CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 11-May-2018

Day Change Summary
	Previous	Current
	10-May-2018	11-May-2018	Change	Change %	Previous Week
Open	1.1968	1.2034	0.0066	0.6%	1.2084
High	1.2058	1.2079	0.0022	0.2%	1.2096
Low	1.1961	1.2014	0.0053	0.4%	1.1943
Close	1.2042	1.2057	0.0015	0.1%	1.2057
Range	0.0097	0.0066	-0.0031	-32.1%	0.0153
ATR	0.0078	0.0077	-0.0001	-1.2%	0.0000
Volume	2,144	1,210	-934	-43.6%	5,515

Daily Pivots for day following 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2246	1.2217	1.2093
R3	1.2181	1.2151	1.2075
R2	1.2115	1.2115	1.2069
R1	1.2086	1.2086	1.2063	1.2101
PP	1.2050	1.2050	1.2050	1.2057
S1	1.2020	1.2020	1.2050	1.2035
S2	1.1984	1.1984	1.2044
S3	1.1919	1.1955	1.2038
S4	1.1853	1.1889	1.2020

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2491	1.2427	1.2141
R3	1.2338	1.2274	1.2099
R2	1.2185	1.2185	1.2085
R1	1.2121	1.2121	1.2071	1.2076
PP	1.2032	1.2032	1.2032	1.2010
S1	1.1968	1.1968	1.2042	1.1923
S2	1.1879	1.1879	1.2028
S3	1.1726	1.1815	1.2014
S4	1.1573	1.1662	1.1972

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2096	1.1943	0.0153	1.3%	0.0081	0.7%	74%	False	False	1,103
10	1.2268	1.1943	0.0325	2.7%	0.0080	0.7%	35%	False	False	1,203
20	1.2557	1.1943	0.0614	5.1%	0.0078	0.6%	19%	False	False	948
40	1.2639	1.1943	0.0696	5.8%	0.0076	0.6%	16%	False	False	607

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2357
2.618	1.2250
1.618	1.2185
1.000	1.2145
0.618	1.2119
HIGH	1.2079
0.618	1.2054
0.500	1.2046
0.382	1.2039
LOW	1.2014
0.618	1.1973
1.000	1.1948
1.618	1.1908
2.618	1.1842
4.250	1.1735

Fisher Pivots for day following 11-May-2018
Pivot	1 day	3 day
R1	1.2053	1.2041
PP	1.2050	1.2026
S1	1.2046	1.2011

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

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