CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 14-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1.1587 |
1.1581 |
-0.0006 |
-0.1% |
1.1452 |
High |
1.1587 |
1.1581 |
-0.0006 |
-0.1% |
1.1587 |
Low |
1.1578 |
1.1538 |
-0.0041 |
-0.3% |
1.1447 |
Close |
1.1584 |
1.1538 |
-0.0046 |
-0.4% |
1.1538 |
Range |
0.0009 |
0.0043 |
0.0035 |
405.9% |
0.0140 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.2% |
0.0000 |
Volume |
122 |
195 |
73 |
59.8% |
854 |
|
Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1681 |
1.1652 |
1.1561 |
|
R3 |
1.1638 |
1.1609 |
1.1549 |
|
R2 |
1.1595 |
1.1595 |
1.1545 |
|
R1 |
1.1566 |
1.1566 |
1.1541 |
1.1559 |
PP |
1.1552 |
1.1552 |
1.1552 |
1.1548 |
S1 |
1.1523 |
1.1523 |
1.1534 |
1.1516 |
S2 |
1.1509 |
1.1509 |
1.1530 |
|
S3 |
1.1466 |
1.1480 |
1.1526 |
|
S4 |
1.1423 |
1.1437 |
1.1514 |
|
|
Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1942 |
1.1879 |
1.1614 |
|
R3 |
1.1803 |
1.1740 |
1.1576 |
|
R2 |
1.1663 |
1.1663 |
1.1563 |
|
R1 |
1.1600 |
1.1600 |
1.1550 |
1.1632 |
PP |
1.1524 |
1.1524 |
1.1524 |
1.1539 |
S1 |
1.1461 |
1.1461 |
1.1525 |
1.1492 |
S2 |
1.1384 |
1.1384 |
1.1512 |
|
S3 |
1.1245 |
1.1321 |
1.1499 |
|
S4 |
1.1105 |
1.1182 |
1.1461 |
|
|
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% |
0.0036 |
0.3% |
65% |
False |
False |
170 |
10 |
1.1587 |
1.1395 |
0.0192 |
1.7% |
0.0023 |
0.2% |
74% |
False |
False |
86 |
20 |
1.1587 |
1.1360 |
0.0227 |
2.0% |
0.0026 |
0.2% |
78% |
False |
False |
43 |
40 |
1.1587 |
1.1312 |
0.0275 |
2.4% |
0.0026 |
0.2% |
82% |
False |
False |
42 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0025 |
0.2% |
45% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1763 |
2.618 |
1.1693 |
1.618 |
1.1650 |
1.000 |
1.1624 |
0.618 |
1.1607 |
HIGH |
1.1581 |
0.618 |
1.1564 |
0.500 |
1.1559 |
0.382 |
1.1554 |
LOW |
1.1538 |
0.618 |
1.1511 |
1.000 |
1.1495 |
1.618 |
1.1468 |
2.618 |
1.1425 |
4.250 |
1.1355 |
|
|
Fisher Pivots for day following 14-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1559 |
1.1536 |
PP |
1.1552 |
1.1535 |
S1 |
1.1545 |
1.1534 |
|