CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1398 |
1.1366 |
-0.0032 |
-0.3% |
1.1404 |
| High |
1.1399 |
1.1419 |
0.0020 |
0.2% |
1.1407 |
| Low |
1.1328 |
1.1366 |
0.0038 |
0.3% |
1.1317 |
| Close |
1.1367 |
1.1412 |
0.0045 |
0.4% |
1.1407 |
| Range |
0.0071 |
0.0053 |
-0.0018 |
-25.4% |
0.0091 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
208 |
221 |
13 |
6.3% |
1,259 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1558 |
1.1538 |
1.1441 |
|
| R3 |
1.1505 |
1.1485 |
1.1426 |
|
| R2 |
1.1452 |
1.1452 |
1.1421 |
|
| R1 |
1.1432 |
1.1432 |
1.1416 |
1.1442 |
| PP |
1.1399 |
1.1399 |
1.1399 |
1.1404 |
| S1 |
1.1379 |
1.1379 |
1.1407 |
1.1389 |
| S2 |
1.1346 |
1.1346 |
1.1402 |
|
| S3 |
1.1293 |
1.1326 |
1.1397 |
|
| S4 |
1.1240 |
1.1273 |
1.1382 |
|
|
| 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 |
1.1419 |
1.1322 |
0.0097 |
0.9% |
0.0062 |
0.5% |
93% |
True |
False |
250 |
| 10 |
1.1430 |
1.1317 |
0.0114 |
1.0% |
0.0066 |
0.6% |
84% |
False |
False |
235 |
| 20 |
1.1430 |
1.1281 |
0.0149 |
1.3% |
0.0062 |
0.5% |
88% |
False |
False |
244 |
| 40 |
1.1508 |
1.1249 |
0.0259 |
2.3% |
0.0061 |
0.5% |
63% |
False |
False |
299 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0052 |
0.5% |
32% |
False |
False |
222 |
| 80 |
1.1818 |
1.1249 |
0.0569 |
5.0% |
0.0046 |
0.4% |
29% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1644 |
|
2.618 |
1.1557 |
|
1.618 |
1.1504 |
|
1.000 |
1.1472 |
|
0.618 |
1.1451 |
|
HIGH |
1.1419 |
|
0.618 |
1.1398 |
|
0.500 |
1.1392 |
|
0.382 |
1.1386 |
|
LOW |
1.1366 |
|
0.618 |
1.1333 |
|
1.000 |
1.1313 |
|
1.618 |
1.1280 |
|
2.618 |
1.1227 |
|
4.250 |
1.1140 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1405 |
1.1399 |
| PP |
1.1399 |
1.1386 |
| S1 |
1.1392 |
1.1373 |
|