CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 25-Jan-2018

Day Change Summary
	Previous	Current
	24-Jan-2018	25-Jan-2018	Change	Change %	Previous Week
Open	1.2427	1.2515	0.0088	0.7%	1.2327
High	1.2530	1.2650	0.0121	1.0%	1.2443
Low	1.2407	1.2485	0.0078	0.6%	1.2289
Close	1.2522	1.2506	-0.0017	-0.1%	1.2352
Range	0.0123	0.0165	0.0043	34.7%	0.0154
ATR	0.0085	0.0090	0.0006	6.8%	0.0000
Volume	642	968	326	50.8%	3,739

Daily Pivots for day following 25-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3042	1.2939	1.2596
R3	1.2877	1.2774	1.2551
R2	1.2712	1.2712	1.2536
R1	1.2609	1.2609	1.2521	1.2578
PP	1.2547	1.2547	1.2547	1.2531
S1	1.2444	1.2444	1.2490	1.2413
S2	1.2382	1.2382	1.2475
S3	1.2217	1.2279	1.2460
S4	1.2052	1.2114	1.2415

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	1.2650	1.2333	0.0318	2.5%	0.0100	0.8%	54%	True	False	574
10	1.2650	1.2051	0.0600	4.8%	0.0115	0.9%	76%	True	False	750
20	1.2650	1.2015	0.0635	5.1%	0.0092	0.7%	77%	True	False	520
40	1.2650	1.1872	0.0779	6.2%	0.0074	0.6%	81%	True	False	718

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	0.0022
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3351
2.618	1.3082
1.618	1.2917
1.000	1.2815
0.618	1.2752
HIGH	1.2650
0.618	1.2587
0.500	1.2568
0.382	1.2548
LOW	1.2485
0.618	1.2383
1.000	1.2320
1.618	1.2218
2.618	1.2053
4.250	1.1784

Fisher Pivots for day following 25-Jan-2018
Pivot	1 day	3 day
R1	1.2568	1.2503
PP	1.2547	1.2500
S1	1.2526	1.2497

Download as Excel Spreadsheet

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

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