CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1385 |
1.1456 |
0.0072 |
0.6% |
1.1394 |
| High |
1.1468 |
1.1495 |
0.0028 |
0.2% |
1.1395 |
| Low |
1.1369 |
1.1449 |
0.0080 |
0.7% |
1.1287 |
| Close |
1.1464 |
1.1475 |
0.0011 |
0.1% |
1.1378 |
| Range |
0.0099 |
0.0046 |
-0.0053 |
-53.3% |
0.0108 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
199,954 |
165,588 |
-34,366 |
-17.2% |
731,343 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1589 |
1.1500 |
|
| R3 |
1.1565 |
1.1543 |
1.1487 |
|
| R2 |
1.1519 |
1.1519 |
1.1483 |
|
| R1 |
1.1497 |
1.1497 |
1.1479 |
1.1508 |
| PP |
1.1473 |
1.1473 |
1.1473 |
1.1478 |
| S1 |
1.1451 |
1.1451 |
1.1470 |
1.1462 |
| S2 |
1.1427 |
1.1427 |
1.1466 |
|
| S3 |
1.1381 |
1.1405 |
1.1462 |
|
| S4 |
1.1335 |
1.1359 |
1.1449 |
|
|
| 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 |
1.1495 |
1.1299 |
0.0196 |
1.7% |
0.0072 |
0.6% |
90% |
True |
False |
159,877 |
| 10 |
1.1495 |
1.1287 |
0.0208 |
1.8% |
0.0071 |
0.6% |
90% |
True |
False |
150,459 |
| 20 |
1.1495 |
1.1259 |
0.0237 |
2.1% |
0.0069 |
0.6% |
91% |
True |
False |
138,988 |
| 40 |
1.1495 |
1.1222 |
0.0274 |
2.4% |
0.0071 |
0.6% |
93% |
True |
False |
112,205 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.4% |
0.0068 |
0.6% |
50% |
False |
False |
75,129 |
| 80 |
1.1800 |
1.1222 |
0.0579 |
5.0% |
0.0063 |
0.5% |
44% |
False |
False |
56,477 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.4% |
0.0059 |
0.5% |
34% |
False |
False |
45,246 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0057 |
0.5% |
34% |
False |
False |
37,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1615 |
|
1.618 |
1.1569 |
|
1.000 |
1.1541 |
|
0.618 |
1.1523 |
|
HIGH |
1.1495 |
|
0.618 |
1.1477 |
|
0.500 |
1.1472 |
|
0.382 |
1.1467 |
|
LOW |
1.1449 |
|
0.618 |
1.1421 |
|
1.000 |
1.1403 |
|
1.618 |
1.1375 |
|
2.618 |
1.1329 |
|
4.250 |
1.1254 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1474 |
1.1453 |
| PP |
1.1473 |
1.1432 |
| S1 |
1.1472 |
1.1411 |
|