CME Euro FX (E) Future March 2019

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

Day Change Summary
	Previous	Current
	20-Mar-2018	21-Mar-2018	Change	Change %	Previous Week
Open	1.2651	1.2621	-0.0030	-0.2%	1.2716
High	1.2655	1.2703	0.0048	0.4%	1.2779
Low	1.2625	1.2621	-0.0004	0.0%	1.2638
Close	1.2625	1.2703	0.0078	0.6%	1.2662
Range	0.0030	0.0082	0.0052	173.3%	0.0141
ATR	0.0068	0.0069	0.0001	1.4%	0.0000
Volume	19	19	0	0.0%	12

Daily Pivots for day following 21-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2921	1.2894	1.2748
R3	1.2839	1.2812	1.2725
R2	1.2757	1.2757	1.2718
R1	1.2730	1.2730	1.2710	1.2744
PP	1.2675	1.2675	1.2675	1.2682
S1	1.2648	1.2648	1.2695	1.2662
S2	1.2593	1.2593	1.2687
S3	1.2511	1.2566	1.2680
S4	1.2429	1.2484	1.2657

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3114	1.3028	1.2739
R3	1.2974	1.2888	1.2700
R2	1.2833	1.2833	1.2687
R1	1.2747	1.2747	1.2674	1.2720
PP	1.2693	1.2693	1.2693	1.2679
S1	1.2607	1.2607	1.2649	1.2580
S2	1.2552	1.2552	1.2636
S3	1.2412	1.2466	1.2623
S4	1.2271	1.2326	1.2584

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2750	1.2621	0.0130	1.0%	0.0059	0.5%	63%	False	True	8
10	1.2792	1.2621	0.0172	1.4%	0.0058	0.5%	48%	False	True	7
20	1.2792	1.2547	0.0245	1.9%	0.0043	0.3%	63%	False	False	11
40	1.2929	1.2547	0.0382	3.0%	0.0054	0.4%	41%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3051
2.618	1.2917
1.618	1.2835
1.000	1.2785
0.618	1.2753
HIGH	1.2703
0.618	1.2671
0.500	1.2662
0.382	1.2652
LOW	1.2621
0.618	1.2570
1.000	1.2539
1.618	1.2488
2.618	1.2406
4.250	1.2272

Fisher Pivots for day following 21-Mar-2018
Pivot	1 day	3 day
R1	1.2689	1.2694
PP	1.2675	1.2686
S1	1.2662	1.2677

Download as Excel Spreadsheet

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

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