CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2327 |
1.2386 |
0.0059 |
0.5% |
1.2174 |
| High |
1.2417 |
1.2443 |
0.0026 |
0.2% |
1.2333 |
| Low |
1.2311 |
1.2300 |
-0.0012 |
-0.1% |
1.2040 |
| Close |
1.2394 |
1.2361 |
-0.0033 |
-0.3% |
1.2305 |
| Range |
0.0106 |
0.0143 |
0.0038 |
35.5% |
0.0293 |
| ATR |
0.0079 |
0.0084 |
0.0005 |
5.8% |
0.0000 |
| Volume |
1,364 |
1,492 |
128 |
9.4% |
2,185 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2797 |
1.2722 |
1.2440 |
|
| R3 |
1.2654 |
1.2579 |
1.2400 |
|
| R2 |
1.2511 |
1.2511 |
1.2387 |
|
| R1 |
1.2436 |
1.2436 |
1.2374 |
1.2402 |
| PP |
1.2368 |
1.2368 |
1.2368 |
1.2351 |
| S1 |
1.2293 |
1.2293 |
1.2348 |
1.2259 |
| S2 |
1.2225 |
1.2225 |
1.2335 |
|
| S3 |
1.2082 |
1.2150 |
1.2322 |
|
| S4 |
1.1939 |
1.2007 |
1.2282 |
|
|
| 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 |
1.3050 |
|
2.618 |
1.2817 |
|
1.618 |
1.2674 |
|
1.000 |
1.2586 |
|
0.618 |
1.2531 |
|
HIGH |
1.2443 |
|
0.618 |
1.2388 |
|
0.500 |
1.2371 |
|
0.382 |
1.2354 |
|
LOW |
1.2300 |
|
0.618 |
1.2211 |
|
1.000 |
1.2157 |
|
1.618 |
1.2068 |
|
2.618 |
1.1925 |
|
4.250 |
1.1692 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2371 |
1.2340 |
| PP |
1.2368 |
1.2320 |
| S1 |
1.2364 |
1.2299 |
|