CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1477 |
1.1476 |
-0.0001 |
0.0% |
1.1452 |
| High |
1.1479 |
1.1483 |
0.0004 |
0.0% |
1.1587 |
| Low |
1.1462 |
1.1441 |
-0.0022 |
-0.2% |
1.1447 |
| Close |
1.1479 |
1.1441 |
-0.0039 |
-0.3% |
1.1538 |
| Range |
0.0017 |
0.0043 |
0.0026 |
150.0% |
0.0140 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
80 |
42 |
-38 |
-47.5% |
854 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1554 |
1.1464 |
|
| R3 |
1.1540 |
1.1511 |
1.1452 |
|
| R2 |
1.1497 |
1.1497 |
1.1448 |
|
| R1 |
1.1469 |
1.1469 |
1.1444 |
1.1462 |
| PP |
1.1455 |
1.1455 |
1.1455 |
1.1451 |
| S1 |
1.1426 |
1.1426 |
1.1437 |
1.1419 |
| S2 |
1.1412 |
1.1412 |
1.1433 |
|
| S3 |
1.1370 |
1.1384 |
1.1429 |
|
| S4 |
1.1327 |
1.1341 |
1.1417 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1942 |
1.1879 |
1.1614 |
|
| R3 |
1.1803 |
1.1740 |
1.1576 |
|
| R2 |
1.1663 |
1.1663 |
1.1563 |
|
| R1 |
1.1600 |
1.1600 |
1.1550 |
1.1632 |
| PP |
1.1524 |
1.1524 |
1.1524 |
1.1539 |
| S1 |
1.1461 |
1.1461 |
1.1525 |
1.1492 |
| S2 |
1.1384 |
1.1384 |
1.1512 |
|
| S3 |
1.1245 |
1.1321 |
1.1499 |
|
| S4 |
1.1105 |
1.1182 |
1.1461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1587 |
1.1441 |
0.0146 |
1.3% |
0.0031 |
0.3% |
0% |
False |
True |
100 |
| 10 |
1.1587 |
1.1408 |
0.0179 |
1.6% |
0.0029 |
0.2% |
18% |
False |
False |
104 |
| 20 |
1.1587 |
1.1395 |
0.0192 |
1.7% |
0.0024 |
0.2% |
24% |
False |
False |
52 |
| 40 |
1.1587 |
1.1312 |
0.0275 |
2.4% |
0.0026 |
0.2% |
47% |
False |
False |
43 |
| 60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0026 |
0.2% |
26% |
False |
False |
51 |
| 80 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0024 |
0.2% |
26% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1664 |
|
2.618 |
1.1594 |
|
1.618 |
1.1552 |
|
1.000 |
1.1526 |
|
0.618 |
1.1509 |
|
HIGH |
1.1483 |
|
0.618 |
1.1467 |
|
0.500 |
1.1462 |
|
0.382 |
1.1457 |
|
LOW |
1.1441 |
|
0.618 |
1.1414 |
|
1.000 |
1.1398 |
|
1.618 |
1.1372 |
|
2.618 |
1.1329 |
|
4.250 |
1.1260 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1462 |
1.1470 |
| PP |
1.1455 |
1.1460 |
| S1 |
1.1448 |
1.1450 |
|