CME Euro FX (E) Future December 2018

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

Day Change Summary
	Previous	Current
	19-Mar-2018	20-Mar-2018	Change	Change %	Previous Week
Open	1.2530	1.2603	0.0073	0.6%	1.2588
High	1.2629	1.2617	-0.0013	-0.1%	1.2678
Low	1.2530	1.2513	-0.0017	-0.1%	1.2533
Close	1.2629	1.2521	-0.0108	-0.9%	1.2557
Range	0.0099	0.0104	0.0005	4.5%	0.0146
ATR	0.0077	0.0080	0.0003	3.6%	0.0000
Volume	28	45	17	60.7%	577

Daily Pivots for day following 20-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2861	1.2794	1.2578
R3	1.2757	1.2691	1.2549
R2	1.2654	1.2654	1.2540
R1	1.2587	1.2587	1.2530	1.2569
PP	1.2550	1.2550	1.2550	1.2541
S1	1.2484	1.2484	1.2512	1.2465
S2	1.2447	1.2447	1.2502
S3	1.2343	1.2380	1.2493
S4	1.2240	1.2277	1.2464

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3026	1.2937	1.2637
R3	1.2880	1.2791	1.2597
R2	1.2735	1.2735	1.2584
R1	1.2646	1.2646	1.2570	1.2618
PP	1.2589	1.2589	1.2589	1.2575
S1	1.2500	1.2500	1.2544	1.2472
S2	1.2444	1.2444	1.2530
S3	1.2298	1.2355	1.2517
S4	1.2153	1.2209	1.2477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2677	1.2513	0.0164	1.3%	0.0079	0.6%	5%	False	True	80
10	1.2729	1.2513	0.0216	1.7%	0.0074	0.6%	4%	False	True	83
20	1.2729	1.2442	0.0287	2.3%	0.0071	0.6%	28%	False	False	76
40	1.2836	1.2442	0.0394	3.1%	0.0078	0.6%	20%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3056
2.618	1.2887
1.618	1.2784
1.000	1.2720
0.618	1.2680
HIGH	1.2617
0.618	1.2577
0.500	1.2565
0.382	1.2553
LOW	1.2513
0.618	1.2449
1.000	1.2410
1.618	1.2346
2.618	1.2242
4.250	1.2073

Fisher Pivots for day following 20-Mar-2018
Pivot	1 day	3 day
R1	1.2565	1.2571
PP	1.2550	1.2554
S1	1.2536	1.2538

Download as Excel Spreadsheet

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

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