CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1449 |
1.1368 |
-0.0082 |
-0.7% |
1.1398 |
| High |
1.1475 |
1.1399 |
-0.0076 |
-0.7% |
1.1520 |
| Low |
1.1360 |
1.1364 |
0.0004 |
0.0% |
1.1328 |
| Close |
1.1370 |
1.1394 |
0.0025 |
0.2% |
1.1458 |
| Range |
0.0115 |
0.0036 |
-0.0080 |
-69.1% |
0.0192 |
| ATR |
0.0069 |
0.0066 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
789 |
265 |
-524 |
-66.4% |
1,735 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1479 |
1.1414 |
|
| R3 |
1.1457 |
1.1443 |
1.1404 |
|
| R2 |
1.1421 |
1.1421 |
1.1401 |
|
| R1 |
1.1408 |
1.1408 |
1.1397 |
1.1414 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1389 |
| S1 |
1.1372 |
1.1372 |
1.1391 |
1.1379 |
| S2 |
1.1350 |
1.1350 |
1.1387 |
|
| S3 |
1.1315 |
1.1337 |
1.1384 |
|
| S4 |
1.1279 |
1.1301 |
1.1374 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2011 |
1.1926 |
1.1563 |
|
| R3 |
1.1819 |
1.1734 |
1.1510 |
|
| R2 |
1.1627 |
1.1627 |
1.1493 |
|
| R1 |
1.1542 |
1.1542 |
1.1475 |
1.1585 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1456 |
| S1 |
1.1350 |
1.1350 |
1.1440 |
1.1393 |
| S2 |
1.1243 |
1.1243 |
1.1422 |
|
| S3 |
1.1051 |
1.1158 |
1.1405 |
|
| S4 |
1.0859 |
1.0966 |
1.1352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1520 |
1.1360 |
0.0160 |
1.4% |
0.0072 |
0.6% |
21% |
False |
False |
472 |
| 10 |
1.1520 |
1.1322 |
0.0199 |
1.7% |
0.0067 |
0.6% |
37% |
False |
False |
361 |
| 20 |
1.1520 |
1.1309 |
0.0212 |
1.9% |
0.0062 |
0.5% |
40% |
False |
False |
270 |
| 40 |
1.1520 |
1.1249 |
0.0271 |
2.4% |
0.0061 |
0.5% |
54% |
False |
False |
337 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0057 |
0.5% |
29% |
False |
False |
260 |
| 80 |
1.1782 |
1.1249 |
0.0533 |
4.7% |
0.0049 |
0.4% |
27% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1550 |
|
2.618 |
1.1492 |
|
1.618 |
1.1456 |
|
1.000 |
1.1435 |
|
0.618 |
1.1421 |
|
HIGH |
1.1399 |
|
0.618 |
1.1385 |
|
0.500 |
1.1381 |
|
0.382 |
1.1377 |
|
LOW |
1.1364 |
|
0.618 |
1.1342 |
|
1.000 |
1.1328 |
|
1.618 |
1.1306 |
|
2.618 |
1.1271 |
|
4.250 |
1.1213 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1390 |
1.1440 |
| PP |
1.1386 |
1.1425 |
| S1 |
1.1381 |
1.1409 |
|