CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	1.2520	1.2528	0.0008	0.1%	1.2374
High	1.2591	1.2636	0.0045	0.4%	1.2650
Low	1.2508	1.2502	-0.0006	0.0%	1.2333
Close	1.2527	1.2618	0.0091	0.7%	1.2539
Range	0.0083	0.0134	0.0051	61.4%	0.0318
ATR	0.0093	0.0096	0.0003	3.2%	0.0000
Volume	260	669	409	157.3%	2,921

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2987	1.2936	1.2691
R3	1.2853	1.2802	1.2654
R2	1.2719	1.2719	1.2642
R1	1.2668	1.2668	1.2630	1.2694
PP	1.2585	1.2585	1.2585	1.2598
S1	1.2534	1.2534	1.2605	1.2560
S2	1.2451	1.2451	1.2593
S3	1.2317	1.2400	1.2581
S4	1.2183	1.2266	1.2544

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3460	1.3317	1.2713
R3	1.3142	1.2999	1.2626
R2	1.2825	1.2825	1.2597
R1	1.2682	1.2682	1.2568	1.2753
PP	1.2507	1.2507	1.2507	1.2543
S1	1.2364	1.2364	1.2509	1.2436
S2	1.2190	1.2190	1.2480
S3	1.1872	1.2047	1.2451
S4	1.1555	1.1729	1.2364

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2636	1.2455	0.0182	1.4%	0.0107	0.8%	90%	True	False	898
10	1.2650	1.2333	0.0318	2.5%	0.0103	0.8%	90%	False	False	736
20	1.2650	1.2040	0.0610	4.8%	0.0103	0.8%	95%	False	False	670
40	1.2650	1.1872	0.0779	6.2%	0.0080	0.6%	96%	False	False	823

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
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	1.3206
2.618	1.2987
1.618	1.2853
1.000	1.2770
0.618	1.2719
HIGH	1.2636
0.618	1.2585
0.500	1.2569
0.382	1.2553
LOW	1.2502
0.618	1.2419
1.000	1.2368
1.618	1.2285
2.618	1.2151
4.250	1.1933

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	1.2601	1.2593
PP	1.2585	1.2569
S1	1.2569	1.2545

Download as Excel Spreadsheet

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

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