CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1447 |
1.1395 |
-0.0052 |
-0.4% |
1.1500 |
| High |
1.1447 |
1.1432 |
-0.0015 |
-0.1% |
1.1500 |
| Low |
1.1447 |
1.1395 |
-0.0052 |
-0.4% |
1.1441 |
| Close |
1.1447 |
1.1432 |
-0.0015 |
-0.1% |
1.1468 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0059 |
| ATR |
0.0043 |
0.0043 |
0.0001 |
1.5% |
0.0000 |
| Volume |
50 |
10 |
-40 |
-80.0% |
186 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1517 |
1.1452 |
|
| R3 |
1.1492 |
1.1480 |
1.1442 |
|
| R2 |
1.1456 |
1.1456 |
1.1438 |
|
| R1 |
1.1444 |
1.1444 |
1.1435 |
1.1450 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1422 |
| S1 |
1.1407 |
1.1407 |
1.1428 |
1.1413 |
| S2 |
1.1383 |
1.1383 |
1.1425 |
|
| S3 |
1.1346 |
1.1371 |
1.1421 |
|
| S4 |
1.1310 |
1.1334 |
1.1411 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1616 |
1.1500 |
|
| R3 |
1.1587 |
1.1557 |
1.1484 |
|
| R2 |
1.1528 |
1.1528 |
1.1478 |
|
| R1 |
1.1498 |
1.1498 |
1.1473 |
1.1484 |
| PP |
1.1469 |
1.1469 |
1.1469 |
1.1462 |
| S1 |
1.1439 |
1.1439 |
1.1462 |
1.1425 |
| S2 |
1.1410 |
1.1410 |
1.1457 |
|
| S3 |
1.1351 |
1.1380 |
1.1451 |
|
| S4 |
1.1292 |
1.1321 |
1.1435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1483 |
1.1395 |
0.0088 |
0.8% |
0.0019 |
0.2% |
41% |
False |
True |
36 |
| 10 |
1.1587 |
1.1395 |
0.0192 |
1.7% |
0.0032 |
0.3% |
19% |
False |
True |
95 |
| 20 |
1.1587 |
1.1395 |
0.0192 |
1.7% |
0.0024 |
0.2% |
19% |
False |
True |
55 |
| 40 |
1.1587 |
1.1360 |
0.0227 |
2.0% |
0.0025 |
0.2% |
32% |
False |
False |
38 |
| 60 |
1.1733 |
1.1312 |
0.0422 |
3.7% |
0.0026 |
0.2% |
28% |
False |
False |
45 |
| 80 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0023 |
0.2% |
24% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1587 |
|
2.618 |
1.1527 |
|
1.618 |
1.1491 |
|
1.000 |
1.1468 |
|
0.618 |
1.1454 |
|
HIGH |
1.1432 |
|
0.618 |
1.1418 |
|
0.500 |
1.1413 |
|
0.382 |
1.1409 |
|
LOW |
1.1395 |
|
0.618 |
1.1372 |
|
1.000 |
1.1359 |
|
1.618 |
1.1336 |
|
2.618 |
1.1299 |
|
4.250 |
1.1240 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1425 |
1.1431 |
| PP |
1.1419 |
1.1431 |
| S1 |
1.1413 |
1.1431 |
|