CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2533 |
1.2490 |
-0.0043 |
-0.3% |
1.2374 |
| High |
1.2543 |
1.2569 |
0.0026 |
0.2% |
1.2650 |
| Low |
1.2455 |
1.2455 |
0.0000 |
0.0% |
1.2333 |
| Close |
1.2506 |
1.2521 |
0.0015 |
0.1% |
1.2539 |
| Range |
0.0089 |
0.0115 |
0.0026 |
29.4% |
0.0318 |
| ATR |
0.0092 |
0.0093 |
0.0002 |
1.8% |
0.0000 |
| Volume |
486 |
2,620 |
2,134 |
439.1% |
2,921 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2858 |
1.2804 |
1.2583 |
|
| R3 |
1.2744 |
1.2689 |
1.2552 |
|
| R2 |
1.2629 |
1.2629 |
1.2541 |
|
| R1 |
1.2575 |
1.2575 |
1.2531 |
1.2602 |
| PP |
1.2515 |
1.2515 |
1.2515 |
1.2528 |
| S1 |
1.2460 |
1.2460 |
1.2510 |
1.2488 |
| S2 |
1.2400 |
1.2400 |
1.2500 |
|
| S3 |
1.2286 |
1.2346 |
1.2489 |
|
| S4 |
1.2171 |
1.2231 |
1.2458 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3317 |
1.2713 |
|
| R3 |
1.3142 |
1.2999 |
1.2626 |
|
| R2 |
1.2825 |
1.2825 |
1.2597 |
|
| R1 |
1.2682 |
1.2682 |
1.2568 |
1.2753 |
| PP |
1.2507 |
1.2507 |
1.2507 |
1.2543 |
| S1 |
1.2364 |
1.2364 |
1.2509 |
1.2436 |
| S2 |
1.2190 |
1.2190 |
1.2480 |
|
| S3 |
1.1872 |
1.2047 |
1.2451 |
|
| S4 |
1.1555 |
1.1729 |
1.2364 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3056 |
|
2.618 |
1.2869 |
|
1.618 |
1.2754 |
|
1.000 |
1.2684 |
|
0.618 |
1.2640 |
|
HIGH |
1.2569 |
|
0.618 |
1.2525 |
|
0.500 |
1.2512 |
|
0.382 |
1.2498 |
|
LOW |
1.2455 |
|
0.618 |
1.2384 |
|
1.000 |
1.2340 |
|
1.618 |
1.2269 |
|
2.618 |
1.2155 |
|
4.250 |
1.1968 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2518 |
1.2530 |
| PP |
1.2515 |
1.2527 |
| S1 |
1.2512 |
1.2524 |
|