CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2520 |
1.2528 |
0.0008 |
0.1% |
1.2374 |
| High |
1.2591 |
1.2636 |
0.0045 |
0.4% |
1.2650 |
| Low |
1.2508 |
1.2502 |
-0.0006 |
0.0% |
1.2333 |
| Close |
1.2527 |
1.2618 |
0.0091 |
0.7% |
1.2539 |
| Range |
0.0083 |
0.0134 |
0.0051 |
61.4% |
0.0318 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.2% |
0.0000 |
| Volume |
260 |
669 |
409 |
157.3% |
2,921 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2936 |
1.2691 |
|
| R3 |
1.2853 |
1.2802 |
1.2654 |
|
| R2 |
1.2719 |
1.2719 |
1.2642 |
|
| R1 |
1.2668 |
1.2668 |
1.2630 |
1.2694 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2598 |
| S1 |
1.2534 |
1.2534 |
1.2605 |
1.2560 |
| S2 |
1.2451 |
1.2451 |
1.2593 |
|
| S3 |
1.2317 |
1.2400 |
1.2581 |
|
| S4 |
1.2183 |
1.2266 |
1.2544 |
|
|
| 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 |
1.3206 |
|
2.618 |
1.2987 |
|
1.618 |
1.2853 |
|
1.000 |
1.2770 |
|
0.618 |
1.2719 |
|
HIGH |
1.2636 |
|
0.618 |
1.2585 |
|
0.500 |
1.2569 |
|
0.382 |
1.2553 |
|
LOW |
1.2502 |
|
0.618 |
1.2419 |
|
1.000 |
1.2368 |
|
1.618 |
1.2285 |
|
2.618 |
1.2151 |
|
4.250 |
1.1933 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2601 |
1.2593 |
| PP |
1.2585 |
1.2569 |
| S1 |
1.2569 |
1.2545 |
|