CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 03-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1.1505 |
1.1398 |
-0.0107 |
-0.9% |
1.1447 |
High |
1.1487 |
1.1416 |
-0.0072 |
-0.6% |
1.1487 |
Low |
1.1430 |
1.1398 |
-0.0032 |
-0.3% |
1.1412 |
Close |
1.1505 |
1.1416 |
-0.0089 |
-0.8% |
1.1505 |
Range |
0.0057 |
0.0018 |
-0.0040 |
-69.3% |
0.0076 |
ATR |
0.0042 |
0.0046 |
0.0005 |
11.1% |
0.0000 |
Volume |
0 |
2 |
2 |
|
6 |
|
Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1462 |
1.1456 |
1.1425 |
|
R3 |
1.1445 |
1.1439 |
1.1420 |
|
R2 |
1.1427 |
1.1427 |
1.1419 |
|
R1 |
1.1421 |
1.1421 |
1.1417 |
1.1424 |
PP |
1.1410 |
1.1410 |
1.1410 |
1.1411 |
S1 |
1.1404 |
1.1404 |
1.1414 |
1.1407 |
S2 |
1.1392 |
1.1392 |
1.1412 |
|
S3 |
1.1375 |
1.1386 |
1.1411 |
|
S4 |
1.1357 |
1.1369 |
1.1406 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1694 |
1.1675 |
1.1546 |
|
R3 |
1.1619 |
1.1599 |
1.1525 |
|
R2 |
1.1543 |
1.1543 |
1.1518 |
|
R1 |
1.1524 |
1.1524 |
1.1511 |
1.1534 |
PP |
1.1468 |
1.1468 |
1.1468 |
1.1473 |
S1 |
1.1448 |
1.1448 |
1.1498 |
1.1458 |
S2 |
1.1392 |
1.1392 |
1.1491 |
|
S3 |
1.1317 |
1.1373 |
1.1484 |
|
S4 |
1.1241 |
1.1297 |
1.1463 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1487 |
1.1398 |
0.0089 |
0.8% |
0.0026 |
0.2% |
20% |
False |
True |
1 |
10 |
1.1487 |
1.1360 |
0.0127 |
1.1% |
0.0021 |
0.2% |
44% |
False |
False |
1 |
20 |
1.1487 |
1.1360 |
0.0127 |
1.1% |
0.0026 |
0.2% |
44% |
False |
False |
6 |
40 |
1.1713 |
1.1312 |
0.0401 |
3.5% |
0.0029 |
0.3% |
26% |
False |
False |
38 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.4% |
0.0024 |
0.2% |
21% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1490 |
2.618 |
1.1461 |
1.618 |
1.1444 |
1.000 |
1.1433 |
0.618 |
1.1426 |
HIGH |
1.1416 |
0.618 |
1.1409 |
0.500 |
1.1407 |
0.382 |
1.1405 |
LOW |
1.1398 |
0.618 |
1.1387 |
1.000 |
1.1381 |
1.618 |
1.1370 |
2.618 |
1.1352 |
4.250 |
1.1324 |
|
|
Fisher Pivots for day following 03-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1413 |
1.1443 |
PP |
1.1410 |
1.1434 |
S1 |
1.1407 |
1.1425 |
|