CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 24-Jan-2018

Day Change Summary
	Previous	Current
	23-Jan-2018	24-Jan-2018	Change	Change %	Previous Week
Open	1.2376	1.2427	0.0051	0.4%	1.2327
High	1.2424	1.2530	0.0106	0.8%	1.2443
Low	1.2344	1.2407	0.0064	0.5%	1.2289
Close	1.2413	1.2522	0.0109	0.9%	1.2352
Range	0.0081	0.0123	0.0042	52.2%	0.0154
ATR	0.0082	0.0085	0.0003	3.6%	0.0000
Volume	683	642	-41	-6.0%	3,739

Daily Pivots for day following 24-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2854	1.2810	1.2589
R3	1.2731	1.2688	1.2556
R2	1.2609	1.2609	1.2544
R1	1.2565	1.2565	1.2533	1.2587
PP	1.2486	1.2486	1.2486	1.2497
S1	1.2443	1.2443	1.2511	1.2465
S2	1.2364	1.2364	1.2500
S3	1.2241	1.2320	1.2488
S4	1.2119	1.2198	1.2455

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	1.2530	1.2289	0.0241	1.9%	0.0086	0.7%	97%	True	False	476
10	1.2530	1.2040	0.0490	3.9%	0.0108	0.9%	98%	True	False	710
20	1.2530	1.2002	0.0528	4.2%	0.0085	0.7%	99%	True	False	483

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3050
2.618	1.2850
1.618	1.2728
1.000	1.2652
0.618	1.2605
HIGH	1.2530
0.618	1.2483
0.500	1.2468
0.382	1.2454
LOW	1.2407
0.618	1.2331
1.000	1.2285
1.618	1.2209
2.618	1.2086
4.250	1.1886

Fisher Pivots for day following 24-Jan-2018
Pivot	1 day	3 day
R1	1.2504	1.2492
PP	1.2486	1.2461
S1	1.2468	1.2431

Download as Excel Spreadsheet

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

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