CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 22-May-2017

Day Change Summary
	Previous	Current
	19-May-2017	22-May-2017	Change	Change %	Previous Week
Open	1.1180	1.1274	0.0094	0.8%	1.0988
High	1.1280	1.1332	0.0052	0.5%	1.1280
Low	1.1168	1.1229	0.0061	0.5%	1.0988
Close	1.1274	1.1305	0.0031	0.3%	1.1274
Range	0.0112	0.0103	-0.0009	-8.1%	0.0292
ATR	0.0079	0.0081	0.0002	2.1%	0.0000
Volume	1,500	2,361	861	57.4%	10,040

Daily Pivots for day following 22-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1596	1.1553	1.1361
R3	1.1493	1.1450	1.1333
R2	1.1391	1.1391	1.1323
R1	1.1348	1.1348	1.1314	1.1369
PP	1.1288	1.1288	1.1288	1.1299
S1	1.1245	1.1245	1.1295	1.1267
S2	1.1186	1.1186	1.1286
S3	1.1083	1.1143	1.1276
S4	1.0981	1.1040	1.1248

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	1.1332	1.1048	0.0284	2.5%	0.0102	0.9%	90%	True	False	2,314
10	1.1332	1.0910	0.0422	3.7%	0.0082	0.7%	94%	True	False	1,627
20	1.1332	1.0910	0.0422	3.7%	0.0079	0.7%	94%	True	False	1,248
40	1.1332	1.0656	0.0676	6.0%	0.0072	0.6%	96%	True	False	832

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1767
2.618	1.1600
1.618	1.1497
1.000	1.1434
0.618	1.1395
HIGH	1.1332
0.618	1.1292
0.500	1.1280
0.382	1.1268
LOW	1.1229
0.618	1.1166
1.000	1.1127
1.618	1.1063
2.618	1.0961
4.250	1.0793

Fisher Pivots for day following 22-May-2017
Pivot	1 day	3 day
R1	1.1296	1.1282
PP	1.1288	1.1260
S1	1.1280	1.1238

Download as Excel Spreadsheet

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

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