CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1411 |
1.1483 |
0.0072 |
0.6% |
1.1404 |
| High |
1.1494 |
1.1520 |
0.0027 |
0.2% |
1.1407 |
| Low |
1.1399 |
1.1479 |
0.0080 |
0.7% |
1.1317 |
| Close |
1.1493 |
1.1504 |
0.0011 |
0.1% |
1.1407 |
| Range |
0.0095 |
0.0041 |
-0.0054 |
-56.6% |
0.0091 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
416 |
480 |
64 |
15.4% |
1,259 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1624 |
1.1605 |
1.1526 |
|
| R3 |
1.1583 |
1.1564 |
1.1515 |
|
| R2 |
1.1542 |
1.1542 |
1.1511 |
|
| R1 |
1.1523 |
1.1523 |
1.1507 |
1.1532 |
| PP |
1.1501 |
1.1501 |
1.1501 |
1.1506 |
| S1 |
1.1482 |
1.1482 |
1.1500 |
1.1491 |
| S2 |
1.1460 |
1.1460 |
1.1496 |
|
| S3 |
1.1419 |
1.1441 |
1.1492 |
|
| S4 |
1.1378 |
1.1400 |
1.1481 |
|
|
| 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 |
1.1520 |
1.1328 |
0.0192 |
1.7% |
0.0067 |
0.6% |
91% |
True |
False |
312 |
| 10 |
1.1520 |
1.1317 |
0.0204 |
1.8% |
0.0065 |
0.6% |
92% |
True |
False |
293 |
| 20 |
1.1520 |
1.1287 |
0.0234 |
2.0% |
0.0063 |
0.5% |
93% |
True |
False |
255 |
| 40 |
1.1520 |
1.1249 |
0.0271 |
2.4% |
0.0060 |
0.5% |
94% |
True |
False |
312 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0053 |
0.5% |
51% |
False |
False |
236 |
| 80 |
1.1818 |
1.1249 |
0.0569 |
4.9% |
0.0047 |
0.4% |
45% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1694 |
|
2.618 |
1.1627 |
|
1.618 |
1.1586 |
|
1.000 |
1.1561 |
|
0.618 |
1.1545 |
|
HIGH |
1.1520 |
|
0.618 |
1.1504 |
|
0.500 |
1.1500 |
|
0.382 |
1.1495 |
|
LOW |
1.1479 |
|
0.618 |
1.1454 |
|
1.000 |
1.1438 |
|
1.618 |
1.1413 |
|
2.618 |
1.1372 |
|
4.250 |
1.1305 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1502 |
1.1483 |
| PP |
1.1501 |
1.1463 |
| S1 |
1.1500 |
1.1443 |
|