CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1275 |
1.1266 |
-0.0010 |
-0.1% |
1.1447 |
| High |
1.1303 |
1.1378 |
0.0076 |
0.7% |
1.1447 |
| Low |
1.1261 |
1.1266 |
0.0005 |
0.0% |
1.1261 |
| Close |
1.1280 |
1.1378 |
0.0099 |
0.9% |
1.1280 |
| Range |
0.0042 |
0.0113 |
0.0071 |
167.9% |
0.0186 |
| ATR |
0.0048 |
0.0052 |
0.0005 |
9.6% |
0.0000 |
| Volume |
424 |
153 |
-271 |
-63.9% |
613 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1678 |
1.1641 |
1.1440 |
|
| R3 |
1.1566 |
1.1528 |
1.1409 |
|
| R2 |
1.1453 |
1.1453 |
1.1399 |
|
| R1 |
1.1416 |
1.1416 |
1.1388 |
1.1434 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1350 |
| S1 |
1.1303 |
1.1303 |
1.1368 |
1.1322 |
| S2 |
1.1228 |
1.1228 |
1.1357 |
|
| S3 |
1.1116 |
1.1191 |
1.1347 |
|
| S4 |
1.1003 |
1.1078 |
1.1316 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1769 |
1.1382 |
|
| R3 |
1.1701 |
1.1583 |
1.1331 |
|
| R2 |
1.1515 |
1.1515 |
1.1314 |
|
| R1 |
1.1397 |
1.1397 |
1.1297 |
1.1363 |
| PP |
1.1329 |
1.1329 |
1.1329 |
1.1312 |
| S1 |
1.1211 |
1.1211 |
1.1262 |
1.1177 |
| S2 |
1.1143 |
1.1143 |
1.1245 |
|
| S3 |
1.0957 |
1.1025 |
1.1228 |
|
| S4 |
1.0771 |
1.0839 |
1.1177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1432 |
1.1261 |
0.0171 |
1.5% |
0.0052 |
0.5% |
69% |
False |
False |
143 |
| 10 |
1.1500 |
1.1261 |
0.0239 |
2.1% |
0.0037 |
0.3% |
49% |
False |
False |
95 |
| 20 |
1.1587 |
1.1261 |
0.0326 |
2.9% |
0.0030 |
0.3% |
36% |
False |
False |
90 |
| 40 |
1.1587 |
1.1261 |
0.0326 |
2.9% |
0.0029 |
0.3% |
36% |
False |
False |
48 |
| 60 |
1.1713 |
1.1261 |
0.0452 |
4.0% |
0.0029 |
0.3% |
26% |
False |
False |
55 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.8% |
0.0025 |
0.2% |
21% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1856 |
|
2.618 |
1.1673 |
|
1.618 |
1.1560 |
|
1.000 |
1.1491 |
|
0.618 |
1.1448 |
|
HIGH |
1.1378 |
|
0.618 |
1.1335 |
|
0.500 |
1.1322 |
|
0.382 |
1.1308 |
|
LOW |
1.1266 |
|
0.618 |
1.1196 |
|
1.000 |
1.1153 |
|
1.618 |
1.1083 |
|
2.618 |
1.0971 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1359 |
1.1358 |
| PP |
1.1341 |
1.1339 |
| S1 |
1.1322 |
1.1319 |
|