CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2376 |
1.2427 |
0.0051 |
0.4% |
1.2327 |
| High |
1.2424 |
1.2530 |
0.0106 |
0.8% |
1.2443 |
| Low |
1.2344 |
1.2407 |
0.0064 |
0.5% |
1.2289 |
| Close |
1.2413 |
1.2522 |
0.0109 |
0.9% |
1.2352 |
| Range |
0.0081 |
0.0123 |
0.0042 |
52.2% |
0.0154 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.6% |
0.0000 |
| Volume |
683 |
642 |
-41 |
-6.0% |
3,739 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2854 |
1.2810 |
1.2589 |
|
| R3 |
1.2731 |
1.2688 |
1.2556 |
|
| R2 |
1.2609 |
1.2609 |
1.2544 |
|
| R1 |
1.2565 |
1.2565 |
1.2533 |
1.2587 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2497 |
| S1 |
1.2443 |
1.2443 |
1.2511 |
1.2465 |
| S2 |
1.2364 |
1.2364 |
1.2500 |
|
| S3 |
1.2241 |
1.2320 |
1.2488 |
|
| S4 |
1.2119 |
1.2198 |
1.2455 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2823 |
1.2742 |
1.2437 |
|
| R3 |
1.2669 |
1.2588 |
1.2394 |
|
| R2 |
1.2515 |
1.2515 |
1.2380 |
|
| R1 |
1.2434 |
1.2434 |
1.2366 |
1.2474 |
| PP |
1.2361 |
1.2361 |
1.2361 |
1.2381 |
| S1 |
1.2280 |
1.2280 |
1.2338 |
1.2320 |
| S2 |
1.2207 |
1.2207 |
1.2324 |
|
| S3 |
1.2053 |
1.2126 |
1.2310 |
|
| S4 |
1.1899 |
1.1972 |
1.2267 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3050 |
|
2.618 |
1.2850 |
|
1.618 |
1.2728 |
|
1.000 |
1.2652 |
|
0.618 |
1.2605 |
|
HIGH |
1.2530 |
|
0.618 |
1.2483 |
|
0.500 |
1.2468 |
|
0.382 |
1.2454 |
|
LOW |
1.2407 |
|
0.618 |
1.2331 |
|
1.000 |
1.2285 |
|
1.618 |
1.2209 |
|
2.618 |
1.2086 |
|
4.250 |
1.1886 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2504 |
1.2492 |
| PP |
1.2486 |
1.2461 |
| S1 |
1.2468 |
1.2431 |
|