CME Euro FX (E) Future March 2019

Trading Metrics calculated at close of trading on 21-Feb-2018

Day Change Summary
	Previous	Current
	20-Feb-2018	21-Feb-2018	Change	Change %	Previous Week
Open	1.2740	1.2694	-0.0047	-0.4%	1.2668
High	1.2745	1.2694	-0.0051	-0.4%	1.2929
Low	1.2723	1.2685	-0.0038	-0.3%	1.2668
Close	1.2728	1.2694	-0.0034	-0.3%	1.2809
Range	0.0022	0.0009	-0.0014	-61.4%	0.0261
ATR	0.0085	0.0082	-0.0003	-3.6%	0.0000
Volume	41	0	-41	-100.0%	102

Daily Pivots for day following 21-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2716	1.2713	1.2698
R3	1.2708	1.2705	1.2696
R2	1.2699	1.2699	1.2695
R1	1.2696	1.2696	1.2694	1.2698
PP	1.2691	1.2691	1.2691	1.2691
S1	1.2688	1.2688	1.2693	1.2689
S2	1.2682	1.2682	1.2692
S3	1.2674	1.2679	1.2691
S4	1.2665	1.2671	1.2689

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3583	1.3457	1.2952
R3	1.3323	1.3196	1.2881
R2	1.3062	1.3062	1.2857
R1	1.2936	1.2936	1.2833	1.2999
PP	1.2802	1.2802	1.2802	1.2834
S1	1.2675	1.2675	1.2785	1.2739
S2	1.2541	1.2541	1.2761
S3	1.2281	1.2415	1.2737
S4	1.2020	1.2154	1.2666

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2929	1.2676	0.0253	2.0%	0.0074	0.6%	7%	False	False	27
10	1.2929	1.2603	0.0326	2.6%	0.0049	0.4%	28%	False	False	33
20	1.2929	1.2603	0.0326	2.6%	0.0065	0.5%	28%	False	False	22

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2730
2.618	1.2716
1.618	1.2707
1.000	1.2702
0.618	1.2699
HIGH	1.2694
0.618	1.2690
0.500	1.2689
0.382	1.2688
LOW	1.2685
0.618	1.2680
1.000	1.2677
1.618	1.2671
2.618	1.2663
4.250	1.2649

Fisher Pivots for day following 21-Feb-2018
Pivot	1 day	3 day
R1	1.2692	1.2807
PP	1.2691	1.2769
S1	1.2689	1.2731

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

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