CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 18-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1.1581 |
1.1500 |
-0.0081 |
-0.7% |
1.1452 |
High |
1.1581 |
1.1500 |
-0.0081 |
-0.7% |
1.1587 |
Low |
1.1538 |
1.1455 |
-0.0083 |
-0.7% |
1.1447 |
Close |
1.1538 |
1.1455 |
-0.0083 |
-0.7% |
1.1538 |
Range |
0.0043 |
0.0045 |
0.0002 |
4.7% |
0.0140 |
ATR |
0.0045 |
0.0048 |
0.0003 |
6.0% |
0.0000 |
Volume |
195 |
64 |
-131 |
-67.2% |
854 |
|
Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1605 |
1.1575 |
1.1479 |
|
R3 |
1.1560 |
1.1530 |
1.1467 |
|
R2 |
1.1515 |
1.1515 |
1.1463 |
|
R1 |
1.1485 |
1.1485 |
1.1459 |
1.1477 |
PP |
1.1470 |
1.1470 |
1.1470 |
1.1466 |
S1 |
1.1440 |
1.1440 |
1.1450 |
1.1432 |
S2 |
1.1425 |
1.1425 |
1.1446 |
|
S3 |
1.1380 |
1.1395 |
1.1442 |
|
S4 |
1.1335 |
1.1350 |
1.1430 |
|
|
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 |
1.1455 |
0.0132 |
1.2% |
0.0044 |
0.4% |
0% |
False |
True |
154 |
10 |
1.1587 |
1.1395 |
0.0192 |
1.7% |
0.0026 |
0.2% |
31% |
False |
False |
92 |
20 |
1.1587 |
1.1360 |
0.0227 |
2.0% |
0.0024 |
0.2% |
42% |
False |
False |
46 |
40 |
1.1587 |
1.1312 |
0.0275 |
2.4% |
0.0026 |
0.2% |
52% |
False |
False |
43 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0026 |
0.2% |
29% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1691 |
2.618 |
1.1617 |
1.618 |
1.1572 |
1.000 |
1.1545 |
0.618 |
1.1527 |
HIGH |
1.1500 |
0.618 |
1.1482 |
0.500 |
1.1477 |
0.382 |
1.1472 |
LOW |
1.1455 |
0.618 |
1.1427 |
1.000 |
1.1410 |
1.618 |
1.1382 |
2.618 |
1.1337 |
4.250 |
1.1263 |
|
|
Fisher Pivots for day following 18-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1477 |
1.1521 |
PP |
1.1470 |
1.1499 |
S1 |
1.1462 |
1.1477 |
|