CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 03-May-2018

Day Change Summary
	Previous	Current
	02-May-2018	03-May-2018	Change	Change %	Previous Week
Open	1.2118	1.2080	-0.0038	-0.3%	1.2420
High	1.2156	1.2130	-0.0026	-0.2%	1.2427
Low	1.2068	1.2075	0.0008	0.1%	1.2187
Close	1.2113	1.2116	0.0003	0.0%	1.2253
Range	0.0088	0.0055	-0.0033	-37.5%	0.0240
ATR	0.0077	0.0075	-0.0002	-2.0%	0.0000
Volume	2,618	1,379	-1,239	-47.3%	4,886

Daily Pivots for day following 03-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2272	1.2249	1.2146
R3	1.2217	1.2194	1.2131
R2	1.2162	1.2162	1.2126
R1	1.2139	1.2139	1.2121	1.2151
PP	1.2107	1.2107	1.2107	1.2113
S1	1.2084	1.2084	1.2111	1.2096
S2	1.2052	1.2052	1.2106
S3	1.1997	1.2029	1.2101
S4	1.1942	1.1974	1.2086

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	1.2268	1.2068	0.0200	1.7%	0.0078	0.6%	24%	False	False	1,241
10	1.2490	1.2068	0.0422	3.5%	0.0082	0.7%	11%	False	False	1,187
20	1.2557	1.2068	0.0489	4.0%	0.0071	0.6%	10%	False	False	753
40	1.2639	1.2068	0.0572	4.7%	0.0075	0.6%	8%	False	False	476

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2364
2.618	1.2274
1.618	1.2219
1.000	1.2185
0.618	1.2164
HIGH	1.2130
0.618	1.2109
0.500	1.2103
0.382	1.2096
LOW	1.2075
0.618	1.2041
1.000	1.2020
1.618	1.1986
2.618	1.1931
4.250	1.1841

Fisher Pivots for day following 03-May-2018
Pivot	1 day	3 day
R1	1.2112	1.2140
PP	1.2107	1.2132
S1	1.2103	1.2124

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

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