CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	1.2726	1.2718	-0.0008	-0.1%	1.2513
High	1.2755	1.2801	0.0046	0.4%	1.2809
Low	1.2692	1.2682	-0.0010	-0.1%	1.2503
Close	1.2705	1.2796	0.0092	0.7%	1.2715
Range	0.0064	0.0119	0.0056	87.4%	0.0306
ATR	0.0080	0.0083	0.0003	3.5%	0.0000
Volume	14	18	4	28.6%	399

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3117	1.3075	1.2861
R3	1.2998	1.2956	1.2829
R2	1.2879	1.2879	1.2818
R1	1.2837	1.2837	1.2807	1.2858
PP	1.2760	1.2760	1.2760	1.2770
S1	1.2718	1.2718	1.2785	1.2739
S2	1.2641	1.2641	1.2774
S3	1.2522	1.2599	1.2763
S4	1.2403	1.2480	1.2731

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3593	1.3460	1.2883
R3	1.3287	1.3154	1.2799
R2	1.2981	1.2981	1.2771
R1	1.2848	1.2848	1.2743	1.2915
PP	1.2675	1.2675	1.2675	1.2709
S1	1.2542	1.2542	1.2686	1.2609
S2	1.2369	1.2369	1.2658
S3	1.2063	1.2236	1.2630
S4	1.1757	1.1930	1.2546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2801	1.2637	0.0164	1.3%	0.0083	0.7%	97%	True	False	27
10	1.2809	1.2503	0.0306	2.4%	0.0080	0.6%	96%	False	False	104
20	1.2809	1.2202	0.0607	4.7%	0.0073	0.6%	98%	False	False	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3307
2.618	1.3113
1.618	1.2994
1.000	1.2920
0.618	1.2875
HIGH	1.2801
0.618	1.2756
0.500	1.2742
0.382	1.2727
LOW	1.2682
0.618	1.2608
1.000	1.2563
1.618	1.2489
2.618	1.2370
4.250	1.2176

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	1.2778	1.2771
PP	1.2760	1.2746
S1	1.2742	1.2720

Download as Excel Spreadsheet

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

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