CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 18-Apr-2018

Day Change Summary
	Previous	Current
	17-Apr-2018	18-Apr-2018	Change	Change %	Previous Week
Open	1.2531	1.2517	-0.0014	-0.1%	1.2422
High	1.2557	1.2540	-0.0017	-0.1%	1.2546
Low	1.2483	1.2490	0.0008	0.1%	1.2417
Close	1.2513	1.2522	0.0009	0.1%	1.2481
Range	0.0074	0.0050	-0.0024	-32.4%	0.0130
ATR	0.0070	0.0069	-0.0001	-2.1%	0.0000
Volume	258	179	-79	-30.6%	1,668

Daily Pivots for day following 18-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2667	1.2644	1.2549
R3	1.2617	1.2594	1.2535
R2	1.2567	1.2567	1.2531
R1	1.2544	1.2544	1.2526	1.2556
PP	1.2517	1.2517	1.2517	1.2523
S1	1.2494	1.2494	1.2517	1.2506
S2	1.2467	1.2467	1.2512
S3	1.2417	1.2444	1.2508
S4	1.2367	1.2394	1.2494

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%	0.0060	0.5%	67%	False	False	270
10	1.2557	1.2374	0.0183	1.5%	0.0061	0.5%	81%	False	False	321
20	1.2639	1.2374	0.0265	2.1%	0.0071	0.6%	56%	False	False	277

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

Fibonacci Retracements and Extensions
4.250	1.2753
2.618	1.2671
1.618	1.2621
1.000	1.2590
0.618	1.2571
HIGH	1.2540
0.618	1.2521
0.500	1.2515
0.382	1.2509
LOW	1.2490
0.618	1.2459
1.000	1.2440
1.618	1.2409
2.618	1.2359
4.250	1.2278

Fisher Pivots for day following 18-Apr-2018
Pivot	1 day	3 day
R1	1.2519	1.2519
PP	1.2517	1.2517
S1	1.2515	1.2515

Download as Excel Spreadsheet

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

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