CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 12-Mar-2018

Day Change Summary
	Previous	Current
	09-Mar-2018	12-Mar-2018	Change	Change %	Previous Week
Open	1.2565	1.2588	0.0023	0.2%	1.2560
High	1.2597	1.2613	0.0016	0.1%	1.2729
Low	1.2560	1.2577	0.0017	0.1%	1.2559
Close	1.2591	1.2613	0.0022	0.2%	1.2591
Range	0.0037	0.0036	-0.0001	-1.4%	0.0170
ATR	0.0081	0.0077	-0.0003	-4.0%	0.0000
Volume	22	124	102	463.6%	236

Daily Pivots for day following 12-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2709	1.2697	1.2632
R3	1.2673	1.2661	1.2622
R2	1.2637	1.2637	1.2619
R1	1.2625	1.2625	1.2616	1.2631
PP	1.2601	1.2601	1.2601	1.2604
S1	1.2589	1.2589	1.2609	1.2595
S2	1.2565	1.2565	1.2606
S3	1.2529	1.2553	1.2603
S4	1.2493	1.2517	1.2593

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3135	1.3032	1.2684
R3	1.2965	1.2863	1.2637
R2	1.2796	1.2796	1.2622
R1	1.2693	1.2693	1.2606	1.2744
PP	1.2626	1.2626	1.2626	1.2652
S1	1.2524	1.2524	1.2575	1.2575
S2	1.2457	1.2457	1.2559
S3	1.2287	1.2354	1.2544
S4	1.2118	1.2185	1.2497

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2729	1.2560	0.0169	1.3%	0.0070	0.6%	31%	False	False	67
10	1.2729	1.2442	0.0287	2.3%	0.0073	0.6%	60%	False	False	61
20	1.2836	1.2442	0.0394	3.1%	0.0073	0.6%	43%	False	False	70
40	1.2836	1.2400	0.0436	3.5%	0.0078	0.6%	49%	False	False	92

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2766
2.618	1.2707
1.618	1.2671
1.000	1.2649
0.618	1.2635
HIGH	1.2613
0.618	1.2599
0.500	1.2595
0.382	1.2590
LOW	1.2577
0.618	1.2554
1.000	1.2541
1.618	1.2518
2.618	1.2482
4.250	1.2424

Fisher Pivots for day following 12-Mar-2018
Pivot	1 day	3 day
R1	1.2607	1.2638
PP	1.2601	1.2630
S1	1.2595	1.2621

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

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