CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 28-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
1.1296 |
1.1275 |
-0.0021 |
-0.2% |
1.1447 |
High |
1.1298 |
1.1303 |
0.0005 |
0.0% |
1.1447 |
Low |
1.1275 |
1.1261 |
-0.0015 |
-0.1% |
1.1261 |
Close |
1.1275 |
1.1280 |
0.0005 |
0.0% |
1.1280 |
Range |
0.0023 |
0.0042 |
0.0019 |
82.6% |
0.0186 |
ATR |
0.0048 |
0.0048 |
0.0000 |
-0.9% |
0.0000 |
Volume |
88 |
424 |
336 |
381.8% |
613 |
|
Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1407 |
1.1385 |
1.1303 |
|
R3 |
1.1365 |
1.1343 |
1.1291 |
|
R2 |
1.1323 |
1.1323 |
1.1287 |
|
R1 |
1.1301 |
1.1301 |
1.1283 |
1.1312 |
PP |
1.1281 |
1.1281 |
1.1281 |
1.1286 |
S1 |
1.1259 |
1.1259 |
1.1276 |
1.1270 |
S2 |
1.1239 |
1.1239 |
1.1272 |
|
S3 |
1.1197 |
1.1217 |
1.1268 |
|
S4 |
1.1155 |
1.1175 |
1.1256 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1887 |
1.1769 |
1.1382 |
|
R3 |
1.1701 |
1.1583 |
1.1331 |
|
R2 |
1.1515 |
1.1515 |
1.1314 |
|
R1 |
1.1397 |
1.1397 |
1.1297 |
1.1363 |
PP |
1.1329 |
1.1329 |
1.1329 |
1.1312 |
S1 |
1.1211 |
1.1211 |
1.1262 |
1.1177 |
S2 |
1.1143 |
1.1143 |
1.1245 |
|
S3 |
1.0957 |
1.1025 |
1.1228 |
|
S4 |
1.0771 |
1.0839 |
1.1177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1447 |
1.1261 |
0.0186 |
1.6% |
0.0030 |
0.3% |
10% |
False |
True |
122 |
10 |
1.1581 |
1.1261 |
0.0320 |
2.8% |
0.0030 |
0.3% |
6% |
False |
True |
99 |
20 |
1.1587 |
1.1261 |
0.0326 |
2.9% |
0.0027 |
0.2% |
6% |
False |
True |
83 |
40 |
1.1587 |
1.1261 |
0.0326 |
2.9% |
0.0027 |
0.2% |
6% |
False |
True |
45 |
60 |
1.1733 |
1.1261 |
0.0473 |
4.2% |
0.0028 |
0.2% |
4% |
False |
True |
53 |
80 |
1.1809 |
1.1261 |
0.0548 |
4.9% |
0.0024 |
0.2% |
3% |
False |
True |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1481 |
2.618 |
1.1412 |
1.618 |
1.1370 |
1.000 |
1.1345 |
0.618 |
1.1328 |
HIGH |
1.1303 |
0.618 |
1.1286 |
0.500 |
1.1282 |
0.382 |
1.1277 |
LOW |
1.1261 |
0.618 |
1.1235 |
1.000 |
1.1219 |
1.618 |
1.1193 |
2.618 |
1.1151 |
4.250 |
1.1082 |
|
|
Fisher Pivots for day following 28-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1282 |
1.1344 |
PP |
1.1281 |
1.1323 |
S1 |
1.1280 |
1.1301 |
|