CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1497 |
1.1449 |
-0.0048 |
-0.4% |
1.1398 |
| High |
1.1520 |
1.1475 |
-0.0045 |
-0.4% |
1.1520 |
| Low |
1.1446 |
1.1360 |
-0.0086 |
-0.8% |
1.1328 |
| Close |
1.1458 |
1.1370 |
-0.0088 |
-0.8% |
1.1458 |
| Range |
0.0074 |
0.0115 |
0.0042 |
56.5% |
0.0192 |
| ATR |
0.0065 |
0.0069 |
0.0004 |
5.5% |
0.0000 |
| Volume |
410 |
789 |
379 |
92.4% |
1,735 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1747 |
1.1673 |
1.1433 |
|
| R3 |
1.1632 |
1.1558 |
1.1401 |
|
| R2 |
1.1517 |
1.1517 |
1.1391 |
|
| R1 |
1.1443 |
1.1443 |
1.1380 |
1.1422 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1391 |
| S1 |
1.1328 |
1.1328 |
1.1359 |
1.1307 |
| S2 |
1.1287 |
1.1287 |
1.1348 |
|
| S3 |
1.1172 |
1.1213 |
1.1338 |
|
| S4 |
1.1057 |
1.1098 |
1.1306 |
|
|
| 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 |
1.1360 |
0.0160 |
1.4% |
0.0075 |
0.7% |
6% |
False |
True |
463 |
| 10 |
1.1520 |
1.1317 |
0.0204 |
1.8% |
0.0068 |
0.6% |
26% |
False |
False |
371 |
| 20 |
1.1520 |
1.1292 |
0.0228 |
2.0% |
0.0063 |
0.6% |
34% |
False |
False |
290 |
| 40 |
1.1520 |
1.1249 |
0.0271 |
2.4% |
0.0063 |
0.6% |
44% |
False |
False |
334 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0056 |
0.5% |
24% |
False |
False |
255 |
| 80 |
1.1794 |
1.1249 |
0.0545 |
4.8% |
0.0049 |
0.4% |
22% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1964 |
|
2.618 |
1.1776 |
|
1.618 |
1.1661 |
|
1.000 |
1.1590 |
|
0.618 |
1.1546 |
|
HIGH |
1.1475 |
|
0.618 |
1.1431 |
|
0.500 |
1.1418 |
|
0.382 |
1.1404 |
|
LOW |
1.1360 |
|
0.618 |
1.1289 |
|
1.000 |
1.1245 |
|
1.618 |
1.1174 |
|
2.618 |
1.1059 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1418 |
1.1440 |
| PP |
1.1402 |
1.1417 |
| S1 |
1.1386 |
1.1393 |
|