CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1394 |
1.1311 |
-0.0083 |
-0.7% |
1.1345 |
| High |
1.1395 |
1.1338 |
-0.0057 |
-0.5% |
1.1404 |
| Low |
1.1295 |
1.1287 |
-0.0008 |
-0.1% |
1.1292 |
| Close |
1.1313 |
1.1303 |
-0.0010 |
-0.1% |
1.1403 |
| Range |
0.0100 |
0.0051 |
-0.0049 |
-49.0% |
0.0112 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
143,496 |
154,132 |
10,636 |
7.4% |
605,248 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1434 |
1.1331 |
|
| R3 |
1.1411 |
1.1383 |
1.1317 |
|
| R2 |
1.1360 |
1.1360 |
1.1312 |
|
| R1 |
1.1332 |
1.1332 |
1.1308 |
1.1321 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1304 |
| S1 |
1.1281 |
1.1281 |
1.1298 |
1.1270 |
| S2 |
1.1258 |
1.1258 |
1.1294 |
|
| S3 |
1.1207 |
1.1230 |
1.1289 |
|
| S4 |
1.1156 |
1.1179 |
1.1275 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1663 |
1.1464 |
|
| R3 |
1.1589 |
1.1552 |
1.1433 |
|
| R2 |
1.1478 |
1.1478 |
1.1423 |
|
| R1 |
1.1440 |
1.1440 |
1.1413 |
1.1459 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1375 |
| S1 |
1.1329 |
1.1329 |
1.1392 |
1.1347 |
| S2 |
1.1255 |
1.1255 |
1.1382 |
|
| S3 |
1.1143 |
1.1217 |
1.1372 |
|
| S4 |
1.1032 |
1.1106 |
1.1341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1404 |
1.1287 |
0.0117 |
1.0% |
0.0079 |
0.7% |
14% |
False |
True |
147,721 |
| 10 |
1.1404 |
1.1282 |
0.0122 |
1.1% |
0.0065 |
0.6% |
18% |
False |
False |
126,174 |
| 20 |
1.1404 |
1.1248 |
0.0156 |
1.4% |
0.0070 |
0.6% |
36% |
False |
False |
159,648 |
| 40 |
1.1645 |
1.1222 |
0.0423 |
3.7% |
0.0069 |
0.6% |
19% |
False |
False |
85,300 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0065 |
0.6% |
16% |
False |
False |
57,099 |
| 80 |
1.1892 |
1.1222 |
0.0671 |
5.9% |
0.0061 |
0.5% |
12% |
False |
False |
42,936 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0057 |
0.5% |
11% |
False |
False |
34,393 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0055 |
0.5% |
11% |
False |
False |
28,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1555 |
|
2.618 |
1.1472 |
|
1.618 |
1.1421 |
|
1.000 |
1.1389 |
|
0.618 |
1.1370 |
|
HIGH |
1.1338 |
|
0.618 |
1.1319 |
|
0.500 |
1.1313 |
|
0.382 |
1.1306 |
|
LOW |
1.1287 |
|
0.618 |
1.1255 |
|
1.000 |
1.1236 |
|
1.618 |
1.1204 |
|
2.618 |
1.1153 |
|
4.250 |
1.1070 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1345 |
| PP |
1.1309 |
1.1331 |
| S1 |
1.1306 |
1.1317 |
|