 40 |
1.1661 |
1.1249 |
0.0412 |
3.6% |
0.0058 |
0.5% |
22% |
False |
False |
272 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0048 |
0.4% |
18% |
False |
False |
206 |
| 80 |
1.1918 |
1.1249 |
0.0669 |
5.9% |
0.0045 |
0.4% |
14% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1736 |
|
2.618 |
1.1608 |
|
1.618 |
1.1530 |
|
1.000 |
1.1482 |
|
0.618 |
1.1452 |
|
HIGH |
1.1404 |
|
0.618 |
1.1374 |
|
0.500 |
1.1365 |
|
0.382 |
1.1356 |
|
LOW |
1.1326 |
|
0.618 |
1.1278 |
|
1.000 |
1.1248 |
|
1.618 |
1.1200 |
|
2.618 |
1.1122 |
|
4.250 |
1.0995 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1378 |
| PP |
1.1357 |
1.1365 |
| S1 |
1.1348 |
1.1352 |
|