CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1406 |
1.1296 |
-0.0111 |
-1.0% |
1.1500 |
| High |
1.1428 |
1.1298 |
-0.0130 |
-1.1% |
1.1500 |
| Low |
1.1382 |
1.1275 |
-0.0107 |
-0.9% |
1.1441 |
| Close |
1.1382 |
1.1275 |
-0.0107 |
-0.9% |
1.1468 |
| Range |
0.0047 |
0.0023 |
-0.0024 |
-50.5% |
0.0059 |
| ATR |
0.0044 |
0.0048 |
0.0004 |
10.2% |
0.0000 |
| Volume |
41 |
88 |
47 |
114.6% |
186 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1336 |
1.1288 |
|
| R3 |
1.1329 |
1.1313 |
1.1281 |
|
| R2 |
1.1306 |
1.1306 |
1.1279 |
|
| R1 |
1.1290 |
1.1290 |
1.1277 |
1.1287 |
| PP |
1.1283 |
1.1283 |
1.1283 |
1.1281 |
| S1 |
1.1267 |
1.1267 |
1.1273 |
1.1264 |
| S2 |
1.1260 |
1.1260 |
1.1271 |
|
| S3 |
1.1237 |
1.1244 |
1.1269 |
|
| S4 |
1.1214 |
1.1221 |
1.1262 |
|
|
| 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 |
1.1468 |
1.1275 |
0.0193 |
1.7% |
0.0021 |
0.2% |
0% |
False |
True |
37 |
| 10 |
1.1587 |
1.1275 |
0.0312 |
2.8% |
0.0026 |
0.2% |
0% |
False |
True |
69 |
| 20 |
1.1587 |
1.1275 |
0.0312 |
2.8% |
0.0025 |
0.2% |
0% |
False |
True |
61 |
| 40 |
1.1587 |
1.1275 |
0.0312 |
2.8% |
0.0026 |
0.2% |
0% |
False |
True |
37 |
| 60 |
1.1733 |
1.1275 |
0.0458 |
4.1% |
0.0027 |
0.2% |
0% |
False |
True |
46 |
| 80 |
1.1809 |
1.1275 |
0.0534 |
4.7% |
0.0024 |
0.2% |
0% |
False |
True |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1396 |
|
2.618 |
1.1358 |
|
1.618 |
1.1335 |
|
1.000 |
1.1321 |
|
0.618 |
1.1312 |
|
HIGH |
1.1298 |
|
0.618 |
1.1289 |
|
0.500 |
1.1287 |
|
0.382 |
1.1284 |
|
LOW |
1.1275 |
|
0.618 |
1.1261 |
|
1.000 |
1.1252 |
|
1.618 |
1.1238 |
|
2.618 |
1.1215 |
|
4.250 |
1.1177 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1287 |
1.1353 |
| PP |
1.1283 |
1.1327 |
| S1 |
1.1279 |
1.1301 |
|