CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1420 |
1.1422 |
0.0002 |
0.0% |
1.1440 |
| High |
1.1420 |
1.1450 |
0.0030 |
0.3% |
1.1444 |
| Low |
1.1375 |
1.1400 |
0.0025 |
0.2% |
1.1365 |
| Close |
1.1405 |
1.1450 |
0.0045 |
0.4% |
1.1444 |
| Range |
0.0045 |
0.0050 |
0.0005 |
11.1% |
0.0079 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
187 |
15 |
-172 |
-92.0% |
125 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1567 |
1.1478 |
|
| R3 |
1.1533 |
1.1517 |
1.1464 |
|
| R2 |
1.1483 |
1.1483 |
1.1459 |
|
| R1 |
1.1467 |
1.1467 |
1.1455 |
1.1475 |
| PP |
1.1433 |
1.1433 |
1.1433 |
1.1438 |
| S1 |
1.1417 |
1.1417 |
1.1445 |
1.1425 |
| S2 |
1.1383 |
1.1383 |
1.1441 |
|
| S3 |
1.1333 |
1.1367 |
1.1436 |
|
| S4 |
1.1283 |
1.1317 |
1.1423 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1655 |
1.1628 |
1.1487 |
|
| R3 |
1.1576 |
1.1549 |
1.1466 |
|
| R2 |
1.1497 |
1.1497 |
1.1458 |
|
| R1 |
1.1470 |
1.1470 |
1.1451 |
1.1484 |
| PP |
1.1418 |
1.1418 |
1.1418 |
1.1424 |
| S1 |
1.1391 |
1.1391 |
1.1437 |
1.1405 |
| S2 |
1.1339 |
1.1339 |
1.1430 |
|
| S3 |
1.1260 |
1.1312 |
1.1422 |
|
| S4 |
1.1181 |
1.1233 |
1.1401 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1663 |
|
2.618 |
1.1581 |
|
1.618 |
1.1531 |
|
1.000 |
1.1500 |
|
0.618 |
1.1481 |
|
HIGH |
1.1450 |
|
0.618 |
1.1431 |
|
0.500 |
1.1425 |
|
0.382 |
1.1419 |
|
LOW |
1.1400 |
|
0.618 |
1.1369 |
|
1.000 |
1.1350 |
|
1.618 |
1.1319 |
|
2.618 |
1.1269 |
|
4.250 |
1.1188 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1442 |
1.1438 |
| PP |
1.1433 |
1.1425 |
| S1 |
1.1425 |
1.1413 |
|