CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1468 |
1.1431 |
-0.0037 |
-0.3% |
1.1375 |
| High |
1.1496 |
1.1447 |
-0.0049 |
-0.4% |
1.1496 |
| Low |
1.1412 |
1.1328 |
-0.0084 |
-0.7% |
1.1299 |
| Close |
1.1428 |
1.1339 |
-0.0089 |
-0.8% |
1.1428 |
| Range |
0.0085 |
0.0119 |
0.0035 |
40.8% |
0.0197 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.8% |
0.0000 |
| Volume |
153,801 |
287,778 |
133,977 |
87.1% |
805,573 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1653 |
1.1404 |
|
| R3 |
1.1609 |
1.1534 |
1.1372 |
|
| R2 |
1.1490 |
1.1490 |
1.1361 |
|
| R1 |
1.1415 |
1.1415 |
1.1350 |
1.1393 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1361 |
| S1 |
1.1296 |
1.1296 |
1.1328 |
1.1274 |
| S2 |
1.1252 |
1.1252 |
1.1317 |
|
| S3 |
1.1133 |
1.1177 |
1.1306 |
|
| S4 |
1.1014 |
1.1058 |
1.1274 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1999 |
1.1910 |
1.1536 |
|
| R3 |
1.1802 |
1.1713 |
1.1482 |
|
| R2 |
1.1605 |
1.1605 |
1.1464 |
|
| R1 |
1.1516 |
1.1516 |
1.1446 |
1.1561 |
| PP |
1.1408 |
1.1408 |
1.1408 |
1.1430 |
| S1 |
1.1319 |
1.1319 |
1.1410 |
1.1364 |
| S2 |
1.1211 |
1.1211 |
1.1392 |
|
| S3 |
1.1014 |
1.1122 |
1.1374 |
|
| S4 |
1.0817 |
1.0925 |
1.1320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1496 |
1.1327 |
0.0169 |
1.5% |
0.0082 |
0.7% |
7% |
False |
False |
190,139 |
| 10 |
1.1496 |
1.1287 |
0.0209 |
1.8% |
0.0073 |
0.6% |
25% |
False |
False |
168,119 |
| 20 |
1.1496 |
1.1259 |
0.0238 |
2.1% |
0.0070 |
0.6% |
34% |
False |
False |
145,564 |
| 40 |
1.1496 |
1.1222 |
0.0275 |
2.4% |
0.0072 |
0.6% |
43% |
False |
False |
123,115 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0070 |
0.6% |
23% |
False |
False |
82,470 |
| 80 |
1.1792 |
1.1222 |
0.0570 |
5.0% |
0.0064 |
0.6% |
21% |
False |
False |
61,986 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0060 |
0.5% |
16% |
False |
False |
49,661 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0057 |
0.5% |
16% |
False |
False |
41,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1953 |
|
2.618 |
1.1759 |
|
1.618 |
1.1640 |
|
1.000 |
1.1566 |
|
0.618 |
1.1521 |
|
HIGH |
1.1447 |
|
0.618 |
1.1402 |
|
0.500 |
1.1388 |
|
0.382 |
1.1373 |
|
LOW |
1.1328 |
|
0.618 |
1.1254 |
|
1.000 |
1.1209 |
|
1.618 |
1.1135 |
|
2.618 |
1.1016 |
|
4.250 |
1.0822 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1388 |
1.1412 |
| PP |
1.1371 |
1.1388 |
| S1 |
1.1355 |
1.1363 |
|