CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 02-Apr-2018

Day Change Summary
	Previous	Current
	29-Mar-2018	02-Apr-2018	Change	Change %	Previous Week
Open	1.2460	1.2476	0.0016	0.1%	1.2528
High	1.2490	1.2500	0.0010	0.1%	1.2639
Low	1.2442	1.2446	0.0005	0.0%	1.2442
Close	1.2448	1.2458	0.0010	0.1%	1.2448
Range	0.0049	0.0054	0.0006	11.3%	0.0198
ATR	0.0083	0.0081	-0.0002	-2.5%	0.0000
Volume	280	95	-185	-66.1%	1,036

Daily Pivots for day following 02-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2630	1.2598	1.2488
R3	1.2576	1.2544	1.2473
R2	1.2522	1.2522	1.2468
R1	1.2490	1.2490	1.2463	1.2479
PP	1.2468	1.2468	1.2468	1.2463
S1	1.2436	1.2436	1.2453	1.2425
S2	1.2414	1.2414	1.2448
S3	1.2360	1.2382	1.2443
S4	1.2306	1.2328	1.2428

Weekly Pivots for week ending 30-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3102	1.2973	1.2557
R3	1.2905	1.2775	1.2502
R2	1.2707	1.2707	1.2484
R1	1.2578	1.2578	1.2466	1.2544
PP	1.2510	1.2510	1.2510	1.2493
S1	1.2380	1.2380	1.2430	1.2346
S2	1.2312	1.2312	1.2412
S3	1.2115	1.2183	1.2394
S4	1.1917	1.1985	1.2339

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%	8%	False	False	226
10	1.2639	1.2418	0.0221	1.8%	0.0088	0.7%	18%	False	False	221
20	1.2639	1.2418	0.0221	1.8%	0.0078	0.6%	18%	False	False	182

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2730
2.618	1.2641
1.618	1.2587
1.000	1.2554
0.618	1.2533
HIGH	1.2500
0.618	1.2479
0.500	1.2473
0.382	1.2467
LOW	1.2446
0.618	1.2413
1.000	1.2392
1.618	1.2359
2.618	1.2305
4.250	1.2217

Fisher Pivots for day following 02-Apr-2018
Pivot	1 day	3 day
R1	1.2473	1.2510
PP	1.2468	1.2493
S1	1.2463	1.2475

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

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