CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 17-May-2018

Day Change Summary
	Previous	Current
	16-May-2018	17-May-2018	Change	Change %	Previous Week
Open	1.1951	1.1920	-0.0031	-0.3%	1.2084
High	1.1965	1.1943	-0.0023	-0.2%	1.2096
Low	1.1877	1.1886	0.0010	0.1%	1.1943
Close	1.1912	1.1906	-0.0006	-0.1%	1.2057
Range	0.0089	0.0057	-0.0032	-36.2%	0.0153
ATR	0.0081	0.0079	-0.0002	-2.1%	0.0000
Volume	5,536	1,759	-3,777	-68.2%	5,515

Daily Pivots for day following 17-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2081	1.2050	1.1937
R3	1.2025	1.1994	1.1922
R2	1.1968	1.1968	1.1916
R1	1.1937	1.1937	1.1911	1.1924
PP	1.1912	1.1912	1.1912	1.1905
S1	1.1881	1.1881	1.1901	1.1868
S2	1.1855	1.1855	1.1896
S3	1.1799	1.1824	1.1890
S4	1.1742	1.1768	1.1875

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%	0.0079	0.7%	13%	False	False	2,615
10	1.2114	1.1877	0.0238	2.0%	0.0081	0.7%	12%	False	False	1,813
20	1.2490	1.1877	0.0613	5.1%	0.0082	0.7%	5%	False	False	1,500
40	1.2639	1.1877	0.0763	6.4%	0.0075	0.6%	4%	False	False	888

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	0.0015
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.2183
2.618	1.2090
1.618	1.2034
1.000	1.1999
0.618	1.1977
HIGH	1.1943
0.618	1.1921
0.500	1.1914
0.382	1.1908
LOW	1.1886
0.618	1.1851
1.000	1.1830
1.618	1.1795
2.618	1.1738
4.250	1.1646

Fisher Pivots for day following 17-May-2018
Pivot	1 day	3 day
R1	1.1914	1.1963
PP	1.1912	1.1944
S1	1.1909	1.1925

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

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