CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1349 |
1.1284 |
-0.0065 |
-0.6% |
1.1449 |
| High |
1.1351 |
1.1284 |
-0.0067 |
-0.6% |
1.1475 |
| Low |
1.1279 |
1.1175 |
-0.0105 |
-0.9% |
1.1344 |
| Close |
1.1296 |
1.1183 |
-0.0113 |
-1.0% |
1.1383 |
| Range |
0.0072 |
0.0110 |
0.0038 |
52.1% |
0.0131 |
| ATR |
0.0064 |
0.0069 |
0.0004 |
6.3% |
0.0000 |
| Volume |
455 |
1,039 |
584 |
128.4% |
1,621 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1472 |
1.1243 |
|
| R3 |
1.1433 |
1.1362 |
1.1213 |
|
| R2 |
1.1323 |
1.1323 |
1.1203 |
|
| R1 |
1.1253 |
1.1253 |
1.1193 |
1.1233 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1204 |
| S1 |
1.1143 |
1.1143 |
1.1172 |
1.1124 |
| S2 |
1.1104 |
1.1104 |
1.1162 |
|
| S3 |
1.0995 |
1.1034 |
1.1152 |
|
| S4 |
1.0885 |
1.0924 |
1.1122 |
|
|
| 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 |
1.1401 |
1.1175 |
0.0226 |
2.0% |
0.0069 |
0.6% |
4% |
False |
True |
609 |
| 10 |
1.1520 |
1.1175 |
0.0346 |
3.1% |
0.0067 |
0.6% |
2% |
False |
True |
519 |
| 20 |
1.1520 |
1.1175 |
0.0346 |
3.1% |
0.0067 |
0.6% |
2% |
False |
True |
391 |
| 40 |
1.1520 |
1.1175 |
0.0346 |
3.1% |
0.0062 |
0.6% |
2% |
False |
True |
401 |
| 60 |
1.1671 |
1.1175 |
0.0497 |
4.4% |
0.0059 |
0.5% |
2% |
False |
True |
304 |
| 80 |
1.1750 |
1.1175 |
0.0576 |
5.1% |
0.0051 |
0.5% |
1% |
False |
True |
246 |
| 100 |
1.1953 |
1.1175 |
0.0779 |
7.0% |
0.0048 |
0.4% |
1% |
False |
True |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1749 |
|
2.618 |
1.1571 |
|
1.618 |
1.1461 |
|
1.000 |
1.1394 |
|
0.618 |
1.1352 |
|
HIGH |
1.1284 |
|
0.618 |
1.1242 |
|
0.500 |
1.1229 |
|
0.382 |
1.1216 |
|
LOW |
1.1175 |
|
0.618 |
1.1107 |
|
1.000 |
1.1065 |
|
1.618 |
1.0997 |
|
2.618 |
1.0888 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1229 |
1.1273 |
| PP |
1.1214 |
1.1243 |
| S1 |
1.1198 |
1.1213 |
|