CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 27-Apr-2018

Day Change Summary
	Previous	Current
	26-Apr-2018	27-Apr-2018	Change	Change %	Previous Week
Open	1.2296	1.2239	-0.0057	-0.5%	1.2420
High	1.2345	1.2266	-0.0079	-0.6%	1.2427
Low	1.2231	1.2187	-0.0044	-0.4%	1.2187
Close	1.2240	1.2253	0.0013	0.1%	1.2253
Range	0.0114	0.0079	-0.0035	-30.7%	0.0240
ATR	0.0074	0.0075	0.0000	0.5%	0.0000
Volume	1,534	437	-1,097	-71.5%	4,886

Daily Pivots for day following 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2472	1.2442	1.2296
R3	1.2393	1.2363	1.2275
R2	1.2314	1.2314	1.2267
R1	1.2284	1.2284	1.2260	1.2299
PP	1.2235	1.2235	1.2235	1.2243
S1	1.2205	1.2205	1.2246	1.2220
S2	1.2156	1.2156	1.2239
S3	1.2077	1.2126	1.2231
S4	1.1998	1.2047	1.2210

Weekly Pivots for week ending 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3007	1.2870	1.2385
R3	1.2768	1.2630	1.2319
R2	1.2528	1.2528	1.2297
R1	1.2391	1.2391	1.2275	1.2340
PP	1.2289	1.2289	1.2289	1.2263
S1	1.2151	1.2151	1.2231	1.2100
S2	1.2049	1.2049	1.2209
S3	1.1810	1.1912	1.2187
S4	1.1570	1.1672	1.2121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2427	1.2187	0.0240	2.0%	0.0082	0.7%	28%	False	True	977
10	1.2557	1.2187	0.0370	3.0%	0.0076	0.6%	18%	False	True	693
20	1.2557	1.2187	0.0370	3.0%	0.0068	0.6%	18%	False	True	504
40	1.2639	1.2187	0.0452	3.7%	0.0074	0.6%	15%	False	True	343

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2602
2.618	1.2473
1.618	1.2394
1.000	1.2345
0.618	1.2315
HIGH	1.2266
0.618	1.2236
0.500	1.2227
0.382	1.2217
LOW	1.2187
0.618	1.2138
1.000	1.2108
1.618	1.2059
2.618	1.1980
4.250	1.1851

Fisher Pivots for day following 27-Apr-2018
Pivot	1 day	3 day
R1	1.2244	1.2280
PP	1.2235	1.2271
S1	1.2227	1.2262

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

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