CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1323 |
1.1355 |
0.0032 |
0.3% |
1.1431 |
| High |
1.1372 |
1.1357 |
-0.0016 |
-0.1% |
1.1447 |
| Low |
1.1313 |
1.1302 |
-0.0011 |
-0.1% |
1.1313 |
| Close |
1.1353 |
1.1332 |
-0.0021 |
-0.2% |
1.1353 |
| Range |
0.0060 |
0.0055 |
-0.0005 |
-7.6% |
0.0135 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
139,580 |
164,397 |
24,817 |
17.8% |
724,472 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1495 |
1.1469 |
1.1362 |
|
| R3 |
1.1440 |
1.1414 |
1.1347 |
|
| R2 |
1.1385 |
1.1385 |
1.1342 |
|
| R1 |
1.1359 |
1.1359 |
1.1337 |
1.1344 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1323 |
| S1 |
1.1304 |
1.1304 |
1.1327 |
1.1289 |
| S2 |
1.1275 |
1.1275 |
1.1322 |
|
| S3 |
1.1220 |
1.1249 |
1.1317 |
|
| S4 |
1.1165 |
1.1194 |
1.1302 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1774 |
1.1698 |
1.1427 |
|
| R3 |
1.1640 |
1.1564 |
1.1390 |
|
| R2 |
1.1505 |
1.1505 |
1.1378 |
|
| R1 |
1.1429 |
1.1429 |
1.1365 |
1.1400 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1356 |
| S1 |
1.1295 |
1.1295 |
1.1341 |
1.1266 |
| S2 |
1.1236 |
1.1236 |
1.1328 |
|
| S3 |
1.1102 |
1.1160 |
1.1316 |
|
| S4 |
1.0967 |
1.1026 |
1.1279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1447 |
1.1302 |
0.0146 |
1.3% |
0.0068 |
0.6% |
21% |
False |
True |
177,773 |
| 10 |
1.1496 |
1.1299 |
0.0197 |
1.7% |
0.0071 |
0.6% |
17% |
False |
False |
169,444 |
| 20 |
1.1496 |
1.1287 |
0.0209 |
1.8% |
0.0069 |
0.6% |
22% |
False |
False |
151,551 |
| 40 |
1.1496 |
1.1238 |
0.0258 |
2.3% |
0.0071 |
0.6% |
36% |
False |
False |
137,854 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0071 |
0.6% |
22% |
False |
False |
92,455 |
| 80 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0064 |
0.6% |
22% |
False |
False |
69,473 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0061 |
0.5% |
15% |
False |
False |
55,670 |
| 120 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
15% |
False |
False |
46,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1590 |
|
2.618 |
1.1500 |
|
1.618 |
1.1445 |
|
1.000 |
1.1412 |
|
0.618 |
1.1390 |
|
HIGH |
1.1357 |
|
0.618 |
1.1335 |
|
0.500 |
1.1329 |
|
0.382 |
1.1323 |
|
LOW |
1.1302 |
|
0.618 |
1.1268 |
|
1.000 |
1.1247 |
|
1.618 |
1.1213 |
|
2.618 |
1.1158 |
|
4.250 |
1.1068 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1331 |
1.1341 |
| PP |
1.1330 |
1.1338 |
| S1 |
1.1329 |
1.1335 |
|