CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 12-Feb-2018

Day Change Summary
	Previous	Current
	09-Feb-2018	12-Feb-2018	Change	Change %	Previous Week
Open	1.2550	1.2562	0.0012	0.1%	1.2740
High	1.2555	1.2572	0.0017	0.1%	1.2749
Low	1.2495	1.2527	0.0032	0.3%	1.2495
Close	1.2520	1.2572	0.0053	0.4%	1.2520
Range	0.0060	0.0046	-0.0015	-24.2%	0.0254
ATR	0.0084	0.0082	-0.0002	-2.7%	0.0000
Volume	38	43	5	13.2%	1,086

Daily Pivots for day following 12-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2693	1.2678	1.2597
R3	1.2648	1.2633	1.2585
R2	1.2602	1.2602	1.2580
R1	1.2587	1.2587	1.2576	1.2595
PP	1.2557	1.2557	1.2557	1.2561
S1	1.2542	1.2542	1.2568	1.2549
S2	1.2511	1.2511	1.2564
S3	1.2466	1.2496	1.2559
S4	1.2420	1.2451	1.2547

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3350	1.3189	1.2659
R3	1.3096	1.2935	1.2589
R2	1.2842	1.2842	1.2566
R1	1.2681	1.2681	1.2543	1.2634
PP	1.2588	1.2588	1.2588	1.2565
S1	1.2427	1.2427	1.2496	1.2380
S2	1.2334	1.2334	1.2473
S3	1.2080	1.2173	1.2450
S4	1.1826	1.1919	1.2380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2707	1.2495	0.0212	1.7%	0.0083	0.7%	36%	False	False	214
10	1.2801	1.2495	0.0306	2.4%	0.0082	0.7%	25%	False	False	119
20	1.2809	1.2472	0.0337	2.7%	0.0079	0.6%	30%	False	False	114

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.2765
2.618	1.2691
1.618	1.2646
1.000	1.2618
0.618	1.2600
HIGH	1.2572
0.618	1.2555
0.500	1.2549
0.382	1.2544
LOW	1.2527
0.618	1.2498
1.000	1.2481
1.618	1.2453
2.618	1.2407
4.250	1.2333

Fisher Pivots for day following 12-Feb-2018
Pivot	1 day	3 day
R1	1.2564	1.2560
PP	1.2557	1.2548
S1	1.2549	1.2536

Download as Excel Spreadsheet

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

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