CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1459 |
1.1496 |
0.0038 |
0.3% |
1.1398 |
| High |
1.1491 |
1.1572 |
0.0081 |
0.7% |
1.1487 |
| Low |
1.1459 |
1.1482 |
0.0024 |
0.2% |
1.1395 |
| Close |
1.1491 |
1.1572 |
0.0081 |
0.7% |
1.1487 |
| Range |
0.0033 |
0.0090 |
0.0058 |
176.9% |
0.0092 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
7.5% |
0.0000 |
| Volume |
172 |
220 |
48 |
27.9% |
8 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1812 |
1.1782 |
1.1622 |
|
| R3 |
1.1722 |
1.1692 |
1.1597 |
|
| R2 |
1.1632 |
1.1632 |
1.1589 |
|
| R1 |
1.1602 |
1.1602 |
1.1580 |
1.1617 |
| PP |
1.1542 |
1.1542 |
1.1542 |
1.1550 |
| S1 |
1.1512 |
1.1512 |
1.1564 |
1.1527 |
| S2 |
1.1452 |
1.1452 |
1.1556 |
|
| S3 |
1.1362 |
1.1422 |
1.1547 |
|
| S4 |
1.1272 |
1.1332 |
1.1523 |
|
|
| 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 |
1.1572 |
1.1408 |
0.0164 |
1.4% |
0.0026 |
0.2% |
100% |
True |
False |
108 |
| 10 |
1.1572 |
1.1395 |
0.0177 |
1.5% |
0.0024 |
0.2% |
100% |
True |
False |
54 |
| 20 |
1.1572 |
1.1360 |
0.0212 |
1.8% |
0.0026 |
0.2% |
100% |
True |
False |
28 |
| 40 |
1.1572 |
1.1312 |
0.0261 |
2.3% |
0.0027 |
0.2% |
100% |
True |
False |
38 |
| 60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0025 |
0.2% |
52% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1955 |
|
2.618 |
1.1808 |
|
1.618 |
1.1718 |
|
1.000 |
1.1662 |
|
0.618 |
1.1628 |
|
HIGH |
1.1572 |
|
0.618 |
1.1538 |
|
0.500 |
1.1527 |
|
0.382 |
1.1516 |
|
LOW |
1.1482 |
|
0.618 |
1.1426 |
|
1.000 |
1.1392 |
|
1.618 |
1.1336 |
|
2.618 |
1.1246 |
|
4.250 |
1.1100 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1557 |
1.1551 |
| PP |
1.1542 |
1.1530 |
| S1 |
1.1527 |
1.1510 |
|