CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 27-Feb-2018

Day Change Summary
	Previous	Current
	26-Feb-2018	27-Feb-2018	Change	Change %	Previous Week
Open	1.2623	1.2611	-0.0012	-0.1%	1.2685
High	1.2633	1.2616	-0.0017	-0.1%	1.2685
Low	1.2573	1.2514	-0.0059	-0.5%	1.2553
Close	1.2595	1.2521	-0.0074	-0.6%	1.2579
Range	0.0060	0.0102	0.0042	69.2%	0.0132
ATR	0.0083	0.0084	0.0001	1.6%	0.0000
Volume	121	135	14	11.6%	333

Daily Pivots for day following 27-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2855	1.2789	1.2576
R3	1.2753	1.2688	1.2548
R2	1.2652	1.2652	1.2539
R1	1.2586	1.2586	1.2530	1.2568
PP	1.2550	1.2550	1.2550	1.2541
S1	1.2485	1.2485	1.2511	1.2467
S2	1.2449	1.2449	1.2502
S3	1.2347	1.2383	1.2493
S4	1.2246	1.2282	1.2465

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3001	1.2922	1.2652
R3	1.2869	1.2790	1.2615
R2	1.2737	1.2737	1.2603
R1	1.2658	1.2658	1.2591	1.2632
PP	1.2605	1.2605	1.2605	1.2592
S1	1.2526	1.2526	1.2567	1.2500
S2	1.2473	1.2473	1.2555
S3	1.2341	1.2394	1.2543
S4	1.2209	1.2262	1.2506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2636	1.2514	0.0122	1.0%	0.0064	0.5%	5%	False	True	102
10	1.2836	1.2514	0.0322	2.6%	0.0079	0.6%	2%	False	True	88
20	1.2836	1.2495	0.0341	2.7%	0.0080	0.6%	7%	False	False	103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3047
2.618	1.2881
1.618	1.2780
1.000	1.2717
0.618	1.2678
HIGH	1.2616
0.618	1.2577
0.500	1.2565
0.382	1.2553
LOW	1.2514
0.618	1.2451
1.000	1.2413
1.618	1.2350
2.618	1.2248
4.250	1.2083

Fisher Pivots for day following 27-Feb-2018
Pivot	1 day	3 day
R1	1.2565	1.2573
PP	1.2550	1.2556
S1	1.2535	1.2538

Download as Excel Spreadsheet

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

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