CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1395 |
1.1406 |
0.0011 |
0.1% |
1.1500 |
| High |
1.1432 |
1.1428 |
-0.0004 |
0.0% |
1.1500 |
| Low |
1.1395 |
1.1382 |
-0.0014 |
-0.1% |
1.1441 |
| Close |
1.1432 |
1.1382 |
-0.0050 |
-0.4% |
1.1468 |
| Range |
0.0037 |
0.0047 |
0.0010 |
27.4% |
0.0059 |
| ATR |
0.0043 |
0.0044 |
0.0000 |
1.1% |
0.0000 |
| Volume |
10 |
41 |
31 |
310.0% |
186 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1537 |
1.1506 |
1.1407 |
|
| R3 |
1.1490 |
1.1459 |
1.1394 |
|
| R2 |
1.1444 |
1.1444 |
1.1390 |
|
| R1 |
1.1413 |
1.1413 |
1.1386 |
1.1405 |
| PP |
1.1397 |
1.1397 |
1.1397 |
1.1393 |
| S1 |
1.1366 |
1.1366 |
1.1377 |
1.1358 |
| S2 |
1.1351 |
1.1351 |
1.1373 |
|
| S3 |
1.1304 |
1.1320 |
1.1369 |
|
| S4 |
1.1258 |
1.1273 |
1.1356 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1616 |
1.1500 |
|
| R3 |
1.1587 |
1.1557 |
1.1484 |
|
| R2 |
1.1528 |
1.1528 |
1.1478 |
|
| R1 |
1.1498 |
1.1498 |
1.1473 |
1.1484 |
| PP |
1.1469 |
1.1469 |
1.1469 |
1.1462 |
| S1 |
1.1439 |
1.1439 |
1.1462 |
1.1425 |
| S2 |
1.1410 |
1.1410 |
1.1457 |
|
| S3 |
1.1351 |
1.1380 |
1.1451 |
|
| S4 |
1.1292 |
1.1321 |
1.1435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1483 |
1.1382 |
0.0102 |
0.9% |
0.0025 |
0.2% |
0% |
False |
True |
28 |
| 10 |
1.1587 |
1.1382 |
0.0205 |
1.8% |
0.0033 |
0.3% |
0% |
False |
True |
82 |
| 20 |
1.1587 |
1.1382 |
0.0205 |
1.8% |
0.0027 |
0.2% |
0% |
False |
True |
57 |
| 40 |
1.1587 |
1.1360 |
0.0227 |
2.0% |
0.0026 |
0.2% |
9% |
False |
False |
39 |
| 60 |
1.1733 |
1.1312 |
0.0422 |
3.7% |
0.0027 |
0.2% |
17% |
False |
False |
45 |
| 80 |
1.1809 |
1.1312 |
0.0497 |
4.4% |
0.0024 |
0.2% |
14% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1626 |
|
2.618 |
1.1550 |
|
1.618 |
1.1503 |
|
1.000 |
1.1475 |
|
0.618 |
1.1457 |
|
HIGH |
1.1428 |
|
0.618 |
1.1410 |
|
0.500 |
1.1405 |
|
0.382 |
1.1399 |
|
LOW |
1.1382 |
|
0.618 |
1.1353 |
|
1.000 |
1.1335 |
|
1.618 |
1.1306 |
|
2.618 |
1.1260 |
|
4.250 |
1.1184 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1405 |
1.1414 |
| PP |
1.1397 |
1.1403 |
| S1 |
1.1389 |
1.1392 |
|