CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 19-Apr-2018

Day Change Summary
	Previous	Current
	18-Apr-2018	19-Apr-2018	Change	Change %	Previous Week
Open	1.2517	1.2516	-0.0001	0.0%	1.2422
High	1.2540	1.2543	0.0003	0.0%	1.2546
Low	1.2490	1.2475	-0.0015	-0.1%	1.2417
Close	1.2522	1.2479	-0.0043	-0.3%	1.2481
Range	0.0050	0.0068	0.0018	35.0%	0.0130
ATR	0.0069	0.0069	0.0000	-0.1%	0.0000
Volume	179	252	73	40.8%	1,668

Daily Pivots for day following 19-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2701	1.2658	1.2516
R3	1.2634	1.2590	1.2498
R2	1.2566	1.2566	1.2491
R1	1.2523	1.2523	1.2485	1.2511
PP	1.2499	1.2499	1.2499	1.2493
S1	1.2455	1.2455	1.2473	1.2443
S2	1.2431	1.2431	1.2467
S3	1.2364	1.2388	1.2460
S4	1.2296	1.2320	1.2442

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	1.2460	0.0097	0.8%	0.0058	0.5%	20%	False	False	186
10	1.2557	1.2374	0.0183	1.5%	0.0061	0.5%	58%	False	False	319
20	1.2639	1.2374	0.0265	2.1%	0.0069	0.6%	40%	False	False	276

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2829
2.618	1.2719
1.618	1.2652
1.000	1.2610
0.618	1.2584
HIGH	1.2543
0.618	1.2517
0.500	1.2509
0.382	1.2501
LOW	1.2475
0.618	1.2433
1.000	1.2408
1.618	1.2366
2.618	1.2298
4.250	1.2188

Fisher Pivots for day following 19-Apr-2018
Pivot	1 day	3 day
R1	1.2509	1.2516
PP	1.2499	1.2504
S1	1.2489	1.2491

Download as Excel Spreadsheet

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

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