CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 19-May-2017

Day Change Summary
	Previous	Current
	18-May-2017	19-May-2017	Change	Change %	Previous Week
Open	1.1235	1.1180	-0.0055	-0.5%	1.0988
High	1.1240	1.1280	0.0040	0.4%	1.1280
Low	1.1145	1.1168	0.0023	0.2%	1.0988
Close	1.1173	1.1274	0.0101	0.9%	1.1274
Range	0.0095	0.0112	0.0017	18.0%	0.0292
ATR	0.0077	0.0079	0.0002	3.2%	0.0000
Volume	2,791	1,500	-1,291	-46.3%	10,040

Daily Pivots for day following 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1575	1.1536	1.1335
R3	1.1463	1.1424	1.1304
R2	1.1352	1.1352	1.1294
R1	1.1313	1.1313	1.1284	1.1332
PP	1.1240	1.1240	1.1240	1.1250
S1	1.1201	1.1201	1.1263	1.1221
S2	1.1129	1.1129	1.1253
S3	1.1017	1.1090	1.1243
S4	1.0906	1.0978	1.1212

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2055	1.1956	1.1434
R3	1.1763	1.1664	1.1354
R2	1.1472	1.1472	1.1327
R1	1.1373	1.1373	1.1300	1.1422
PP	1.1180	1.1180	1.1180	1.1205
S1	1.1081	1.1081	1.1247	1.1131
S2	1.0889	1.0889	1.1220
S3	1.0597	1.0790	1.1193
S4	1.0306	1.0498	1.1113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1280	1.0988	0.0292	2.6%	0.0095	0.8%	98%	True	False	2,008
10	1.1280	1.0910	0.0370	3.3%	0.0082	0.7%	98%	True	False	1,507
20	1.1280	1.0902	0.0378	3.3%	0.0078	0.7%	98%	True	False	1,178
40	1.1280	1.0656	0.0624	5.5%	0.0070	0.6%	99%	True	False	777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1753
2.618	1.1571
1.618	1.1460
1.000	1.1391
0.618	1.1348
HIGH	1.1280
0.618	1.1237
0.500	1.1224
0.382	1.1211
LOW	1.1168
0.618	1.1099
1.000	1.1057
1.618	1.0988
2.618	1.0876
4.250	1.0694

Fisher Pivots for day following 19-May-2017
Pivot	1 day	3 day
R1	1.1257	1.1253
PP	1.1240	1.1233
S1	1.1224	1.1212

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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