CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1381 |
1.1371 |
-0.0011 |
-0.1% |
1.1449 |
| High |
1.1381 |
1.1371 |
-0.0011 |
-0.1% |
1.1475 |
| Low |
1.1334 |
1.1310 |
-0.0025 |
-0.2% |
1.1344 |
| Close |
1.1362 |
1.1346 |
-0.0016 |
-0.1% |
1.1383 |
| Range |
0.0047 |
0.0061 |
0.0014 |
29.8% |
0.0131 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
752 |
438 |
-314 |
-41.8% |
1,621 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1497 |
1.1380 |
|
| R3 |
1.1464 |
1.1436 |
1.1363 |
|
| R2 |
1.1403 |
1.1403 |
1.1357 |
|
| R1 |
1.1375 |
1.1375 |
1.1352 |
1.1358 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1334 |
| S1 |
1.1314 |
1.1314 |
1.1340 |
1.1297 |
| S2 |
1.1281 |
1.1281 |
1.1335 |
|
| S3 |
1.1220 |
1.1253 |
1.1329 |
|
| S4 |
1.1159 |
1.1192 |
1.1312 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1794 |
1.1719 |
1.1455 |
|
| R3 |
1.1663 |
1.1588 |
1.1419 |
|
| R2 |
1.1532 |
1.1532 |
1.1407 |
|
| R1 |
1.1457 |
1.1457 |
1.1395 |
1.1429 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1387 |
| S1 |
1.1326 |
1.1326 |
1.1371 |
1.1298 |
| S2 |
1.1270 |
1.1270 |
1.1359 |
|
| S3 |
1.1139 |
1.1195 |
1.1347 |
|
| S4 |
1.1008 |
1.1064 |
1.1311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1408 |
1.1310 |
0.0099 |
0.9% |
0.0052 |
0.5% |
37% |
False |
True |
404 |
| 10 |
1.1520 |
1.1310 |
0.0211 |
1.9% |
0.0064 |
0.6% |
17% |
False |
True |
433 |
| 20 |
1.1520 |
1.1310 |
0.0211 |
1.9% |
0.0064 |
0.6% |
17% |
False |
True |
326 |
| 40 |
1.1520 |
1.1281 |
0.0239 |
2.1% |
0.0061 |
0.5% |
27% |
False |
False |
374 |
| 60 |
1.1714 |
1.1249 |
0.0465 |
4.1% |
0.0058 |
0.5% |
21% |
False |
False |
281 |
| 80 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0050 |
0.4% |
19% |
False |
False |
227 |
| 100 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0047 |
0.4% |
13% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1630 |
|
2.618 |
1.1530 |
|
1.618 |
1.1469 |
|
1.000 |
1.1432 |
|
0.618 |
1.1408 |
|
HIGH |
1.1371 |
|
0.618 |
1.1347 |
|
0.500 |
1.1340 |
|
0.382 |
1.1333 |
|
LOW |
1.1310 |
|
0.618 |
1.1272 |
|
1.000 |
1.1249 |
|
1.618 |
1.1211 |
|
2.618 |
1.1150 |
|
4.250 |
1.1050 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1344 |
1.1355 |
| PP |
1.1342 |
1.1352 |
| S1 |
1.1340 |
1.1349 |
|