CME Euro FX (E) Future June 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 |
1.1351 |
1.1341 |
-0.0010 |
-0.1% |
1.1404 |
| High |
1.1371 |
1.1407 |
0.0036 |
0.3% |
1.1407 |
| Low |
1.1329 |
1.1330 |
0.0001 |
0.0% |
1.1317 |
| Close |
1.1329 |
1.1407 |
0.0078 |
0.7% |
1.1407 |
| Range |
0.0042 |
0.0077 |
0.0035 |
83.3% |
0.0091 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.7% |
0.0000 |
| Volume |
132 |
235 |
103 |
78.0% |
1,259 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1612 |
1.1586 |
1.1449 |
|
| R3 |
1.1535 |
1.1509 |
1.1428 |
|
| R2 |
1.1458 |
1.1458 |
1.1421 |
|
| R1 |
1.1432 |
1.1432 |
1.1414 |
1.1445 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1388 |
| S1 |
1.1355 |
1.1355 |
1.1399 |
1.1368 |
| S2 |
1.1304 |
1.1304 |
1.1392 |
|
| S3 |
1.1227 |
1.1278 |
1.1385 |
|
| S4 |
1.1150 |
1.1201 |
1.1364 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1618 |
1.1456 |
|
| R3 |
1.1558 |
1.1527 |
1.1431 |
|
| R2 |
1.1467 |
1.1467 |
1.1423 |
|
| R1 |
1.1437 |
1.1437 |
1.1415 |
1.1452 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1384 |
| S1 |
1.1346 |
1.1346 |
1.1398 |
1.1362 |
| S2 |
1.1286 |
1.1286 |
1.1390 |
|
| S3 |
1.1196 |
1.1256 |
1.1382 |
|
| S4 |
1.1105 |
1.1165 |
1.1357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1407 |
1.1317 |
0.0091 |
0.8% |
0.0062 |
0.5% |
99% |
True |
False |
251 |
| 10 |
1.1430 |
1.1317 |
0.0114 |
1.0% |
0.0059 |
0.5% |
79% |
False |
False |
212 |
| 20 |
1.1430 |
1.1281 |
0.0149 |
1.3% |
0.0061 |
0.5% |
84% |
False |
False |
271 |
| 40 |
1.1541 |
1.1249 |
0.0292 |
2.6% |
0.0059 |
0.5% |
54% |
False |
False |
294 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0051 |
0.4% |
31% |
False |
False |
223 |
| 80 |
1.1880 |
1.1249 |
0.0631 |
5.5% |
0.0046 |
0.4% |
25% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1734 |
|
2.618 |
1.1609 |
|
1.618 |
1.1532 |
|
1.000 |
1.1484 |
|
0.618 |
1.1455 |
|
HIGH |
1.1407 |
|
0.618 |
1.1378 |
|
0.500 |
1.1369 |
|
0.382 |
1.1359 |
|
LOW |
1.1330 |
|
0.618 |
1.1282 |
|
1.000 |
1.1253 |
|
1.618 |
1.1205 |
|
2.618 |
1.1128 |
|
4.250 |
1.1003 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1394 |
1.1392 |
| PP |
1.1381 |
1.1378 |
| S1 |
1.1369 |
1.1364 |
|