CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1477 |
-0.0023 |
-0.2% |
1.1452 |
| High |
1.1500 |
1.1479 |
-0.0021 |
-0.2% |
1.1587 |
| Low |
1.1455 |
1.1462 |
0.0008 |
0.1% |
1.1447 |
| Close |
1.1455 |
1.1479 |
0.0025 |
0.2% |
1.1538 |
| Range |
0.0045 |
0.0017 |
-0.0028 |
-62.2% |
0.0140 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
64 |
80 |
16 |
25.0% |
854 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1519 |
1.1488 |
|
| R3 |
1.1507 |
1.1502 |
1.1484 |
|
| R2 |
1.1490 |
1.1490 |
1.1482 |
|
| R1 |
1.1485 |
1.1485 |
1.1481 |
1.1488 |
| PP |
1.1473 |
1.1473 |
1.1473 |
1.1475 |
| S1 |
1.1468 |
1.1468 |
1.1477 |
1.1471 |
| S2 |
1.1456 |
1.1456 |
1.1476 |
|
| S3 |
1.1439 |
1.1451 |
1.1474 |
|
| S4 |
1.1422 |
1.1434 |
1.1470 |
|
|
| 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 |
1.1% |
0.0041 |
0.4% |
19% |
False |
False |
136 |
| 10 |
1.1587 |
1.1395 |
0.0192 |
1.7% |
0.0028 |
0.2% |
44% |
False |
False |
100 |
| 20 |
1.1587 |
1.1395 |
0.0192 |
1.7% |
0.0023 |
0.2% |
44% |
False |
False |
50 |
| 40 |
1.1587 |
1.1312 |
0.0275 |
2.4% |
0.0026 |
0.2% |
61% |
False |
False |
44 |
| 60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0026 |
0.2% |
34% |
False |
False |
51 |
| 80 |
1.1817 |
1.1312 |
0.0506 |
4.4% |
0.0024 |
0.2% |
33% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1524 |
|
1.618 |
1.1507 |
|
1.000 |
1.1496 |
|
0.618 |
1.1490 |
|
HIGH |
1.1479 |
|
0.618 |
1.1473 |
|
0.500 |
1.1471 |
|
0.382 |
1.1468 |
|
LOW |
1.1462 |
|
0.618 |
1.1451 |
|
1.000 |
1.1445 |
|
1.618 |
1.1434 |
|
2.618 |
1.1417 |
|
4.250 |
1.1390 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1476 |
1.1518 |
| PP |
1.1473 |
1.1505 |
| S1 |
1.1471 |
1.1492 |
|