CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1483 |
1.1497 |
0.0014 |
0.1% |
1.1398 |
| High |
1.1520 |
1.1520 |
-0.0001 |
0.0% |
1.1520 |
| Low |
1.1479 |
1.1446 |
-0.0033 |
-0.3% |
1.1328 |
| Close |
1.1504 |
1.1458 |
-0.0046 |
-0.4% |
1.1458 |
| Range |
0.0041 |
0.0074 |
0.0033 |
79.3% |
0.0192 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.0% |
0.0000 |
| Volume |
480 |
410 |
-70 |
-14.6% |
1,735 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1650 |
1.1498 |
|
| R3 |
1.1621 |
1.1576 |
1.1478 |
|
| R2 |
1.1548 |
1.1548 |
1.1471 |
|
| R1 |
1.1503 |
1.1503 |
1.1464 |
1.1489 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1467 |
| S1 |
1.1429 |
1.1429 |
1.1451 |
1.1415 |
| S2 |
1.1401 |
1.1401 |
1.1444 |
|
| S3 |
1.1327 |
1.1356 |
1.1437 |
|
| S4 |
1.1254 |
1.1282 |
1.1417 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2011 |
1.1926 |
1.1563 |
|
| R3 |
1.1819 |
1.1734 |
1.1510 |
|
| R2 |
1.1627 |
1.1627 |
1.1493 |
|
| R1 |
1.1542 |
1.1542 |
1.1475 |
1.1585 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1456 |
| S1 |
1.1350 |
1.1350 |
1.1440 |
1.1393 |
| S2 |
1.1243 |
1.1243 |
1.1422 |
|
| S3 |
1.1051 |
1.1158 |
1.1405 |
|
| S4 |
1.0859 |
1.0966 |
1.1352 |
|
|
| 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% |
67% |
False |
False |
347 |
| 10 |
1.1520 |
1.1317 |
0.0204 |
1.8% |
0.0064 |
0.6% |
69% |
False |
False |
299 |
| 20 |
1.1520 |
1.1287 |
0.0234 |
2.0% |
0.0063 |
0.6% |
73% |
False |
False |
262 |
| 40 |
1.1520 |
1.1249 |
0.0271 |
2.4% |
0.0061 |
0.5% |
77% |
False |
False |
316 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0054 |
0.5% |
42% |
False |
False |
242 |
| 80 |
1.1813 |
1.1249 |
0.0564 |
4.9% |
0.0048 |
0.4% |
37% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1832 |
|
2.618 |
1.1712 |
|
1.618 |
1.1638 |
|
1.000 |
1.1593 |
|
0.618 |
1.1565 |
|
HIGH |
1.1520 |
|
0.618 |
1.1491 |
|
0.500 |
1.1483 |
|
0.382 |
1.1474 |
|
LOW |
1.1446 |
|
0.618 |
1.1401 |
|
1.000 |
1.1373 |
|
1.618 |
1.1327 |
|
2.618 |
1.1254 |
|
4.250 |
1.1134 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1483 |
1.1460 |
| PP |
1.1474 |
1.1459 |
| S1 |
1.1466 |
1.1458 |
|