CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1201 |
0.0016 |
0.1% |
1.1381 |
| High |
1.1215 |
1.1286 |
0.0071 |
0.6% |
1.1381 |
| Low |
1.1164 |
1.1190 |
0.0026 |
0.2% |
1.1164 |
| Close |
1.1187 |
1.1286 |
0.0099 |
0.9% |
1.1187 |
| Range |
0.0051 |
0.0096 |
0.0045 |
87.3% |
0.0217 |
| ATR |
0.0067 |
0.0070 |
0.0002 |
3.4% |
0.0000 |
| Volume |
2,863 |
1,089 |
-1,774 |
-62.0% |
5,547 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1508 |
1.1338 |
|
| R3 |
1.1445 |
1.1413 |
1.1312 |
|
| R2 |
1.1349 |
1.1349 |
1.1303 |
|
| R1 |
1.1317 |
1.1317 |
1.1294 |
1.1333 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1262 |
| S1 |
1.1222 |
1.1222 |
1.1277 |
1.1238 |
| S2 |
1.1158 |
1.1158 |
1.1268 |
|
| S3 |
1.1063 |
1.1126 |
1.1259 |
|
| S4 |
1.0967 |
1.1031 |
1.1233 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1758 |
1.1306 |
|
| R3 |
1.1678 |
1.1541 |
1.1246 |
|
| R2 |
1.1461 |
1.1461 |
1.1226 |
|
| R1 |
1.1324 |
1.1324 |
1.1206 |
1.1284 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1224 |
| S1 |
1.1107 |
1.1107 |
1.1167 |
1.1067 |
| S2 |
1.1027 |
1.1027 |
1.1147 |
|
| S3 |
1.0810 |
1.0890 |
1.1127 |
|
| S4 |
1.0593 |
1.0673 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1371 |
1.1164 |
0.0207 |
1.8% |
0.0078 |
0.7% |
59% |
False |
False |
1,176 |
| 10 |
1.1475 |
1.1164 |
0.0311 |
2.8% |
0.0071 |
0.6% |
39% |
False |
False |
825 |
| 20 |
1.1520 |
1.1164 |
0.0356 |
3.2% |
0.0067 |
0.6% |
34% |
False |
False |
562 |
| 40 |
1.1520 |
1.1164 |
0.0356 |
3.2% |
0.0063 |
0.6% |
34% |
False |
False |
482 |
| 60 |
1.1661 |
1.1164 |
0.0497 |
4.4% |
0.0060 |
0.5% |
24% |
False |
False |
369 |
| 80 |
1.1750 |
1.1164 |
0.0586 |
5.2% |
0.0052 |
0.5% |
21% |
False |
False |
294 |
| 100 |
1.1918 |
1.1164 |
0.0754 |
6.7% |
0.0049 |
0.4% |
16% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1536 |
|
1.618 |
1.1440 |
|
1.000 |
1.1381 |
|
0.618 |
1.1345 |
|
HIGH |
1.1286 |
|
0.618 |
1.1249 |
|
0.500 |
1.1238 |
|
0.382 |
1.1226 |
|
LOW |
1.1190 |
|
0.618 |
1.1131 |
|
1.000 |
1.1095 |
|
1.618 |
1.1035 |
|
2.618 |
1.0940 |
|
4.250 |
1.0784 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1270 |
1.1265 |
| PP |
1.1254 |
1.1245 |
| S1 |
1.1238 |
1.1225 |
|