CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1374 |
1.1378 |
0.0005 |
0.0% |
1.1401 |
| High |
1.1398 |
1.1396 |
-0.0002 |
0.0% |
1.1457 |
| Low |
1.1374 |
1.1367 |
-0.0007 |
-0.1% |
1.1370 |
| Close |
1.1389 |
1.1367 |
-0.0022 |
-0.2% |
1.1465 |
| Range |
0.0025 |
0.0029 |
0.0005 |
18.4% |
0.0087 |
| ATR |
0.0050 |
0.0049 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
58 |
30 |
-28 |
-48.3% |
95 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1464 |
1.1444 |
1.1383 |
|
| R3 |
1.1435 |
1.1415 |
1.1375 |
|
| R2 |
1.1406 |
1.1406 |
1.1372 |
|
| R1 |
1.1386 |
1.1386 |
1.1370 |
1.1382 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1374 |
| S1 |
1.1357 |
1.1357 |
1.1364 |
1.1353 |
| S2 |
1.1348 |
1.1348 |
1.1362 |
|
| S3 |
1.1319 |
1.1328 |
1.1359 |
|
| S4 |
1.1290 |
1.1299 |
1.1351 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1692 |
1.1665 |
1.1512 |
|
| R3 |
1.1605 |
1.1578 |
1.1488 |
|
| R2 |
1.1518 |
1.1518 |
1.1480 |
|
| R1 |
1.1491 |
1.1491 |
1.1472 |
1.1504 |
| PP |
1.1431 |
1.1431 |
1.1431 |
1.1437 |
| S1 |
1.1404 |
1.1404 |
1.1457 |
1.1417 |
| S2 |
1.1344 |
1.1344 |
1.1449 |
|
| S3 |
1.1257 |
1.1317 |
1.1441 |
|
| S4 |
1.1170 |
1.1230 |
1.1417 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1472 |
|
1.618 |
1.1443 |
|
1.000 |
1.1425 |
|
0.618 |
1.1414 |
|
HIGH |
1.1396 |
|
0.618 |
1.1385 |
|
0.500 |
1.1382 |
|
0.382 |
1.1378 |
|
LOW |
1.1367 |
|
0.618 |
1.1349 |
|
1.000 |
1.1338 |
|
1.618 |
1.1320 |
|
2.618 |
1.1291 |
|
4.250 |
1.1244 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1382 |
1.1382 |
| PP |
1.1377 |
1.1377 |
| S1 |
1.1372 |
1.1372 |
|