CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2618 |
1.2547 |
-0.0072 |
-0.6% |
1.2533 |
| High |
1.2627 |
1.2584 |
-0.0044 |
-0.3% |
1.2636 |
| Low |
1.2526 |
1.2474 |
-0.0052 |
-0.4% |
1.2455 |
| Close |
1.2566 |
1.2511 |
-0.0055 |
-0.4% |
1.2566 |
| Range |
0.0101 |
0.0110 |
0.0009 |
8.4% |
0.0182 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,567 |
990 |
-577 |
-36.8% |
5,602 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2851 |
1.2791 |
1.2571 |
|
| R3 |
1.2742 |
1.2681 |
1.2541 |
|
| R2 |
1.2632 |
1.2632 |
1.2531 |
|
| R1 |
1.2572 |
1.2572 |
1.2521 |
1.2547 |
| PP |
1.2523 |
1.2523 |
1.2523 |
1.2511 |
| S1 |
1.2462 |
1.2462 |
1.2501 |
1.2438 |
| S2 |
1.2413 |
1.2413 |
1.2491 |
|
| S3 |
1.2304 |
1.2353 |
1.2481 |
|
| S4 |
1.2194 |
1.2243 |
1.2451 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3097 |
1.3013 |
1.2665 |
|
| R3 |
1.2915 |
1.2831 |
1.2615 |
|
| R2 |
1.2734 |
1.2734 |
1.2599 |
|
| R1 |
1.2650 |
1.2650 |
1.2582 |
1.2692 |
| PP |
1.2552 |
1.2552 |
1.2552 |
1.2573 |
| S1 |
1.2468 |
1.2468 |
1.2549 |
1.2510 |
| S2 |
1.2371 |
1.2371 |
1.2532 |
|
| S3 |
1.2189 |
1.2287 |
1.2516 |
|
| S4 |
1.2008 |
1.2105 |
1.2466 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3049 |
|
2.618 |
1.2870 |
|
1.618 |
1.2761 |
|
1.000 |
1.2693 |
|
0.618 |
1.2651 |
|
HIGH |
1.2584 |
|
0.618 |
1.2542 |
|
0.500 |
1.2529 |
|
0.382 |
1.2516 |
|
LOW |
1.2474 |
|
0.618 |
1.2406 |
|
1.000 |
1.2365 |
|
1.618 |
1.2297 |
|
2.618 |
1.2187 |
|
4.250 |
1.2009 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2529 |
1.2555 |
| PP |
1.2523 |
1.2540 |
| S1 |
1.2517 |
1.2526 |
|