CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 20-Feb-2018

Day Change Summary
	Previous	Current
	16-Feb-2018	20-Feb-2018	Change	Change %	Previous Week
Open	1.2836	1.2685	-0.0151	-1.2%	1.2562
High	1.2836	1.2685	-0.0151	-1.2%	1.2836
Low	1.2696	1.2611	-0.0086	-0.7%	1.2527
Close	1.2708	1.2625	-0.0083	-0.7%	1.2708
Range	0.0140	0.0074	-0.0066	-47.0%	0.0309
ATR	0.0090	0.0091	0.0000	0.5%	0.0000
Volume	82	77	-5	-6.1%	336

Daily Pivots for day following 20-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2862	1.2817	1.2665
R3	1.2788	1.2743	1.2645
R2	1.2714	1.2714	1.2638
R1	1.2669	1.2669	1.2631	1.2655
PP	1.2640	1.2640	1.2640	1.2633
S1	1.2595	1.2595	1.2618	1.2581
S2	1.2566	1.2566	1.2611
S3	1.2492	1.2521	1.2604
S4	1.2418	1.2447	1.2584

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3617	1.3471	1.2877
R3	1.3308	1.3162	1.2792
R2	1.2999	1.2999	1.2764
R1	1.2853	1.2853	1.2736	1.2926
PP	1.2690	1.2690	1.2690	1.2726
S1	1.2544	1.2544	1.2679	1.2617
S2	1.2381	1.2381	1.2651
S3	1.2072	1.2235	1.2623
S4	1.1763	1.1926	1.2538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2836	1.2568	0.0268	2.1%	0.0094	0.7%	21%	False	False	74
10	1.2836	1.2495	0.0341	2.7%	0.0088	0.7%	38%	False	False	144
20	1.2836	1.2495	0.0341	2.7%	0.0086	0.7%	38%	False	False	97

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2999
2.618	1.2878
1.618	1.2804
1.000	1.2759
0.618	1.2730
HIGH	1.2685
0.618	1.2656
0.500	1.2648
0.382	1.2639
LOW	1.2611
0.618	1.2565
1.000	1.2537
1.618	1.2491
2.618	1.2417
4.250	1.2296

Fisher Pivots for day following 20-Feb-2018
Pivot	1 day	3 day
R1	1.2648	1.2723
PP	1.2640	1.2690
S1	1.2632	1.2657

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

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