CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1311 |
-0.0014 |
-0.1% |
1.1394 |
| High |
1.1347 |
1.1380 |
0.0034 |
0.3% |
1.1395 |
| Low |
1.1299 |
1.1305 |
0.0006 |
0.1% |
1.1287 |
| Close |
1.1302 |
1.1378 |
0.0077 |
0.7% |
1.1378 |
| Range |
0.0048 |
0.0076 |
0.0028 |
57.3% |
0.0108 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.0% |
0.0000 |
| Volume |
136,948 |
147,616 |
10,668 |
7.8% |
731,343 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1555 |
1.1420 |
|
| R3 |
1.1505 |
1.1479 |
1.1399 |
|
| R2 |
1.1430 |
1.1430 |
1.1392 |
|
| R1 |
1.1404 |
1.1404 |
1.1385 |
1.1417 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1361 |
| S1 |
1.1328 |
1.1328 |
1.1371 |
1.1341 |
| S2 |
1.1279 |
1.1279 |
1.1364 |
|
| S3 |
1.1203 |
1.1253 |
1.1357 |
|
| S4 |
1.1128 |
1.1177 |
1.1336 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1636 |
1.1437 |
|
| R3 |
1.1569 |
1.1528 |
1.1408 |
|
| R2 |
1.1461 |
1.1461 |
1.1398 |
|
| R1 |
1.1420 |
1.1420 |
1.1388 |
1.1387 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1337 |
| S1 |
1.1312 |
1.1312 |
1.1368 |
1.1279 |
| S2 |
1.1245 |
1.1245 |
1.1358 |
|
| S3 |
1.1137 |
1.1204 |
1.1348 |
|
| S4 |
1.1029 |
1.1096 |
1.1319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1395 |
1.1287 |
0.0108 |
0.9% |
0.0069 |
0.6% |
84% |
False |
False |
146,268 |
| 10 |
1.1404 |
1.1287 |
0.0117 |
1.0% |
0.0067 |
0.6% |
78% |
False |
False |
133,659 |
| 20 |
1.1404 |
1.1248 |
0.0156 |
1.4% |
0.0069 |
0.6% |
84% |
False |
False |
139,687 |
| 40 |
1.1519 |
1.1222 |
0.0298 |
2.6% |
0.0070 |
0.6% |
53% |
False |
False |
96,067 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0066 |
0.6% |
31% |
False |
False |
64,308 |
| 80 |
1.1866 |
1.1222 |
0.0644 |
5.7% |
0.0062 |
0.5% |
24% |
False |
False |
48,346 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
21% |
False |
False |
38,729 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0056 |
0.5% |
21% |
False |
False |
32,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1701 |
|
2.618 |
1.1578 |
|
1.618 |
1.1502 |
|
1.000 |
1.1456 |
|
0.618 |
1.1427 |
|
HIGH |
1.1380 |
|
0.618 |
1.1351 |
|
0.500 |
1.1342 |
|
0.382 |
1.1333 |
|
LOW |
1.1305 |
|
0.618 |
1.1258 |
|
1.000 |
1.1229 |
|
1.618 |
1.1182 |
|
2.618 |
1.1107 |
|
4.250 |
1.0984 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1364 |
| PP |
1.1354 |
1.1350 |
| S1 |
1.1342 |
1.1336 |
|