CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 22-Feb-2018

Day Change Summary
	Previous	Current
	21-Feb-2018	22-Feb-2018	Change	Change %	Previous Week
Open	1.2448	1.2379	-0.0069	-0.6%	1.2361
High	1.2460	1.2450	-0.0010	-0.1%	1.2659
Low	1.2389	1.2364	-0.0026	-0.2%	1.2347
Close	1.2406	1.2433	0.0027	0.2%	1.2523
Range	0.0071	0.0087	0.0016	22.7%	0.0313
ATR	0.0102	0.0101	-0.0001	-1.1%	0.0000
Volume	1,503	3,960	2,457	163.5%	5,846

Daily Pivots for day following 22-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2675	1.2640	1.2480
R3	1.2588	1.2554	1.2456
R2	1.2502	1.2502	1.2448
R1	1.2467	1.2467	1.2440	1.2485
PP	1.2415	1.2415	1.2415	1.2424
S1	1.2381	1.2381	1.2425	1.2398
S2	1.2329	1.2329	1.2417
S3	1.2242	1.2294	1.2409
S4	1.2156	1.2208	1.2385

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	1.2364	0.0296	2.4%	0.0097	0.8%	23%	False	True	1,795
10	1.2659	1.2318	0.0342	2.7%	0.0097	0.8%	34%	False	False	1,552
20	1.2659	1.2318	0.0342	2.7%	0.0107	0.9%	34%	False	False	1,337
40	1.2659	1.2002	0.0658	5.3%	0.0096	0.8%	66%	False	False	910

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	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2818
2.618	1.2676
1.618	1.2590
1.000	1.2537
0.618	1.2503
HIGH	1.2450
0.618	1.2417
0.500	1.2407
0.382	1.2397
LOW	1.2364
0.618	1.2310
1.000	1.2277
1.618	1.2224
2.618	1.2137
4.250	1.1996

Fisher Pivots for day following 22-Feb-2018
Pivot	1 day	3 day
R1	1.2424	1.2451
PP	1.2415	1.2445
S1	1.2407	1.2439

Download as Excel Spreadsheet

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

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