CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1381 |
0.0030 |
0.3% |
1.1449 |
| High |
1.1401 |
1.1381 |
-0.0020 |
-0.2% |
1.1475 |
| Low |
1.1344 |
1.1334 |
-0.0010 |
-0.1% |
1.1344 |
| Close |
1.1383 |
1.1362 |
-0.0021 |
-0.2% |
1.1383 |
| Range |
0.0057 |
0.0047 |
-0.0010 |
-16.8% |
0.0131 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
363 |
752 |
389 |
107.2% |
1,621 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1500 |
1.1478 |
1.1388 |
|
| R3 |
1.1453 |
1.1431 |
1.1375 |
|
| R2 |
1.1406 |
1.1406 |
1.1371 |
|
| R1 |
1.1384 |
1.1384 |
1.1366 |
1.1372 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1353 |
| S1 |
1.1337 |
1.1337 |
1.1358 |
1.1325 |
| S2 |
1.1312 |
1.1312 |
1.1353 |
|
| S3 |
1.1265 |
1.1290 |
1.1349 |
|
| S4 |
1.1218 |
1.1243 |
1.1336 |
|
|
| 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 |
1.1475 |
1.1334 |
0.0141 |
1.2% |
0.0063 |
0.6% |
20% |
False |
True |
474 |
| 10 |
1.1520 |
1.1328 |
0.0192 |
1.7% |
0.0065 |
0.6% |
18% |
False |
False |
410 |
| 20 |
1.1520 |
1.1317 |
0.0204 |
1.8% |
0.0062 |
0.5% |
22% |
False |
False |
311 |
| 40 |
1.1520 |
1.1277 |
0.0244 |
2.1% |
0.0062 |
0.5% |
35% |
False |
False |
365 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0059 |
0.5% |
23% |
False |
False |
277 |
| 80 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0049 |
0.4% |
23% |
False |
False |
223 |
| 100 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0047 |
0.4% |
16% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1504 |
|
1.618 |
1.1457 |
|
1.000 |
1.1428 |
|
0.618 |
1.1410 |
|
HIGH |
1.1381 |
|
0.618 |
1.1363 |
|
0.500 |
1.1358 |
|
0.382 |
1.1352 |
|
LOW |
1.1334 |
|
0.618 |
1.1305 |
|
1.000 |
1.1287 |
|
1.618 |
1.1258 |
|
2.618 |
1.1211 |
|
4.250 |
1.1134 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1361 |
1.1371 |
| PP |
1.1359 |
1.1368 |
| S1 |
1.1358 |
1.1365 |
|