CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 28-Feb-2018

Day Change Summary
	Previous	Current
	27-Feb-2018	28-Feb-2018	Change	Change %	Previous Week
Open	1.2611	1.2520	-0.0091	-0.7%	1.2685
High	1.2616	1.2520	-0.0096	-0.8%	1.2685
Low	1.2514	1.2480	-0.0035	-0.3%	1.2553
Close	1.2521	1.2485	-0.0036	-0.3%	1.2579
Range	0.0102	0.0040	-0.0062	-60.6%	0.0132
ATR	0.0084	0.0081	-0.0003	-3.7%	0.0000
Volume	135	27	-108	-80.0%	333

Daily Pivots for day following 28-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2615	1.2590	1.2507
R3	1.2575	1.2550	1.2496
R2	1.2535	1.2535	1.2492
R1	1.2510	1.2510	1.2489	1.2502
PP	1.2495	1.2495	1.2495	1.2491
S1	1.2470	1.2470	1.2481	1.2462
S2	1.2455	1.2455	1.2478
S3	1.2415	1.2430	1.2474
S4	1.2375	1.2390	1.2463

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	1.2633	1.2480	0.0153	1.2%	0.0059	0.5%	4%	False	True	85
10	1.2836	1.2480	0.0356	2.9%	0.0078	0.6%	2%	False	True	83
20	1.2836	1.2480	0.0356	2.9%	0.0078	0.6%	2%	False	True	103

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2690
2.618	1.2624
1.618	1.2584
1.000	1.2560
0.618	1.2544
HIGH	1.2520
0.618	1.2504
0.500	1.2500
0.382	1.2495
LOW	1.2480
0.618	1.2455
1.000	1.2440
1.618	1.2415
2.618	1.2375
4.250	1.2310

Fisher Pivots for day following 28-Feb-2018
Pivot	1 day	3 day
R1	1.2500	1.2556
PP	1.2495	1.2532
S1	1.2490	1.2509

Download as Excel Spreadsheet

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

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