CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 29-Mar-2018

Day Change Summary
	Previous	Current
	28-Mar-2018	29-Mar-2018	Change	Change %	Previous Week
Open	1.2579	1.2460	-0.0119	-0.9%	1.2447
High	1.2579	1.2490	-0.0089	-0.7%	1.2555
Low	1.2461	1.2442	-0.0019	-0.2%	1.2418
Close	1.2471	1.2448	-0.0023	-0.2%	1.2537
Range	0.0119	0.0049	-0.0070	-59.1%	0.0137
ATR	0.0085	0.0083	-0.0003	-3.1%	0.0000
Volume	398	280	-118	-29.6%	1,088

Daily Pivots for day following 29-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2605	1.2575	1.2475
R3	1.2557	1.2527	1.2461
R2	1.2508	1.2508	1.2457
R1	1.2478	1.2478	1.2452	1.2469
PP	1.2460	1.2460	1.2460	1.2455
S1	1.2430	1.2430	1.2444	1.2421
S2	1.2411	1.2411	1.2439
S3	1.2363	1.2381	1.2435
S4	1.2314	1.2333	1.2421

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2914	1.2863	1.2612
R3	1.2777	1.2726	1.2575
R2	1.2640	1.2640	1.2562
R1	1.2589	1.2589	1.2550	1.2615
PP	1.2503	1.2503	1.2503	1.2516
S1	1.2452	1.2452	1.2524	1.2478
S2	1.2366	1.2366	1.2512
S3	1.2229	1.2315	1.2499
S4	1.2092	1.2178	1.2462

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2639	1.2442	0.0198	1.6%	0.0084	0.7%	3%	False	True	247
10	1.2639	1.2418	0.0221	1.8%	0.0090	0.7%	14%	False	False	218
20	1.2639	1.2418	0.0221	1.8%	0.0079	0.6%	14%	False	False	182

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.2696
2.618	1.2617
1.618	1.2568
1.000	1.2539
0.618	1.2520
HIGH	1.2490
0.618	1.2471
0.500	1.2466
0.382	1.2460
LOW	1.2442
0.618	1.2412
1.000	1.2393
1.618	1.2363
2.618	1.2315
4.250	1.2235

Fisher Pivots for day following 29-Mar-2018
Pivot	1 day	3 day
R1	1.2466	1.2540
PP	1.2460	1.2510
S1	1.2454	1.2479

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

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