CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1341 |
1.1398 |
0.0057 |
0.5% |
1.1404 |
| High |
1.1407 |
1.1399 |
-0.0008 |
-0.1% |
1.1407 |
| Low |
1.1330 |
1.1328 |
-0.0002 |
0.0% |
1.1317 |
| Close |
1.1407 |
1.1367 |
-0.0040 |
-0.3% |
1.1407 |
| Range |
0.0077 |
0.0071 |
-0.0006 |
-7.8% |
0.0091 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0000 |
| Volume |
235 |
208 |
-27 |
-11.5% |
1,259 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1543 |
1.1406 |
|
| R3 |
1.1507 |
1.1472 |
1.1387 |
|
| R2 |
1.1436 |
1.1436 |
1.1380 |
|
| R1 |
1.1401 |
1.1401 |
1.1374 |
1.1383 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1356 |
| S1 |
1.1330 |
1.1330 |
1.1360 |
1.1312 |
| S2 |
1.1294 |
1.1294 |
1.1354 |
|
| S3 |
1.1223 |
1.1259 |
1.1347 |
|
| S4 |
1.1152 |
1.1188 |
1.1328 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1618 |
1.1456 |
|
| R3 |
1.1558 |
1.1527 |
1.1431 |
|
| R2 |
1.1467 |
1.1467 |
1.1423 |
|
| R1 |
1.1437 |
1.1437 |
1.1415 |
1.1452 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1384 |
| S1 |
1.1346 |
1.1346 |
1.1398 |
1.1362 |
| S2 |
1.1286 |
1.1286 |
1.1390 |
|
| S3 |
1.1196 |
1.1256 |
1.1382 |
|
| S4 |
1.1105 |
1.1165 |
1.1357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1407 |
1.1317 |
0.0091 |
0.8% |
0.0060 |
0.5% |
56% |
False |
False |
280 |
| 10 |
1.1430 |
1.1317 |
0.0114 |
1.0% |
0.0065 |
0.6% |
44% |
False |
False |
219 |
| 20 |
1.1430 |
1.1281 |
0.0149 |
1.3% |
0.0062 |
0.5% |
58% |
False |
False |
245 |
| 40 |
1.1519 |
1.1249 |
0.0270 |
2.4% |
0.0060 |
0.5% |
44% |
False |
False |
295 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0051 |
0.4% |
24% |
False |
False |
223 |
| 80 |
1.1853 |
1.1249 |
0.0604 |
5.3% |
0.0046 |
0.4% |
20% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1701 |
|
2.618 |
1.1585 |
|
1.618 |
1.1514 |
|
1.000 |
1.1470 |
|
0.618 |
1.1443 |
|
HIGH |
1.1399 |
|
0.618 |
1.1372 |
|
0.500 |
1.1364 |
|
0.382 |
1.1355 |
|
LOW |
1.1328 |
|
0.618 |
1.1284 |
|
1.000 |
1.1257 |
|
1.618 |
1.1213 |
|
2.618 |
1.1142 |
|
4.250 |
1.1026 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1368 |
| PP |
1.1365 |
1.1367 |
| S1 |
1.1364 |
1.1367 |
|