CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1366 |
1.1411 |
0.0046 |
0.4% |
1.1404 |
| High |
1.1419 |
1.1494 |
0.0075 |
0.7% |
1.1407 |
| Low |
1.1366 |
1.1399 |
0.0034 |
0.3% |
1.1317 |
| Close |
1.1412 |
1.1493 |
0.0081 |
0.7% |
1.1407 |
| Range |
0.0053 |
0.0095 |
0.0042 |
78.3% |
0.0091 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.4% |
0.0000 |
| Volume |
221 |
416 |
195 |
88.2% |
1,259 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1745 |
1.1713 |
1.1544 |
|
| R3 |
1.1651 |
1.1619 |
1.1518 |
|
| R2 |
1.1556 |
1.1556 |
1.1510 |
|
| R1 |
1.1524 |
1.1524 |
1.1501 |
1.1540 |
| PP |
1.1462 |
1.1462 |
1.1462 |
1.1470 |
| S1 |
1.1430 |
1.1430 |
1.1484 |
1.1446 |
| S2 |
1.1367 |
1.1367 |
1.1475 |
|
| S3 |
1.1273 |
1.1335 |
1.1467 |
|
| S4 |
1.1178 |
1.1241 |
1.1441 |
|
|
| 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 |
1.1494 |
1.1328 |
0.0166 |
1.4% |
0.0068 |
0.6% |
99% |
True |
False |
242 |
| 10 |
1.1494 |
1.1317 |
0.0177 |
1.5% |
0.0066 |
0.6% |
99% |
True |
False |
263 |
| 20 |
1.1494 |
1.1281 |
0.0213 |
1.8% |
0.0063 |
0.6% |
100% |
True |
False |
252 |
| 40 |
1.1494 |
1.1249 |
0.0245 |
2.1% |
0.0061 |
0.5% |
100% |
True |
False |
308 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0053 |
0.5% |
49% |
False |
False |
228 |
| 80 |
1.1818 |
1.1249 |
0.0569 |
5.0% |
0.0047 |
0.4% |
43% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1895 |
|
2.618 |
1.1741 |
|
1.618 |
1.1646 |
|
1.000 |
1.1588 |
|
0.618 |
1.1552 |
|
HIGH |
1.1494 |
|
0.618 |
1.1457 |
|
0.500 |
1.1446 |
|
0.382 |
1.1435 |
|
LOW |
1.1399 |
|
0.618 |
1.1341 |
|
1.000 |
1.1305 |
|
1.618 |
1.1246 |
|
2.618 |
1.1152 |
|
4.250 |
1.0997 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1477 |
1.1465 |
| PP |
1.1462 |
1.1438 |
| S1 |
1.1446 |
1.1411 |
|