CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2072 |
1.2160 |
0.0088 |
0.7% |
1.2174 |
| High |
1.2177 |
1.2333 |
0.0156 |
1.3% |
1.2333 |
| Low |
1.2051 |
1.2156 |
0.0106 |
0.9% |
1.2040 |
| Close |
1.2160 |
1.2305 |
0.0145 |
1.2% |
1.2305 |
| Range |
0.0127 |
0.0177 |
0.0050 |
39.5% |
0.0293 |
| ATR |
0.0069 |
0.0077 |
0.0008 |
11.2% |
0.0000 |
| Volume |
236 |
1,068 |
832 |
352.5% |
2,185 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2726 |
1.2402 |
|
| R3 |
1.2617 |
1.2549 |
1.2353 |
|
| R2 |
1.2441 |
1.2441 |
1.2337 |
|
| R1 |
1.2373 |
1.2373 |
1.2321 |
1.2407 |
| PP |
1.2264 |
1.2264 |
1.2264 |
1.2281 |
| S1 |
1.2196 |
1.2196 |
1.2288 |
1.2230 |
| S2 |
1.2088 |
1.2088 |
1.2272 |
|
| S3 |
1.1911 |
1.2020 |
1.2256 |
|
| S4 |
1.1735 |
1.1843 |
1.2207 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3103 |
1.2996 |
1.2465 |
|
| R3 |
1.2811 |
1.2704 |
1.2385 |
|
| R2 |
1.2518 |
1.2518 |
1.2358 |
|
| R1 |
1.2411 |
1.2411 |
1.2331 |
1.2465 |
| PP |
1.2226 |
1.2226 |
1.2226 |
1.2252 |
| S1 |
1.2119 |
1.2119 |
1.2278 |
1.2172 |
| S2 |
1.1933 |
1.1933 |
1.2251 |
|
| S3 |
1.1641 |
1.1826 |
1.2224 |
|
| S4 |
1.1348 |
1.1534 |
1.2144 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3083 |
|
2.618 |
1.2795 |
|
1.618 |
1.2618 |
|
1.000 |
1.2509 |
|
0.618 |
1.2442 |
|
HIGH |
1.2333 |
|
0.618 |
1.2265 |
|
0.500 |
1.2244 |
|
0.382 |
1.2223 |
|
LOW |
1.2156 |
|
0.618 |
1.2047 |
|
1.000 |
1.1980 |
|
1.618 |
1.1870 |
|
2.618 |
1.1694 |
|
4.250 |
1.1406 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2284 |
1.2265 |
| PP |
1.2264 |
1.2226 |
| S1 |
1.2244 |
1.2186 |
|