CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 17-Jan-2018

Day Change Summary
	Previous	Current
	16-Jan-2018	17-Jan-2018	Change	Change %	Previous Week
Open	1.2327	1.2386	0.0059	0.5%	1.2174
High	1.2417	1.2443	0.0026	0.2%	1.2333
Low	1.2311	1.2300	-0.0012	-0.1%	1.2040
Close	1.2394	1.2361	-0.0033	-0.3%	1.2305
Range	0.0106	0.0143	0.0038	35.5%	0.0293
ATR	0.0079	0.0084	0.0005	5.8%	0.0000
Volume	1,364	1,492	128	9.4%	2,185

Daily Pivots for day following 17-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2797	1.2722	1.2440
R3	1.2654	1.2579	1.2400
R2	1.2511	1.2511	1.2387
R1	1.2436	1.2436	1.2374	1.2402
PP	1.2368	1.2368	1.2368	1.2351
S1	1.2293	1.2293	1.2348	1.2259
S2	1.2225	1.2225	1.2335
S3	1.2082	1.2150	1.2322
S4	1.1939	1.2007	1.2282

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3103	1.2996	1.2465
R3	1.2811	1.2704	1.2385
R2	1.2518	1.2518	1.2358
R1	1.2411	1.2411	1.2331	1.2465
PP	1.2226	1.2226	1.2226	1.2252
S1	1.2119	1.2119	1.2278	1.2172
S2	1.1933	1.1933	1.2251
S3	1.1641	1.1826	1.2224
S4	1.1348	1.1534	1.2144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2443	1.2040	0.0403	3.3%	0.0130	1.1%	80%	True	False	944
10	1.2443	1.2040	0.0403	3.3%	0.0099	0.8%	80%	True	False	585
20	1.2443	1.1906	0.0537	4.3%	0.0077	0.6%	85%	True	False	414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3050
2.618	1.2817
1.618	1.2674
1.000	1.2586
0.618	1.2531
HIGH	1.2443
0.618	1.2388
0.500	1.2371
0.382	1.2354
LOW	1.2300
0.618	1.2211
1.000	1.2157
1.618	1.2068
2.618	1.1925
4.250	1.1692

Fisher Pivots for day following 17-Jan-2018
Pivot	1 day	3 day
R1	1.2371	1.2340
PP	1.2368	1.2320
S1	1.2364	1.2299

Download as Excel Spreadsheet

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

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