CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1459 |
0.0007 |
0.1% |
1.1398 |
| High |
1.1452 |
1.1491 |
0.0040 |
0.3% |
1.1487 |
| Low |
1.1447 |
1.1459 |
0.0012 |
0.1% |
1.1395 |
| Close |
1.1447 |
1.1491 |
0.0044 |
0.4% |
1.1487 |
| Range |
0.0005 |
0.0033 |
0.0028 |
622.2% |
0.0092 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.0% |
0.0000 |
| Volume |
145 |
172 |
27 |
18.6% |
8 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1567 |
1.1509 |
|
| R3 |
1.1545 |
1.1534 |
1.1500 |
|
| R2 |
1.1513 |
1.1513 |
1.1497 |
|
| R1 |
1.1502 |
1.1502 |
1.1494 |
1.1507 |
| PP |
1.1480 |
1.1480 |
1.1480 |
1.1483 |
| S1 |
1.1469 |
1.1469 |
1.1488 |
1.1475 |
| S2 |
1.1448 |
1.1448 |
1.1485 |
|
| S3 |
1.1415 |
1.1437 |
1.1482 |
|
| S4 |
1.1383 |
1.1404 |
1.1473 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1732 |
1.1702 |
1.1538 |
|
| R3 |
1.1640 |
1.1610 |
1.1512 |
|
| R2 |
1.1548 |
1.1548 |
1.1504 |
|
| R1 |
1.1518 |
1.1518 |
1.1495 |
1.1533 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1464 |
| S1 |
1.1426 |
1.1426 |
1.1479 |
1.1441 |
| S2 |
1.1364 |
1.1364 |
1.1470 |
|
| S3 |
1.1272 |
1.1334 |
1.1462 |
|
| S4 |
1.1180 |
1.1242 |
1.1436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1491 |
1.1395 |
0.0096 |
0.8% |
0.0015 |
0.1% |
100% |
True |
False |
64 |
| 10 |
1.1491 |
1.1395 |
0.0096 |
0.8% |
0.0020 |
0.2% |
100% |
True |
False |
32 |
| 20 |
1.1491 |
1.1360 |
0.0131 |
1.1% |
0.0021 |
0.2% |
100% |
True |
False |
17 |
| 40 |
1.1583 |
1.1312 |
0.0272 |
2.4% |
0.0027 |
0.2% |
66% |
False |
False |
37 |
| 60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0024 |
0.2% |
36% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1629 |
|
2.618 |
1.1576 |
|
1.618 |
1.1544 |
|
1.000 |
1.1524 |
|
0.618 |
1.1511 |
|
HIGH |
1.1491 |
|
0.618 |
1.1479 |
|
0.500 |
1.1475 |
|
0.382 |
1.1471 |
|
LOW |
1.1459 |
|
0.618 |
1.1438 |
|
1.000 |
1.1426 |
|
1.618 |
1.1406 |
|
2.618 |
1.1373 |
|
4.250 |
1.1320 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1486 |
1.1484 |
| PP |
1.1480 |
1.1476 |
| S1 |
1.1475 |
1.1469 |
|