CME Euro FX (E) Future March 2018

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

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	1.1871	1.1855	-0.0017	-0.1%	1.1921
High	1.1876	1.1894	0.0018	0.2%	1.1958
Low	1.1829	1.1845	0.0016	0.1%	1.1836
Close	1.1840	1.1888	0.0048	0.4%	1.1882
Range	0.0047	0.0049	0.0003	5.4%	0.0123
ATR	0.0073	0.0072	-0.0001	-1.9%	0.0000
Volume	445	407	-38	-8.5%	1,970

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2022	1.2004	1.1914
R3	1.1973	1.1955	1.1901
R2	1.1924	1.1924	1.1896
R1	1.1906	1.1906	1.1892	1.1915
PP	1.1875	1.1875	1.1875	1.1880
S1	1.1857	1.1857	1.1883	1.1866
S2	1.1826	1.1826	1.1879
S3	1.1777	1.1808	1.1874
S4	1.1728	1.1759	1.1861

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	1.1829	0.0129	1.1%	0.0068	0.6%	45%	False	False	369
10	1.1985	1.1829	0.0156	1.3%	0.0062	0.5%	38%	False	False	467
20	1.1985	1.1780	0.0205	1.7%	0.0064	0.5%	53%	False	False	405
40	1.2214	1.1780	0.0434	3.6%	0.0076	0.6%	25%	False	False	333

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2102
2.618	1.2022
1.618	1.1973
1.000	1.1943
0.618	1.1924
HIGH	1.1894
0.618	1.1875
0.500	1.1869
0.382	1.1863
LOW	1.1845
0.618	1.1814
1.000	1.1796
1.618	1.1765
2.618	1.1716
4.250	1.1636

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	1.1881	1.1893
PP	1.1875	1.1891
S1	1.1869	1.1889

Download as Excel Spreadsheet

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

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