CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1352 |
-0.0052 |
-0.5% |
1.1449 |
| High |
1.1408 |
1.1401 |
-0.0008 |
-0.1% |
1.1475 |
| Low |
1.1346 |
1.1344 |
-0.0002 |
0.0% |
1.1344 |
| Close |
1.1355 |
1.1383 |
0.0029 |
0.3% |
1.1383 |
| Range |
0.0062 |
0.0057 |
-0.0006 |
-8.9% |
0.0131 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
204 |
363 |
159 |
77.9% |
1,621 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1521 |
1.1414 |
|
| R3 |
1.1489 |
1.1464 |
1.1399 |
|
| R2 |
1.1432 |
1.1432 |
1.1393 |
|
| R1 |
1.1408 |
1.1408 |
1.1388 |
1.1420 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1382 |
| S1 |
1.1351 |
1.1351 |
1.1378 |
1.1364 |
| S2 |
1.1319 |
1.1319 |
1.1373 |
|
| S3 |
1.1263 |
1.1295 |
1.1367 |
|
| S4 |
1.1206 |
1.1238 |
1.1352 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1794 |
1.1719 |
1.1455 |
|
| R3 |
1.1663 |
1.1588 |
1.1419 |
|
| R2 |
1.1532 |
1.1532 |
1.1407 |
|
| R1 |
1.1457 |
1.1457 |
1.1395 |
1.1429 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1387 |
| S1 |
1.1326 |
1.1326 |
1.1371 |
1.1298 |
| S2 |
1.1270 |
1.1270 |
1.1359 |
|
| S3 |
1.1139 |
1.1195 |
1.1347 |
|
| S4 |
1.1008 |
1.1064 |
1.1311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1520 |
1.1344 |
0.0176 |
1.5% |
0.0069 |
0.6% |
22% |
False |
True |
406 |
| 10 |
1.1520 |
1.1328 |
0.0192 |
1.7% |
0.0068 |
0.6% |
29% |
False |
False |
359 |
| 20 |
1.1520 |
1.1317 |
0.0204 |
1.8% |
0.0062 |
0.5% |
33% |
False |
False |
278 |
| 40 |
1.1520 |
1.1249 |
0.0271 |
2.4% |
0.0062 |
0.5% |
49% |
False |
False |
346 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0058 |
0.5% |
27% |
False |
False |
268 |
| 80 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0050 |
0.4% |
27% |
False |
False |
213 |
| 100 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0047 |
0.4% |
18% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1641 |
|
2.618 |
1.1548 |
|
1.618 |
1.1492 |
|
1.000 |
1.1457 |
|
0.618 |
1.1435 |
|
HIGH |
1.1401 |
|
0.618 |
1.1379 |
|
0.500 |
1.1372 |
|
0.382 |
1.1366 |
|
LOW |
1.1344 |
|
0.618 |
1.1309 |
|
1.000 |
1.1288 |
|
1.618 |
1.1253 |
|
2.618 |
1.1196 |
|
4.250 |
1.1104 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1379 |
1.1381 |
| PP |
1.1376 |
1.1378 |
| S1 |
1.1372 |
1.1376 |
|