CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 22-Mar-2018

Day Change Summary
	Previous	Current
	21-Mar-2018	22-Mar-2018	Change	Change %	Previous Week
Open	1.2528	1.2605	0.0077	0.6%	1.2588
High	1.2597	1.2648	0.0052	0.4%	1.2678
Low	1.2519	1.2564	0.0045	0.4%	1.2533
Close	1.2597	1.2573	-0.0024	-0.2%	1.2557
Range	0.0078	0.0085	0.0007	8.3%	0.0146
ATR	0.0080	0.0080	0.0000	0.4%	0.0000
Volume	51	73	22	43.1%	577

Daily Pivots for day following 22-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2848	1.2795	1.2619
R3	1.2764	1.2710	1.2596
R2	1.2679	1.2679	1.2588
R1	1.2626	1.2626	1.2580	1.2610
PP	1.2595	1.2595	1.2595	1.2587
S1	1.2541	1.2541	1.2565	1.2526
S2	1.2510	1.2510	1.2557
S3	1.2426	1.2457	1.2549
S4	1.2341	1.2372	1.2526

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	1.2648	1.2513	0.0135	1.1%	0.0088	0.7%	44%	True	False	66
10	1.2678	1.2513	0.0165	1.3%	0.0071	0.6%	36%	False	False	79
20	1.2729	1.2442	0.0287	2.3%	0.0072	0.6%	46%	False	False	74
40	1.2836	1.2442	0.0394	3.1%	0.0079	0.6%	33%	False	False	84

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3007
2.618	1.2869
1.618	1.2785
1.000	1.2733
0.618	1.2700
HIGH	1.2648
0.618	1.2616
0.500	1.2606
0.382	1.2596
LOW	1.2564
0.618	1.2511
1.000	1.2479
1.618	1.2427
2.618	1.2342
4.250	1.2204

Fisher Pivots for day following 22-Mar-2018
Pivot	1 day	3 day
R1	1.2606	1.2581
PP	1.2595	1.2578
S1	1.2584	1.2575

Download as Excel Spreadsheet

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

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