CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 16-May-2018

Day Change Summary
	Previous	Current
	15-May-2018	16-May-2018	Change	Change %	Previous Week
Open	1.2038	1.1951	-0.0088	-0.7%	1.2084
High	1.2049	1.1965	-0.0084	-0.7%	1.2096
Low	1.1933	1.1877	-0.0057	-0.5%	1.1943
Close	1.1960	1.1912	-0.0048	-0.4%	1.2057
Range	0.0116	0.0089	-0.0027	-23.4%	0.0153
ATR	0.0080	0.0081	0.0001	0.8%	0.0000
Volume	1,874	5,536	3,662	195.4%	5,515

Daily Pivots for day following 16-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2183	1.2136	1.1961
R3	1.2095	1.2048	1.1936
R2	1.2006	1.2006	1.1928
R1	1.1959	1.1959	1.1920	1.1939
PP	1.1918	1.1918	1.1918	1.1908
S1	1.1871	1.1871	1.1904	1.1850
S2	1.1829	1.1829	1.1896
S3	1.1741	1.1782	1.1888
S4	1.1652	1.1694	1.1863

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	1.1877	0.0232	1.9%	0.0087	0.7%	15%	False	True	2,692
10	1.2130	1.1877	0.0254	2.1%	0.0081	0.7%	14%	False	True	1,775
20	1.2543	1.1877	0.0666	5.6%	0.0082	0.7%	5%	False	True	1,425
40	1.2639	1.1877	0.0763	6.4%	0.0076	0.6%	5%	False	True	851

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2341
2.618	1.2197
1.618	1.2108
1.000	1.2054
0.618	1.2020
HIGH	1.1965
0.618	1.1931
0.500	1.1921
0.382	1.1910
LOW	1.1877
0.618	1.1822
1.000	1.1788
1.618	1.1733
2.618	1.1645
4.250	1.1500

Fisher Pivots for day following 16-May-2018
Pivot	1 day	3 day
R1	1.1921	1.1992
PP	1.1918	1.1966
S1	1.1915	1.1939

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

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