CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1375 |
1.1342 |
-0.0033 |
-0.3% |
1.1394 |
| High |
1.1377 |
1.1390 |
0.0014 |
0.1% |
1.1395 |
| Low |
1.1299 |
1.1327 |
0.0028 |
0.2% |
1.1287 |
| Close |
1.1338 |
1.1383 |
0.0045 |
0.4% |
1.1378 |
| Range |
0.0078 |
0.0063 |
-0.0015 |
-18.7% |
0.0108 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
142,652 |
143,578 |
926 |
0.6% |
731,343 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1532 |
1.1417 |
|
| R3 |
1.1493 |
1.1469 |
1.1400 |
|
| R2 |
1.1430 |
1.1430 |
1.1394 |
|
| R1 |
1.1406 |
1.1406 |
1.1388 |
1.1418 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1372 |
| S1 |
1.1343 |
1.1343 |
1.1377 |
1.1355 |
| S2 |
1.1304 |
1.1304 |
1.1371 |
|
| S3 |
1.1241 |
1.1280 |
1.1365 |
|
| S4 |
1.1178 |
1.1217 |
1.1348 |
|
|
| 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 |
1.1390 |
1.1292 |
0.0099 |
0.9% |
0.0067 |
0.6% |
92% |
True |
False |
143,989 |
| 10 |
1.1404 |
1.1287 |
0.0117 |
1.0% |
0.0073 |
0.6% |
82% |
False |
False |
145,855 |
| 20 |
1.1404 |
1.1248 |
0.0156 |
1.4% |
0.0070 |
0.6% |
87% |
False |
False |
135,315 |
| 40 |
1.1496 |
1.1222 |
0.0275 |
2.4% |
0.0071 |
0.6% |
59% |
False |
False |
103,151 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0067 |
0.6% |
32% |
False |
False |
69,060 |
| 80 |
1.1800 |
1.1222 |
0.0579 |
5.1% |
0.0062 |
0.5% |
28% |
False |
False |
51,913 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0059 |
0.5% |
22% |
False |
False |
41,590 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0056 |
0.5% |
22% |
False |
False |
34,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1555 |
|
1.618 |
1.1492 |
|
1.000 |
1.1453 |
|
0.618 |
1.1429 |
|
HIGH |
1.1390 |
|
0.618 |
1.1366 |
|
0.500 |
1.1359 |
|
0.382 |
1.1351 |
|
LOW |
1.1327 |
|
0.618 |
1.1288 |
|
1.000 |
1.1264 |
|
1.618 |
1.1225 |
|
2.618 |
1.1162 |
|
4.250 |
1.1059 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1375 |
1.1370 |
| PP |
1.1367 |
1.1357 |
| S1 |
1.1359 |
1.1345 |
|