CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 20-Oct-2017

Day Change Summary
	Previous	Current
	19-Oct-2017	20-Oct-2017	Change	Change %	Previous Week
Open	1.1901	1.1950	0.0049	0.4%	1.1921
High	1.1958	1.1958	-0.0001	0.0%	1.1958
Low	1.1874	1.1868	-0.0006	-0.1%	1.1836
Close	1.1933	1.1882	-0.0051	-0.4%	1.1882
Range	0.0084	0.0090	0.0006	6.5%	0.0123
ATR	0.0073	0.0074	0.0001	1.6%	0.0000
Volume	388	332	-56	-14.4%	1,970

Daily Pivots for day following 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2171	1.2116	1.1931
R3	1.2081	1.2026	1.1906
R2	1.1992	1.1992	1.1898
R1	1.1937	1.1937	1.1890	1.1920
PP	1.1902	1.1902	1.1902	1.1894
S1	1.1847	1.1847	1.1873	1.1830
S2	1.1813	1.1813	1.1865
S3	1.1723	1.1758	1.1857
S4	1.1634	1.1668	1.1832

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2259	1.2193	1.1949
R3	1.2137	1.2070	1.1915
R2	1.2014	1.2014	1.1904
R1	1.1948	1.1948	1.1893	1.1920
PP	1.1892	1.1892	1.1892	1.1878
S1	1.1825	1.1825	1.1870	1.1797
S2	1.1769	1.1769	1.1859
S3	1.1647	1.1703	1.1848
S4	1.1524	1.1580	1.1814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1958	1.1836	0.0123	1.0%	0.0068	0.6%	38%	False	False	394
10	1.1985	1.1835	0.0150	1.3%	0.0064	0.5%	31%	False	False	484
20	1.2056	1.1780	0.0276	2.3%	0.0069	0.6%	37%	False	False	408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.2338
2.618	1.2192
1.618	1.2102
1.000	1.2047
0.618	1.2013
HIGH	1.1958
0.618	1.1923
0.500	1.1913
0.382	1.1902
LOW	1.1868
0.618	1.1813
1.000	1.1779
1.618	1.1723
2.618	1.1634
4.250	1.1488

Fisher Pivots for day following 20-Oct-2017
Pivot	1 day	3 day
R1	1.1913	1.1897
PP	1.1902	1.1892
S1	1.1892	1.1887

Download as Excel Spreadsheet

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

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