CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1371 |
1.1349 |
-0.0022 |
-0.2% |
1.1449 |
| High |
1.1371 |
1.1351 |
-0.0020 |
-0.2% |
1.1475 |
| Low |
1.1310 |
1.1279 |
-0.0031 |
-0.3% |
1.1344 |
| Close |
1.1346 |
1.1296 |
-0.0051 |
-0.4% |
1.1383 |
| Range |
0.0061 |
0.0072 |
0.0011 |
18.0% |
0.0131 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
| Volume |
438 |
455 |
17 |
3.9% |
1,621 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1482 |
1.1335 |
|
| R3 |
1.1453 |
1.1410 |
1.1315 |
|
| R2 |
1.1381 |
1.1381 |
1.1309 |
|
| R1 |
1.1338 |
1.1338 |
1.1302 |
1.1323 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1301 |
| S1 |
1.1266 |
1.1266 |
1.1289 |
1.1251 |
| S2 |
1.1237 |
1.1237 |
1.1282 |
|
| S3 |
1.1165 |
1.1194 |
1.1276 |
|
| S4 |
1.1093 |
1.1122 |
1.1256 |
|
|
| 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 |
1.1408 |
1.1279 |
0.0129 |
1.1% |
0.0060 |
0.5% |
13% |
False |
True |
442 |
| 10 |
1.1520 |
1.1279 |
0.0241 |
2.1% |
0.0066 |
0.6% |
7% |
False |
True |
457 |
| 20 |
1.1520 |
1.1279 |
0.0241 |
2.1% |
0.0066 |
0.6% |
7% |
False |
True |
346 |
| 40 |
1.1520 |
1.1279 |
0.0241 |
2.1% |
0.0062 |
0.6% |
7% |
False |
True |
382 |
| 60 |
1.1671 |
1.1249 |
0.0422 |
3.7% |
0.0058 |
0.5% |
11% |
False |
False |
288 |
| 80 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0050 |
0.4% |
9% |
False |
False |
233 |
| 100 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0047 |
0.4% |
6% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1657 |
|
2.618 |
1.1539 |
|
1.618 |
1.1467 |
|
1.000 |
1.1423 |
|
0.618 |
1.1395 |
|
HIGH |
1.1351 |
|
0.618 |
1.1323 |
|
0.500 |
1.1315 |
|
0.382 |
1.1307 |
|
LOW |
1.1279 |
|
0.618 |
1.1235 |
|
1.000 |
1.1207 |
|
1.618 |
1.1163 |
|
2.618 |
1.1091 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1315 |
1.1330 |
| PP |
1.1309 |
1.1319 |
| S1 |
1.1302 |
1.1307 |
|