CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 15-May-2018

Day Change Summary
	Previous	Current
	14-May-2018	15-May-2018	Change	Change %	Previous Week
Open	1.2058	1.2038	-0.0020	-0.2%	1.2084
High	1.2108	1.2049	-0.0060	-0.5%	1.2096
Low	1.2039	1.1933	-0.0106	-0.9%	1.1943
Close	1.2056	1.1960	-0.0096	-0.8%	1.2057
Range	0.0069	0.0116	0.0047	67.4%	0.0153
ATR	0.0077	0.0080	0.0003	4.3%	0.0000
Volume	2,697	1,874	-823	-30.5%	5,515

Daily Pivots for day following 15-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2327	1.2259	1.2024
R3	1.2212	1.2144	1.1992
R2	1.2096	1.2096	1.1981
R1	1.2028	1.2028	1.1971	1.2004
PP	1.1981	1.1981	1.1981	1.1969
S1	1.1913	1.1913	1.1949	1.1889
S2	1.1865	1.1865	1.1939
S3	1.1750	1.1797	1.1928
S4	1.1634	1.1682	1.1896

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	1.2108	1.1933	0.0175	1.5%	0.0083	0.7%	15%	False	True	1,724
10	1.2156	1.1933	0.0223	1.9%	0.0081	0.7%	12%	False	True	1,483
20	1.2543	1.1933	0.0610	5.1%	0.0080	0.7%	4%	False	True	1,157
40	1.2639	1.1933	0.0706	5.9%	0.0077	0.6%	4%	False	True	717

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1.2539
2.618	1.2351
1.618	1.2235
1.000	1.2164
0.618	1.2120
HIGH	1.2049
0.618	1.2004
0.500	1.1991
0.382	1.1977
LOW	1.1933
0.618	1.1862
1.000	1.1818
1.618	1.1746
2.618	1.1631
4.250	1.1442

Fisher Pivots for day following 15-May-2018
Pivot	1 day	3 day
R1	1.1991	1.2021
PP	1.1981	1.2000
S1	1.1970	1.1980

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

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