CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 05-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1.1405 |
1.1395 |
-0.0010 |
-0.1% |
1.1447 |
High |
1.1405 |
1.1429 |
0.0024 |
0.2% |
1.1487 |
Low |
1.1405 |
1.1395 |
-0.0010 |
-0.1% |
1.1412 |
Close |
1.1405 |
1.1429 |
0.0024 |
0.2% |
1.1505 |
Range |
0.0000 |
0.0034 |
0.0034 |
|
0.0076 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
0 |
1 |
1 |
|
6 |
|
Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1520 |
1.1508 |
1.1448 |
|
R3 |
1.1486 |
1.1474 |
1.1438 |
|
R2 |
1.1452 |
1.1452 |
1.1435 |
|
R1 |
1.1440 |
1.1440 |
1.1432 |
1.1446 |
PP |
1.1418 |
1.1418 |
1.1418 |
1.1421 |
S1 |
1.1406 |
1.1406 |
1.1426 |
1.1412 |
S2 |
1.1384 |
1.1384 |
1.1423 |
|
S3 |
1.1350 |
1.1372 |
1.1420 |
|
S4 |
1.1316 |
1.1338 |
1.1410 |
|
|
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 |
1.1395 |
0.0092 |
0.8% |
0.0022 |
0.2% |
37% |
False |
True |
|
10 |
1.1487 |
1.1395 |
0.0092 |
0.8% |
0.0020 |
0.2% |
37% |
False |
True |
1 |
20 |
1.1487 |
1.1360 |
0.0127 |
1.1% |
0.0028 |
0.2% |
54% |
False |
False |
2 |
40 |
1.1713 |
1.1312 |
0.0401 |
3.5% |
0.0029 |
0.3% |
29% |
False |
False |
38 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0024 |
0.2% |
24% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1574 |
2.618 |
1.1518 |
1.618 |
1.1484 |
1.000 |
1.1463 |
0.618 |
1.1450 |
HIGH |
1.1429 |
0.618 |
1.1416 |
0.500 |
1.1412 |
0.382 |
1.1408 |
LOW |
1.1395 |
0.618 |
1.1374 |
1.000 |
1.1361 |
1.618 |
1.1340 |
2.618 |
1.1306 |
4.250 |
1.1251 |
|
|
Fisher Pivots for day following 05-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1423 |
1.1423 |
PP |
1.1418 |
1.1418 |
S1 |
1.1412 |
1.1412 |
|