CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 01-Mar-2018

Day Change Summary
	Previous	Current
	28-Feb-2018	01-Mar-2018	Change	Change %	Previous Week
Open	1.2520	1.2452	-0.0068	-0.5%	1.2685
High	1.2520	1.2545	0.0025	0.2%	1.2685
Low	1.2480	1.2442	-0.0038	-0.3%	1.2553
Close	1.2485	1.2532	0.0047	0.4%	1.2579
Range	0.0040	0.0103	0.0063	157.5%	0.0132
ATR	0.0081	0.0083	0.0002	1.9%	0.0000
Volume	27	40	13	48.1%	333

Daily Pivots for day following 01-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2815	1.2776	1.2588
R3	1.2712	1.2673	1.2560
R2	1.2609	1.2609	1.2550
R1	1.2570	1.2570	1.2541	1.2590
PP	1.2506	1.2506	1.2506	1.2516
S1	1.2467	1.2467	1.2522	1.2487
S2	1.2403	1.2403	1.2513
S3	1.2300	1.2364	1.2503
S4	1.2197	1.2261	1.2475

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	1.2442	0.0191	1.5%	0.0065	0.5%	47%	False	True	82
10	1.2836	1.2442	0.0394	3.1%	0.0072	0.6%	23%	False	True	79
20	1.2836	1.2442	0.0394	3.1%	0.0080	0.6%	23%	False	True	105
40	1.2836	1.2202	0.0634	5.1%	0.0074	0.6%	52%	False	False	90

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2982
2.618	1.2814
1.618	1.2711
1.000	1.2648
0.618	1.2608
HIGH	1.2545
0.618	1.2505
0.500	1.2493
0.382	1.2481
LOW	1.2442
0.618	1.2378
1.000	1.2339
1.618	1.2275
2.618	1.2172
4.250	1.2004

Fisher Pivots for day following 01-Mar-2018
Pivot	1 day	3 day
R1	1.2519	1.2531
PP	1.2506	1.2530
S1	1.2493	1.2529

Download as Excel Spreadsheet

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

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