CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 23-Jan-2018

Day Change Summary
	Previous	Current
	22-Jan-2018	23-Jan-2018	Change	Change %	Previous Week
Open	1.2374	1.2376	0.0003	0.0%	1.2327
High	1.2385	1.2424	0.0039	0.3%	1.2443
Low	1.2333	1.2344	0.0011	0.1%	1.2289
Close	1.2377	1.2413	0.0036	0.3%	1.2352
Range	0.0053	0.0081	0.0028	53.3%	0.0154
ATR	0.0082	0.0082	0.0000	-0.1%	0.0000
Volume	172	683	511	297.1%	3,739

Daily Pivots for day following 23-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2635	1.2605	1.2457
R3	1.2555	1.2524	1.2435
R2	1.2474	1.2474	1.2428
R1	1.2444	1.2444	1.2420	1.2459
PP	1.2394	1.2394	1.2394	1.2401
S1	1.2363	1.2363	1.2406	1.2378
S2	1.2313	1.2313	1.2398
S3	1.2233	1.2283	1.2391
S4	1.2152	1.2202	1.2369

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2823	1.2742	1.2437
R3	1.2669	1.2588	1.2394
R2	1.2515	1.2515	1.2380
R1	1.2434	1.2434	1.2366	1.2474
PP	1.2361	1.2361	1.2361	1.2381
S1	1.2280	1.2280	1.2338	1.2320
S2	1.2207	1.2207	1.2324
S3	1.2053	1.2126	1.2310
S4	1.1899	1.1972	1.2267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2443	1.2289	0.0154	1.2%	0.0090	0.7%	81%	False	False	646
10	1.2443	1.2040	0.0403	3.2%	0.0101	0.8%	93%	False	False	662
20	1.2443	1.1968	0.0475	3.8%	0.0080	0.6%	94%	False	False	455

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2766
2.618	1.2635
1.618	1.2554
1.000	1.2505
0.618	1.2474
HIGH	1.2424
0.618	1.2393
0.500	1.2384
0.382	1.2374
LOW	1.2344
0.618	1.2294
1.000	1.2263
1.618	1.2213
2.618	1.2133
4.250	1.2001

Fisher Pivots for day following 23-Jan-2018
Pivot	1 day	3 day
R1	1.2403	1.2401
PP	1.2394	1.2390
S1	1.2384	1.2378

Download as Excel Spreadsheet

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

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