CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 16-Feb-2018

Day Change Summary
	Previous	Current
	15-Feb-2018	16-Feb-2018	Change	Change %	Previous Week
Open	1.2559	1.2606	0.0047	0.4%	1.2361
High	1.2615	1.2659	0.0044	0.3%	1.2659
Low	1.2559	1.2498	-0.0061	-0.5%	1.2347
Close	1.2614	1.2523	-0.0091	-0.7%	1.2523
Range	0.0057	0.0161	0.0105	185.0%	0.0313
ATR	0.0100	0.0104	0.0004	4.4%	0.0000
Volume	853	1,184	331	38.8%	5,846

Daily Pivots for day following 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3043	1.2944	1.2611
R3	1.2882	1.2783	1.2567
R2	1.2721	1.2721	1.2552
R1	1.2622	1.2622	1.2537	1.2591
PP	1.2560	1.2560	1.2560	1.2544
S1	1.2461	1.2461	1.2508	1.2430
S2	1.2399	1.2399	1.2493
S3	1.2238	1.2300	1.2478
S4	1.2077	1.2139	1.2434

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3447	1.3297	1.2694
R3	1.3134	1.2985	1.2608
R2	1.2822	1.2822	1.2580
R1	1.2672	1.2672	1.2551	1.2747
PP	1.2509	1.2509	1.2509	1.2547
S1	1.2360	1.2360	1.2494	1.2435
S2	1.2197	1.2197	1.2465
S3	1.1884	1.2047	1.2437
S4	1.1572	1.1735	1.2351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2659	1.2347	0.0313	2.5%	0.0109	0.9%	56%	True	False	1,169
10	1.2659	1.2318	0.0342	2.7%	0.0108	0.9%	60%	True	False	1,278
20	1.2659	1.2318	0.0342	2.7%	0.0107	0.9%	60%	True	False	1,065
40	1.2659	1.1968	0.0692	5.5%	0.0093	0.7%	80%	True	False	751

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3343
2.618	1.3080
1.618	1.2919
1.000	1.2820
0.618	1.2758
HIGH	1.2659
0.618	1.2597
0.500	1.2579
0.382	1.2560
LOW	1.2498
0.618	1.2399
1.000	1.2337
1.618	1.2238
2.618	1.2077
4.250	1.1814

Fisher Pivots for day following 16-Feb-2018
Pivot	1 day	3 day
R1	1.2579	1.2522
PP	1.2560	1.2522
S1	1.2541	1.2522

Download as Excel Spreadsheet

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

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