CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	1.2740	1.2668	-0.0073	-0.6%	1.2696
High	1.2749	1.2707	-0.0043	-0.3%	1.2801
Low	1.2684	1.2609	-0.0075	-0.6%	1.2637
Close	1.2688	1.2678	-0.0010	-0.1%	1.2744
Range	0.0066	0.0098	0.0032	48.9%	0.0164
ATR	0.0082	0.0083	0.0001	1.4%	0.0000
Volume	56	97	41	73.2%	79

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2957	1.2915	1.2732
R3	1.2860	1.2818	1.2705
R2	1.2762	1.2762	1.2696
R1	1.2720	1.2720	1.2687	1.2741
PP	1.2665	1.2665	1.2665	1.2675
S1	1.2623	1.2623	1.2669	1.2644
S2	1.2567	1.2567	1.2660
S3	1.2470	1.2525	1.2651
S4	1.2372	1.2428	1.2624

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3219	1.3146	1.2834
R3	1.3055	1.2982	1.2789
R2	1.2891	1.2891	1.2774
R1	1.2818	1.2818	1.2759	1.2855
PP	1.2727	1.2727	1.2727	1.2746
S1	1.2654	1.2654	1.2729	1.2691
S2	1.2563	1.2563	1.2714
S3	1.2399	1.2490	1.2699
S4	1.2235	1.2326	1.2654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2801	1.2609	0.0192	1.5%	0.0082	0.6%	36%	False	True	37
10	1.2809	1.2609	0.0200	1.6%	0.0086	0.7%	35%	False	True	59
20	1.2809	1.2202	0.0607	4.8%	0.0079	0.6%	78%	False	False	75

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3121
2.618	1.2962
1.618	1.2864
1.000	1.2804
0.618	1.2767
HIGH	1.2707
0.618	1.2669
0.500	1.2658
0.382	1.2646
LOW	1.2609
0.618	1.2549
1.000	1.2512
1.618	1.2451
2.618	1.2354
4.250	1.2195

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	1.2671	1.2694
PP	1.2665	1.2688
S1	1.2658	1.2683

Download as Excel Spreadsheet

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

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