CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 13-Feb-2018

Day Change Summary
	Previous	Current
	12-Feb-2018	13-Feb-2018	Change	Change %	Previous Week
Open	1.2562	1.2607	0.0045	0.4%	1.2740
High	1.2572	1.2656	0.0084	0.7%	1.2749
Low	1.2527	1.2606	0.0080	0.6%	1.2495
Close	1.2572	1.2643	0.0071	0.6%	1.2520
Range	0.0046	0.0050	0.0004	8.8%	0.0254
ATR	0.0082	0.0082	0.0000	0.1%	0.0000
Volume	43	72	29	67.4%	1,086

Daily Pivots for day following 13-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2783	1.2763	1.2670
R3	1.2734	1.2713	1.2657
R2	1.2684	1.2684	1.2652
R1	1.2664	1.2664	1.2648	1.2674
PP	1.2635	1.2635	1.2635	1.2640
S1	1.2614	1.2614	1.2638	1.2625
S2	1.2585	1.2585	1.2634
S3	1.2536	1.2565	1.2629
S4	1.2486	1.2515	1.2616

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	1.2673	1.2495	0.0178	1.4%	0.0073	0.6%	83%	False	False	209
10	1.2801	1.2495	0.0306	2.4%	0.0078	0.6%	48%	False	False	123
20	1.2809	1.2472	0.0337	2.7%	0.0077	0.6%	51%	False	False	113

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2866
2.618	1.2785
1.618	1.2736
1.000	1.2705
0.618	1.2686
HIGH	1.2656
0.618	1.2637
0.500	1.2631
0.382	1.2625
LOW	1.2606
0.618	1.2575
1.000	1.2557
1.618	1.2526
2.618	1.2476
4.250	1.2396

Fisher Pivots for day following 13-Feb-2018
Pivot	1 day	3 day
R1	1.2639	1.2620
PP	1.2635	1.2598
S1	1.2631	1.2575

Download as Excel Spreadsheet

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

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