CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 05-Mar-2018

Day Change Summary
	Previous	Current
	02-Mar-2018	05-Mar-2018	Change	Change %	Previous Week
Open	1.2560	1.2560	0.0001	0.0%	1.2623
High	1.2608	1.2627	0.0019	0.1%	1.2633
Low	1.2539	1.2559	0.0021	0.2%	1.2442
Close	1.2608	1.2604	-0.0005	0.0%	1.2608
Range	0.0070	0.0068	-0.0002	-2.9%	0.0191
ATR	0.0082	0.0081	-0.0001	-1.3%	0.0000
Volume	56	25	-31	-55.4%	379

Daily Pivots for day following 05-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2799	1.2769	1.2641
R3	1.2731	1.2701	1.2622
R2	1.2664	1.2664	1.2616
R1	1.2634	1.2634	1.2610	1.2649
PP	1.2596	1.2596	1.2596	1.2604
S1	1.2566	1.2566	1.2597	1.2581
S2	1.2529	1.2529	1.2591
S3	1.2461	1.2499	1.2585
S4	1.2394	1.2431	1.2566

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3134	1.3062	1.2713
R3	1.2943	1.2871	1.2661
R2	1.2752	1.2752	1.2643
R1	1.2680	1.2680	1.2626	1.2620
PP	1.2561	1.2561	1.2561	1.2531
S1	1.2489	1.2489	1.2590	1.2429
S2	1.2370	1.2370	1.2573
S3	1.2179	1.2298	1.2555
S4	1.1988	1.2107	1.2503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2627	1.2442	0.0185	1.5%	0.0076	0.6%	88%	True	False	56
10	1.2685	1.2442	0.0243	1.9%	0.0067	0.5%	67%	False	False	73
20	1.2836	1.2442	0.0394	3.1%	0.0077	0.6%	41%	False	False	107
40	1.2836	1.2202	0.0634	5.0%	0.0076	0.6%	63%	False	False	87

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2913
2.618	1.2803
1.618	1.2736
1.000	1.2694
0.618	1.2668
HIGH	1.2627
0.618	1.2601
0.500	1.2593
0.382	1.2585
LOW	1.2559
0.618	1.2517
1.000	1.2492
1.618	1.2450
2.618	1.2382
4.250	1.2272

Fisher Pivots for day following 05-Mar-2018
Pivot	1 day	3 day
R1	1.2600	1.2580
PP	1.2596	1.2557
S1	1.2593	1.2534

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

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