CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 13-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1.1496 |
1.1587 |
0.0091 |
0.8% |
1.1398 |
High |
1.1572 |
1.1587 |
0.0015 |
0.1% |
1.1487 |
Low |
1.1482 |
1.1578 |
0.0096 |
0.8% |
1.1395 |
Close |
1.1572 |
1.1584 |
0.0012 |
0.1% |
1.1487 |
Range |
0.0090 |
0.0009 |
-0.0082 |
-90.6% |
0.0092 |
ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
220 |
122 |
-98 |
-44.5% |
8 |
|
Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1608 |
1.1604 |
1.1588 |
|
R3 |
1.1600 |
1.1596 |
1.1586 |
|
R2 |
1.1591 |
1.1591 |
1.1585 |
|
R1 |
1.1587 |
1.1587 |
1.1584 |
1.1585 |
PP |
1.1583 |
1.1583 |
1.1583 |
1.1582 |
S1 |
1.1579 |
1.1579 |
1.1583 |
1.1577 |
S2 |
1.1574 |
1.1574 |
1.1582 |
|
S3 |
1.1566 |
1.1570 |
1.1581 |
|
S4 |
1.1557 |
1.1562 |
1.1579 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1732 |
1.1702 |
1.1538 |
|
R3 |
1.1640 |
1.1610 |
1.1512 |
|
R2 |
1.1548 |
1.1548 |
1.1504 |
|
R1 |
1.1518 |
1.1518 |
1.1495 |
1.1533 |
PP |
1.1456 |
1.1456 |
1.1456 |
1.1464 |
S1 |
1.1426 |
1.1426 |
1.1479 |
1.1441 |
S2 |
1.1364 |
1.1364 |
1.1470 |
|
S3 |
1.1272 |
1.1334 |
1.1462 |
|
S4 |
1.1180 |
1.1242 |
1.1436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1587 |
1.1447 |
0.0140 |
1.2% |
0.0027 |
0.2% |
98% |
True |
False |
131 |
10 |
1.1587 |
1.1395 |
0.0192 |
1.7% |
0.0025 |
0.2% |
98% |
True |
False |
66 |
20 |
1.1587 |
1.1360 |
0.0227 |
2.0% |
0.0025 |
0.2% |
99% |
True |
False |
34 |
40 |
1.1587 |
1.1312 |
0.0275 |
2.4% |
0.0026 |
0.2% |
99% |
True |
False |
39 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0025 |
0.2% |
55% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1623 |
2.618 |
1.1609 |
1.618 |
1.1600 |
1.000 |
1.1595 |
0.618 |
1.1592 |
HIGH |
1.1587 |
0.618 |
1.1583 |
0.500 |
1.1582 |
0.382 |
1.1581 |
LOW |
1.1578 |
0.618 |
1.1573 |
1.000 |
1.1570 |
1.618 |
1.1564 |
2.618 |
1.1556 |
4.250 |
1.1542 |
|
|
Fisher Pivots for day following 13-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1583 |
1.1563 |
PP |
1.1583 |
1.1543 |
S1 |
1.1582 |
1.1523 |
|