CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 04-Apr-2018

Day Change Summary
	Previous	Current
	03-Apr-2018	04-Apr-2018	Change	Change %	Previous Week
Open	1.2456	1.2430	-0.0026	-0.2%	1.2528
High	1.2485	1.2470	-0.0016	-0.1%	1.2639
Low	1.2410	1.2416	0.0006	0.0%	1.2442
Close	1.2425	1.2440	0.0015	0.1%	1.2448
Range	0.0075	0.0054	-0.0021	-28.0%	0.0198
ATR	0.0080	0.0078	-0.0002	-2.3%	0.0000
Volume	160	271	111	69.4%	1,036

Daily Pivots for day following 04-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2604	1.2576	1.2469
R3	1.2550	1.2522	1.2454
R2	1.2496	1.2496	1.2449
R1	1.2468	1.2468	1.2444	1.2482
PP	1.2442	1.2442	1.2442	1.2449
S1	1.2414	1.2414	1.2435	1.2428
S2	1.2388	1.2388	1.2430
S3	1.2334	1.2360	1.2425
S4	1.2280	1.2306	1.2410

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	1.2579	1.2410	0.0169	1.4%	0.0070	0.6%	17%	False	False	240
10	1.2639	1.2410	0.0229	1.8%	0.0081	0.6%	13%	False	False	234
20	1.2639	1.2410	0.0229	1.8%	0.0079	0.6%	13%	False	False	196

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2699
2.618	1.2611
1.618	1.2557
1.000	1.2524
0.618	1.2503
HIGH	1.2470
0.618	1.2449
0.500	1.2443
0.382	1.2436
LOW	1.2416
0.618	1.2382
1.000	1.2362
1.618	1.2328
2.618	1.2274
4.250	1.2186

Fisher Pivots for day following 04-Apr-2018
Pivot	1 day	3 day
R1	1.2443	1.2455
PP	1.2442	1.2450
S1	1.2441	1.2445

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

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