CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1339 |
1.1324 |
-0.0015 |
-0.1% |
1.1371 |
| High |
1.1361 |
1.1388 |
0.0027 |
0.2% |
1.1430 |
| Low |
1.1317 |
1.1322 |
0.0005 |
0.0% |
1.1320 |
| Close |
1.1330 |
1.1353 |
0.0023 |
0.2% |
1.1429 |
| Range |
0.0045 |
0.0066 |
0.0022 |
48.3% |
0.0110 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
| Volume |
373 |
454 |
81 |
21.7% |
862 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1552 |
1.1518 |
1.1389 |
|
| R3 |
1.1486 |
1.1452 |
1.1371 |
|
| R2 |
1.1420 |
1.1420 |
1.1365 |
|
| R1 |
1.1386 |
1.1386 |
1.1359 |
1.1403 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1362 |
| S1 |
1.1320 |
1.1320 |
1.1346 |
1.1337 |
| S2 |
1.1288 |
1.1288 |
1.1340 |
|
| S3 |
1.1222 |
1.1254 |
1.1334 |
|
| S4 |
1.1156 |
1.1188 |
1.1316 |
|
|
| 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 |
1.1317 |
0.0114 |
1.0% |
0.0065 |
0.6% |
32% |
False |
False |
283 |
| 10 |
1.1430 |
1.1317 |
0.0114 |
1.0% |
0.0059 |
0.5% |
32% |
False |
False |
198 |
| 20 |
1.1430 |
1.1281 |
0.0149 |
1.3% |
0.0062 |
0.5% |
48% |
False |
False |
434 |
| 40 |
1.1661 |
1.1249 |
0.0412 |
3.6% |
0.0059 |
0.5% |
25% |
False |
False |
289 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0050 |
0.4% |
21% |
False |
False |
220 |
| 80 |
1.1910 |
1.1249 |
0.0661 |
5.8% |
0.0045 |
0.4% |
16% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1668 |
|
2.618 |
1.1560 |
|
1.618 |
1.1494 |
|
1.000 |
1.1454 |
|
0.618 |
1.1428 |
|
HIGH |
1.1388 |
|
0.618 |
1.1362 |
|
0.500 |
1.1355 |
|
0.382 |
1.1347 |
|
LOW |
1.1322 |
|
0.618 |
1.1281 |
|
1.000 |
1.1256 |
|
1.618 |
1.1215 |
|
2.618 |
1.1149 |
|
4.250 |
1.1041 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1355 |
1.1360 |
| PP |
1.1354 |
1.1358 |
| S1 |
1.1353 |
1.1355 |
|