CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 13-Feb-2018

Day Change Summary
	Previous	Current
	12-Feb-2018	13-Feb-2018	Change	Change %	Previous Week
Open	1.2361	1.2405	0.0045	0.4%	1.2547
High	1.2405	1.2478	0.0073	0.6%	1.2584
Low	1.2347	1.2394	0.0048	0.4%	1.2318
Close	1.2391	1.2463	0.0072	0.6%	1.2342
Range	0.0058	0.0084	0.0026	44.0%	0.0266
ATR	0.0096	0.0096	-0.0001	-0.7%	0.0000
Volume	928	728	-200	-21.6%	6,934

Daily Pivots for day following 13-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2695	1.2662	1.2508
R3	1.2612	1.2579	1.2485
R2	1.2528	1.2528	1.2478
R1	1.2495	1.2495	1.2470	1.2512
PP	1.2445	1.2445	1.2445	1.2453
S1	1.2412	1.2412	1.2455	1.2428
S2	1.2361	1.2361	1.2447
S3	1.2278	1.2328	1.2440
S4	1.2194	1.2245	1.2417

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3212	1.3043	1.2488
R3	1.2946	1.2777	1.2415
R2	1.2680	1.2680	1.2390
R1	1.2511	1.2511	1.2366	1.2463
PP	1.2414	1.2414	1.2414	1.2390
S1	1.2245	1.2245	1.2317	1.2197
S2	1.2148	1.2148	1.2293
S3	1.1882	1.1979	1.2268
S4	1.1616	1.1713	1.2195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2515	1.2318	0.0198	1.6%	0.0091	0.7%	73%	False	False	1,420
10	1.2636	1.2318	0.0319	2.6%	0.0100	0.8%	46%	False	False	1,108
20	1.2650	1.2289	0.0362	2.9%	0.0103	0.8%	48%	False	False	974
40	1.2650	1.1906	0.0745	6.0%	0.0087	0.7%	75%	False	False	899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2832
2.618	1.2696
1.618	1.2613
1.000	1.2561
0.618	1.2529
HIGH	1.2478
0.618	1.2446
0.500	1.2436
0.382	1.2426
LOW	1.2394
0.618	1.2342
1.000	1.2311
1.618	1.2259
2.618	1.2175
4.250	1.2039

Fisher Pivots for day following 13-Feb-2018
Pivot	1 day	3 day
R1	1.2454	1.2441
PP	1.2445	1.2419
S1	1.2436	1.2398

Download as Excel Spreadsheet

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

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