CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1351 |
0.0027 |
0.2% |
1.1371 |
| High |
1.1388 |
1.1371 |
-0.0017 |
-0.1% |
1.1430 |
| Low |
1.1322 |
1.1329 |
0.0008 |
0.1% |
1.1320 |
| Close |
1.1353 |
1.1329 |
-0.0024 |
-0.2% |
1.1429 |
| Range |
0.0066 |
0.0042 |
-0.0024 |
-36.4% |
0.0110 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
454 |
132 |
-322 |
-70.9% |
862 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1441 |
1.1352 |
|
| R3 |
1.1427 |
1.1399 |
1.1341 |
|
| R2 |
1.1385 |
1.1385 |
1.1337 |
|
| R1 |
1.1357 |
1.1357 |
1.1333 |
1.1350 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1340 |
| S1 |
1.1315 |
1.1315 |
1.1325 |
1.1308 |
| S2 |
1.1301 |
1.1301 |
1.1321 |
|
| S3 |
1.1259 |
1.1273 |
1.1317 |
|
| S4 |
1.1217 |
1.1231 |
1.1306 |
|
|
| 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% |
0.0063 |
0.6% |
11% |
False |
False |
274 |
| 10 |
1.1430 |
1.1317 |
0.0114 |
1.0% |
0.0056 |
0.5% |
11% |
False |
False |
198 |
| 20 |
1.1430 |
1.1281 |
0.0149 |
1.3% |
0.0060 |
0.5% |
32% |
False |
False |
427 |
| 40 |
1.1635 |
1.1249 |
0.0386 |
3.4% |
0.0060 |
0.5% |
21% |
False |
False |
292 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0050 |
0.4% |
16% |
False |
False |
222 |
| 80 |
1.1893 |
1.1249 |
0.0644 |
5.7% |
0.0045 |
0.4% |
12% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1550 |
|
2.618 |
1.1481 |
|
1.618 |
1.1439 |
|
1.000 |
1.1413 |
|
0.618 |
1.1397 |
|
HIGH |
1.1371 |
|
0.618 |
1.1355 |
|
0.500 |
1.1350 |
|
0.382 |
1.1345 |
|
LOW |
1.1329 |
|
0.618 |
1.1303 |
|
1.000 |
1.1287 |
|
1.618 |
1.1261 |
|
2.618 |
1.1219 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1350 |
1.1352 |
| PP |
1.1343 |
1.1344 |
| S1 |
1.1336 |
1.1337 |
|