CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 24-May-2017

Day Change Summary
	Previous	Current
	23-May-2017	24-May-2017	Change	Change %	Previous Week
Open	1.1301	1.1250	-0.0051	-0.5%	1.0988
High	1.1336	1.1288	-0.0048	-0.4%	1.1280
Low	1.1244	1.1237	-0.0007	-0.1%	1.0988
Close	1.1252	1.1266	0.0014	0.1%	1.1274
Range	0.0092	0.0051	-0.0041	-44.6%	0.0292
ATR	0.0082	0.0080	-0.0002	-2.7%	0.0000
Volume	2,615	2,916	301	11.5%	10,040

Daily Pivots for day following 24-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1416	1.1392	1.1294
R3	1.1365	1.1341	1.1280
R2	1.1314	1.1314	1.1275
R1	1.1290	1.1290	1.1271	1.1302
PP	1.1263	1.1263	1.1263	1.1269
S1	1.1239	1.1239	1.1261	1.1251
S2	1.1212	1.1212	1.1257
S3	1.1161	1.1188	1.1252
S4	1.1110	1.1137	1.1238

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%	0.0090	0.8%	64%	False	False	2,436
10	1.1336	1.0910	0.0426	3.8%	0.0085	0.8%	84%	False	False	1,934
20	1.1336	1.0910	0.0426	3.8%	0.0077	0.7%	84%	False	False	1,430
40	1.1336	1.0656	0.0680	6.0%	0.0072	0.6%	90%	False	False	941

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1504
2.618	1.1421
1.618	1.1370
1.000	1.1339
0.618	1.1319
HIGH	1.1288
0.618	1.1268
0.500	1.1262
0.382	1.1256
LOW	1.1237
0.618	1.1205
1.000	1.1186
1.618	1.1154
2.618	1.1103
4.250	1.1020

Fisher Pivots for day following 24-May-2017
Pivot	1 day	3 day
R1	1.1265	1.1282
PP	1.1263	1.1277
S1	1.1262	1.1271

Download as Excel Spreadsheet

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

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