CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 14-Mar-2018

Day Change Summary
	Previous	Current
	13-Mar-2018	14-Mar-2018	Change	Change %	Previous Week
Open	1.2596	1.2653	0.0058	0.5%	1.2560
High	1.2678	1.2677	-0.0002	0.0%	1.2729
Low	1.2596	1.2634	0.0039	0.3%	1.2559
Close	1.2675	1.2653	-0.0022	-0.2%	1.2591
Range	0.0083	0.0043	-0.0040	-48.5%	0.0170
ATR	0.0078	0.0075	-0.0003	-3.2%	0.0000
Volume	126	94	-32	-25.4%	236

Daily Pivots for day following 14-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2782	1.2760	1.2676
R3	1.2739	1.2717	1.2664
R2	1.2697	1.2697	1.2660
R1	1.2675	1.2675	1.2656	1.2665
PP	1.2654	1.2654	1.2654	1.2649
S1	1.2632	1.2632	1.2649	1.2622
S2	1.2612	1.2612	1.2645
S3	1.2569	1.2590	1.2641
S4	1.2527	1.2547	1.2629

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	1.2716	1.2560	0.0156	1.2%	0.0067	0.5%	59%	False	False	93
10	1.2729	1.2442	0.0287	2.3%	0.0071	0.6%	74%	False	False	67
20	1.2836	1.2442	0.0394	3.1%	0.0075	0.6%	54%	False	False	75
40	1.2836	1.2442	0.0394	3.1%	0.0076	0.6%	54%	False	False	94

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2857
2.618	1.2788
1.618	1.2745
1.000	1.2719
0.618	1.2703
HIGH	1.2677
0.618	1.2660
0.500	1.2655
0.382	1.2650
LOW	1.2634
0.618	1.2608
1.000	1.2592
1.618	1.2565
2.618	1.2523
4.250	1.2453

Fisher Pivots for day following 14-Mar-2018
Pivot	1 day	3 day
R1	1.2655	1.2644
PP	1.2654	1.2636
S1	1.2653	1.2627

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

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