CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 19-Mar-2018

Day Change Summary
	Previous	Current
	16-Mar-2018	19-Mar-2018	Change	Change %	Previous Week
Open	1.2607	1.2530	-0.0077	-0.6%	1.2588
High	1.2608	1.2629	0.0022	0.2%	1.2678
Low	1.2533	1.2530	-0.0003	0.0%	1.2533
Close	1.2557	1.2629	0.0072	0.6%	1.2557
Range	0.0075	0.0099	0.0024	32.0%	0.0146
ATR	0.0075	0.0077	0.0002	2.2%	0.0000
Volume	137	28	-109	-79.6%	577

Daily Pivots for day following 19-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2893	1.2860	1.2683
R3	1.2794	1.2761	1.2656
R2	1.2695	1.2695	1.2647
R1	1.2662	1.2662	1.2638	1.2679
PP	1.2596	1.2596	1.2596	1.2604
S1	1.2563	1.2563	1.2620	1.2580
S2	1.2497	1.2497	1.2611
S3	1.2398	1.2464	1.2602
S4	1.2299	1.2365	1.2575

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3026	1.2937	1.2637
R3	1.2880	1.2791	1.2597
R2	1.2735	1.2735	1.2584
R1	1.2646	1.2646	1.2570	1.2618
PP	1.2589	1.2589	1.2589	1.2575
S1	1.2500	1.2500	1.2544	1.2472
S2	1.2444	1.2444	1.2530
S3	1.2298	1.2355	1.2517
S4	1.2153	1.2209	1.2477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2678	1.2530	0.0148	1.2%	0.0075	0.6%	67%	False	True	96
10	1.2729	1.2530	0.0199	1.6%	0.0072	0.6%	50%	False	True	81
20	1.2729	1.2442	0.0287	2.3%	0.0070	0.6%	65%	False	False	77
40	1.2836	1.2442	0.0394	3.1%	0.0077	0.6%	48%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3050
2.618	1.2888
1.618	1.2789
1.000	1.2728
0.618	1.2690
HIGH	1.2629
0.618	1.2591
0.500	1.2580
0.382	1.2568
LOW	1.2530
0.618	1.2469
1.000	1.2431
1.618	1.2370
2.618	1.2271
4.250	1.2109

Fisher Pivots for day following 19-Mar-2018
Pivot	1 day	3 day
R1	1.2613	1.2616
PP	1.2596	1.2603
S1	1.2580	1.2591

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

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