CME Euro FX (E) Future December 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 |
1.2489 |
1.2519 |
0.0031 |
0.2% |
1.2277 |
| High |
1.2573 |
1.2566 |
-0.0007 |
-0.1% |
1.2501 |
| Low |
1.2483 |
1.2472 |
-0.0012 |
-0.1% |
1.2202 |
| Close |
1.2562 |
1.2531 |
-0.0031 |
-0.2% |
1.2470 |
| Range |
0.0090 |
0.0095 |
0.0005 |
5.6% |
0.0299 |
| ATR |
|
|
|
|
|
| Volume |
89 |
10 |
-79 |
-88.8% |
196 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2806 |
1.2763 |
1.2583 |
|
| R3 |
1.2712 |
1.2669 |
1.2557 |
|
| R2 |
1.2617 |
1.2617 |
1.2548 |
|
| R1 |
1.2574 |
1.2574 |
1.2540 |
1.2596 |
| PP |
1.2523 |
1.2523 |
1.2523 |
1.2534 |
| S1 |
1.2480 |
1.2480 |
1.2522 |
1.2501 |
| S2 |
1.2428 |
1.2428 |
1.2514 |
|
| S3 |
1.2334 |
1.2385 |
1.2505 |
|
| S4 |
1.2239 |
1.2291 |
1.2479 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3286 |
1.3177 |
1.2634 |
|
| R3 |
1.2988 |
1.2878 |
1.2552 |
|
| R2 |
1.2689 |
1.2689 |
1.2525 |
|
| R1 |
1.2580 |
1.2580 |
1.2497 |
1.2635 |
| PP |
1.2391 |
1.2391 |
1.2391 |
1.2418 |
| S1 |
1.2281 |
1.2281 |
1.2443 |
1.2336 |
| S2 |
1.2092 |
1.2092 |
1.2415 |
|
| S3 |
1.1794 |
1.1983 |
1.2388 |
|
| S4 |
1.1495 |
1.1684 |
1.2306 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2968 |
|
2.618 |
1.2813 |
|
1.618 |
1.2719 |
|
1.000 |
1.2661 |
|
0.618 |
1.2624 |
|
HIGH |
1.2566 |
|
0.618 |
1.2530 |
|
0.500 |
1.2519 |
|
0.382 |
1.2508 |
|
LOW |
1.2472 |
|
0.618 |
1.2413 |
|
1.000 |
1.2377 |
|
1.618 |
1.2319 |
|
2.618 |
1.2224 |
|
4.250 |
1.2070 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2527 |
1.2516 |
| PP |
1.2523 |
1.2501 |
| S1 |
1.2519 |
1.2486 |
|