CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1185 |
-0.0099 |
-0.9% |
1.1381 |
| High |
1.1284 |
1.1215 |
-0.0069 |
-0.6% |
1.1381 |
| Low |
1.1175 |
1.1164 |
-0.0011 |
-0.1% |
1.1164 |
| Close |
1.1183 |
1.1187 |
0.0004 |
0.0% |
1.1187 |
| Range |
0.0110 |
0.0051 |
-0.0059 |
-53.4% |
0.0217 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,039 |
2,863 |
1,824 |
175.6% |
5,547 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1342 |
1.1315 |
1.1215 |
|
| R3 |
1.1291 |
1.1264 |
1.1201 |
|
| R2 |
1.1240 |
1.1240 |
1.1196 |
|
| R1 |
1.1213 |
1.1213 |
1.1191 |
1.1226 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1195 |
| S1 |
1.1162 |
1.1162 |
1.1182 |
1.1175 |
| S2 |
1.1138 |
1.1138 |
1.1177 |
|
| S3 |
1.1087 |
1.1111 |
1.1172 |
|
| S4 |
1.1036 |
1.1060 |
1.1158 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1758 |
1.1306 |
|
| R3 |
1.1678 |
1.1541 |
1.1246 |
|
| R2 |
1.1461 |
1.1461 |
1.1226 |
|
| R1 |
1.1324 |
1.1324 |
1.1206 |
1.1284 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1224 |
| S1 |
1.1107 |
1.1107 |
1.1167 |
1.1067 |
| S2 |
1.1027 |
1.1027 |
1.1147 |
|
| S3 |
1.0810 |
1.0890 |
1.1127 |
|
| S4 |
1.0593 |
1.0673 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1381 |
1.1164 |
0.0217 |
1.9% |
0.0068 |
0.6% |
10% |
False |
True |
1,109 |
| 10 |
1.1520 |
1.1164 |
0.0356 |
3.2% |
0.0068 |
0.6% |
6% |
False |
True |
757 |
| 20 |
1.1520 |
1.1164 |
0.0356 |
3.2% |
0.0067 |
0.6% |
6% |
False |
True |
525 |
| 40 |
1.1520 |
1.1164 |
0.0356 |
3.2% |
0.0062 |
0.6% |
6% |
False |
True |
470 |
| 60 |
1.1671 |
1.1164 |
0.0507 |
4.5% |
0.0059 |
0.5% |
4% |
False |
True |
351 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0052 |
0.5% |
4% |
False |
True |
281 |
| 100 |
1.1918 |
1.1164 |
0.0754 |
6.7% |
0.0048 |
0.4% |
3% |
False |
True |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1432 |
|
2.618 |
1.1349 |
|
1.618 |
1.1298 |
|
1.000 |
1.1266 |
|
0.618 |
1.1247 |
|
HIGH |
1.1215 |
|
0.618 |
1.1196 |
|
0.500 |
1.1190 |
|
0.382 |
1.1183 |
|
LOW |
1.1164 |
|
0.618 |
1.1132 |
|
1.000 |
1.1113 |
|
1.618 |
1.1081 |
|
2.618 |
1.1030 |
|
4.250 |
1.0947 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1190 |
1.1258 |
| PP |
1.1189 |
1.1234 |
| S1 |
1.1188 |
1.1210 |
|