CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 15-Mar-2018

Day Change Summary
	Previous	Current
	14-Mar-2018	15-Mar-2018	Change	Change %	Previous Week
Open	1.2653	1.2651	-0.0002	0.0%	1.2560
High	1.2677	1.2651	-0.0026	-0.2%	1.2729
Low	1.2634	1.2577	-0.0057	-0.5%	1.2559
Close	1.2653	1.2579	-0.0074	-0.6%	1.2591
Range	0.0043	0.0074	0.0032	74.1%	0.0170
ATR	0.0075	0.0075	0.0000	0.0%	0.0000
Volume	94	96	2	2.1%	236

Daily Pivots for day following 15-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2824	1.2775	1.2619
R3	1.2750	1.2701	1.2599
R2	1.2676	1.2676	1.2592
R1	1.2627	1.2627	1.2585	1.2615
PP	1.2602	1.2602	1.2602	1.2596
S1	1.2553	1.2553	1.2572	1.2541
S2	1.2528	1.2528	1.2565
S3	1.2454	1.2479	1.2558
S4	1.2380	1.2405	1.2538

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3135	1.3032	1.2684
R3	1.2965	1.2863	1.2637
R2	1.2796	1.2796	1.2622
R1	1.2693	1.2693	1.2606	1.2744
PP	1.2626	1.2626	1.2626	1.2652
S1	1.2524	1.2524	1.2575	1.2575
S2	1.2457	1.2457	1.2559
S3	1.2287	1.2354	1.2544
S4	1.2118	1.2185	1.2497

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2678	1.2560	0.0118	0.9%	0.0054	0.4%	16%	False	False	92
10	1.2729	1.2539	0.0190	1.5%	0.0068	0.5%	21%	False	False	73
20	1.2836	1.2442	0.0394	3.1%	0.0070	0.6%	35%	False	False	76
40	1.2836	1.2442	0.0394	3.1%	0.0075	0.6%	35%	False	False	96

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2966
2.618	1.2845
1.618	1.2771
1.000	1.2725
0.618	1.2697
HIGH	1.2651
0.618	1.2623
0.500	1.2614
0.382	1.2605
LOW	1.2577
0.618	1.2531
1.000	1.2503
1.618	1.2457
2.618	1.2383
4.250	1.2263

Fisher Pivots for day following 15-Mar-2018
Pivot	1 day	3 day
R1	1.2614	1.2628
PP	1.2602	1.2611
S1	1.2590	1.2595

Download as Excel Spreadsheet

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

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