CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	1.2547	1.2484	-0.0063	-0.5%	1.2533
High	1.2584	1.2541	-0.0043	-0.3%	1.2636
Low	1.2474	1.2427	-0.0048	-0.4%	1.2455
Close	1.2511	1.2503	-0.0008	-0.1%	1.2566
Range	0.0110	0.0115	0.0005	4.6%	0.0182
ATR	0.0097	0.0098	0.0001	1.3%	0.0000
Volume	990	496	-494	-49.9%	5,602

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2834	1.2783	1.2566
R3	1.2719	1.2668	1.2534
R2	1.2605	1.2605	1.2524
R1	1.2554	1.2554	1.2513	1.2579
PP	1.2490	1.2490	1.2490	1.2503
S1	1.2439	1.2439	1.2493	1.2465
S2	1.2376	1.2376	1.2482
S3	1.2261	1.2325	1.2472
S4	1.2147	1.2210	1.2440

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3097	1.3013	1.2665
R3	1.2915	1.2831	1.2615
R2	1.2734	1.2734	1.2599
R1	1.2650	1.2650	1.2582	1.2692
PP	1.2552	1.2552	1.2552	1.2573
S1	1.2468	1.2468	1.2549	1.2510
S2	1.2371	1.2371	1.2532
S3	1.2189	1.2287	1.2516
S4	1.2008	1.2105	1.2466

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2636	1.2427	0.0210	1.7%	0.0108	0.9%	37%	False	True	796
10	1.2650	1.2407	0.0243	1.9%	0.0115	0.9%	40%	False	False	915
20	1.2650	1.2040	0.0610	4.9%	0.0108	0.9%	76%	False	False	788
40	1.2650	1.1872	0.0779	6.2%	0.0084	0.7%	81%	False	False	871

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	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3028
2.618	1.2841
1.618	1.2726
1.000	1.2656
0.618	1.2612
HIGH	1.2541
0.618	1.2497
0.500	1.2484
0.382	1.2470
LOW	1.2427
0.618	1.2356
1.000	1.2312
1.618	1.2241
2.618	1.2127
4.250	1.1940

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	1.2497	1.2527
PP	1.2490	1.2519
S1	1.2484	1.2511

Download as Excel Spreadsheet

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

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