CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 23-May-2017

Day Change Summary
	Previous	Current
	22-May-2017	23-May-2017	Change	Change %	Previous Week
Open	1.1274	1.1301	0.0028	0.2%	1.0988
High	1.1332	1.1336	0.0004	0.0%	1.1280
Low	1.1229	1.1244	0.0015	0.1%	1.0988
Close	1.1305	1.1252	-0.0053	-0.5%	1.1274
Range	0.0103	0.0092	-0.0011	-10.2%	0.0292
ATR	0.0081	0.0082	0.0001	1.0%	0.0000
Volume	2,361	2,615	254	10.8%	10,040

Daily Pivots for day following 23-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1553	1.1495	1.1303
R3	1.1461	1.1403	1.1277
R2	1.1369	1.1369	1.1269
R1	1.1311	1.1311	1.1260	1.1294
PP	1.1277	1.1277	1.1277	1.1269
S1	1.1219	1.1219	1.1244	1.1202
S2	1.1185	1.1185	1.1235
S3	1.1093	1.1127	1.1227
S4	1.1001	1.1035	1.1201

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	1.1336	1.1145	0.0191	1.7%	0.0096	0.9%	56%	True	False	2,435
10	1.1336	1.0910	0.0426	3.8%	0.0085	0.8%	80%	True	False	1,730
20	1.1336	1.0910	0.0426	3.8%	0.0079	0.7%	80%	True	False	1,330
40	1.1336	1.0656	0.0680	6.0%	0.0072	0.6%	88%	True	False	881

Crabel Price Patterns
NR	True
NR4	True
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1727
2.618	1.1576
1.618	1.1484
1.000	1.1428
0.618	1.1392
HIGH	1.1336
0.618	1.1300
0.500	1.1290
0.382	1.1279
LOW	1.1244
0.618	1.1187
1.000	1.1152
1.618	1.1095
2.618	1.1003
4.250	1.0853

Fisher Pivots for day following 23-May-2017
Pivot	1 day	3 day
R1	1.1290	1.1252
PP	1.1277	1.1252
S1	1.1265	1.1252

Download as Excel Spreadsheet

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

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