CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2058 |
1.2072 |
0.0014 |
0.1% |
1.2141 |
| High |
1.2138 |
1.2177 |
0.0039 |
0.3% |
1.2215 |
| Low |
1.2040 |
1.2051 |
0.0011 |
0.1% |
1.2132 |
| Close |
1.2081 |
1.2160 |
0.0079 |
0.7% |
1.2174 |
| Range |
0.0098 |
0.0127 |
0.0029 |
29.1% |
0.0083 |
| ATR |
0.0064 |
0.0069 |
0.0004 |
6.9% |
0.0000 |
| Volume |
563 |
236 |
-327 |
-58.1% |
1,384 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2509 |
1.2461 |
1.2230 |
|
| R3 |
1.2382 |
1.2334 |
1.2195 |
|
| R2 |
1.2256 |
1.2256 |
1.2183 |
|
| R1 |
1.2208 |
1.2208 |
1.2172 |
1.2232 |
| PP |
1.2129 |
1.2129 |
1.2129 |
1.2141 |
| S1 |
1.2081 |
1.2081 |
1.2148 |
1.2105 |
| S2 |
1.2003 |
1.2003 |
1.2137 |
|
| S3 |
1.1876 |
1.1955 |
1.2125 |
|
| S4 |
1.1750 |
1.1828 |
1.2090 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2421 |
1.2380 |
1.2219 |
|
| R3 |
1.2339 |
1.2298 |
1.2197 |
|
| R2 |
1.2256 |
1.2256 |
1.2189 |
|
| R1 |
1.2215 |
1.2215 |
1.2182 |
1.2236 |
| PP |
1.2174 |
1.2174 |
1.2174 |
1.2184 |
| S1 |
1.2133 |
1.2133 |
1.2166 |
1.2153 |
| S2 |
1.2091 |
1.2091 |
1.2159 |
|
| S3 |
1.2009 |
1.2050 |
1.2151 |
|
| S4 |
1.1926 |
1.1968 |
1.2129 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2715 |
|
2.618 |
1.2508 |
|
1.618 |
1.2382 |
|
1.000 |
1.2304 |
|
0.618 |
1.2255 |
|
HIGH |
1.2177 |
|
0.618 |
1.2129 |
|
0.500 |
1.2114 |
|
0.382 |
1.2099 |
|
LOW |
1.2051 |
|
0.618 |
1.1972 |
|
1.000 |
1.1924 |
|
1.618 |
1.1846 |
|
2.618 |
1.1719 |
|
4.250 |
1.1513 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2145 |
1.2143 |
| PP |
1.2129 |
1.2126 |
| S1 |
1.2114 |
1.2109 |
|