CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1368 |
1.1403 |
0.0036 |
0.3% |
1.1398 |
| High |
1.1399 |
1.1408 |
0.0009 |
0.1% |
1.1520 |
| Low |
1.1364 |
1.1346 |
-0.0018 |
-0.2% |
1.1328 |
| Close |
1.1394 |
1.1355 |
-0.0040 |
-0.3% |
1.1458 |
| Range |
0.0036 |
0.0062 |
0.0027 |
74.6% |
0.0192 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
265 |
204 |
-61 |
-23.0% |
1,735 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1517 |
1.1389 |
|
| R3 |
1.1494 |
1.1455 |
1.1372 |
|
| R2 |
1.1432 |
1.1432 |
1.1366 |
|
| R1 |
1.1393 |
1.1393 |
1.1360 |
1.1381 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1364 |
| S1 |
1.1331 |
1.1331 |
1.1349 |
1.1319 |
| S2 |
1.1308 |
1.1308 |
1.1343 |
|
| S3 |
1.1246 |
1.1269 |
1.1337 |
|
| S4 |
1.1184 |
1.1207 |
1.1320 |
|
|
| 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 |
1.1346 |
0.0174 |
1.5% |
0.0065 |
0.6% |
5% |
False |
True |
429 |
| 10 |
1.1520 |
1.1328 |
0.0192 |
1.7% |
0.0066 |
0.6% |
14% |
False |
False |
336 |
| 20 |
1.1520 |
1.1317 |
0.0204 |
1.8% |
0.0063 |
0.6% |
19% |
False |
False |
267 |
| 40 |
1.1520 |
1.1249 |
0.0271 |
2.4% |
0.0061 |
0.5% |
39% |
False |
False |
340 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0058 |
0.5% |
21% |
False |
False |
262 |
| 80 |
1.1757 |
1.1249 |
0.0508 |
4.5% |
0.0050 |
0.4% |
21% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1672 |
|
2.618 |
1.1570 |
|
1.618 |
1.1508 |
|
1.000 |
1.1470 |
|
0.618 |
1.1446 |
|
HIGH |
1.1408 |
|
0.618 |
1.1384 |
|
0.500 |
1.1377 |
|
0.382 |
1.1370 |
|
LOW |
1.1346 |
|
0.618 |
1.1308 |
|
1.000 |
1.1284 |
|
1.618 |
1.1246 |
|
2.618 |
1.1184 |
|
4.250 |
1.1083 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1377 |
1.1411 |
| PP |
1.1370 |
1.1392 |
| S1 |
1.1362 |
1.1373 |
|