CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2160 |
1.2327 |
0.0168 |
1.4% |
1.2174 |
| High |
1.2333 |
1.2417 |
0.0084 |
0.7% |
1.2333 |
| Low |
1.2156 |
1.2311 |
0.0155 |
1.3% |
1.2040 |
| Close |
1.2305 |
1.2394 |
0.0090 |
0.7% |
1.2305 |
| Range |
0.0177 |
0.0106 |
-0.0071 |
-40.2% |
0.0293 |
| ATR |
0.0077 |
0.0079 |
0.0003 |
3.3% |
0.0000 |
| Volume |
1,068 |
1,364 |
296 |
27.7% |
2,185 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2690 |
1.2648 |
1.2452 |
|
| R3 |
1.2585 |
1.2542 |
1.2423 |
|
| R2 |
1.2479 |
1.2479 |
1.2413 |
|
| R1 |
1.2437 |
1.2437 |
1.2404 |
1.2458 |
| PP |
1.2374 |
1.2374 |
1.2374 |
1.2385 |
| S1 |
1.2331 |
1.2331 |
1.2384 |
1.2353 |
| S2 |
1.2268 |
1.2268 |
1.2375 |
|
| S3 |
1.2163 |
1.2226 |
1.2365 |
|
| S4 |
1.2057 |
1.2120 |
1.2336 |
|
|
| 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 |
1.2865 |
|
2.618 |
1.2693 |
|
1.618 |
1.2587 |
|
1.000 |
1.2522 |
|
0.618 |
1.2482 |
|
HIGH |
1.2417 |
|
0.618 |
1.2376 |
|
0.500 |
1.2364 |
|
0.382 |
1.2351 |
|
LOW |
1.2311 |
|
0.618 |
1.2246 |
|
1.000 |
1.2206 |
|
1.618 |
1.2140 |
|
2.618 |
1.2035 |
|
4.250 |
1.1863 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2384 |
1.2341 |
| PP |
1.2374 |
1.2287 |
| S1 |
1.2364 |
1.2234 |
|