CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 17-Apr-2018

Day Change Summary
	Previous	Current
	16-Apr-2018	17-Apr-2018	Change	Change %	Previous Week
Open	1.2488	1.2531	0.0043	0.3%	1.2422
High	1.2540	1.2557	0.0017	0.1%	1.2546
Low	1.2474	1.2483	0.0009	0.1%	1.2417
Close	1.2529	1.2513	-0.0016	-0.1%	1.2481
Range	0.0066	0.0074	0.0008	12.1%	0.0130
ATR	0.0070	0.0070	0.0000	0.4%	0.0000
Volume	142	258	116	81.7%	1,668

Daily Pivots for day following 17-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2739	1.2700	1.2554
R3	1.2665	1.2626	1.2533
R2	1.2591	1.2591	1.2527
R1	1.2552	1.2552	1.2520	1.2535
PP	1.2517	1.2517	1.2517	1.2509
S1	1.2478	1.2478	1.2506	1.2461
S2	1.2443	1.2443	1.2499
S3	1.2369	1.2404	1.2493
S4	1.2295	1.2330	1.2472

Weekly Pivots for week ending 13-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2870	1.2805	1.2552
R3	1.2740	1.2675	1.2516
R2	1.2611	1.2611	1.2504
R1	1.2546	1.2546	1.2492	1.2578
PP	1.2481	1.2481	1.2481	1.2497
S1	1.2416	1.2416	1.2469	1.2449
S2	1.2352	1.2352	1.2457
S3	1.2222	1.2287	1.2445
S4	1.2093	1.2157	1.2409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2557	1.2450	0.0107	0.9%	0.0059	0.5%	59%	True	False	278
10	1.2557	1.2374	0.0183	1.5%	0.0061	0.5%	76%	True	False	330
20	1.2639	1.2374	0.0265	2.1%	0.0073	0.6%	52%	False	False	278

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.2871
2.618	1.2750
1.618	1.2676
1.000	1.2631
0.618	1.2602
HIGH	1.2557
0.618	1.2528
0.500	1.2520
0.382	1.2511
LOW	1.2483
0.618	1.2437
1.000	1.2409
1.618	1.2363
2.618	1.2289
4.250	1.2168

Fisher Pivots for day following 17-Apr-2018
Pivot	1 day	3 day
R1	1.2520	1.2511
PP	1.2517	1.2510
S1	1.2515	1.2508

Download as Excel Spreadsheet

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

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