CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 21-Mar-2018

Day Change Summary
	Previous	Current
	20-Mar-2018	21-Mar-2018	Change	Change %	Previous Week
Open	1.2603	1.2528	-0.0075	-0.6%	1.2588
High	1.2617	1.2597	-0.0020	-0.2%	1.2678
Low	1.2513	1.2519	0.0006	0.0%	1.2533
Close	1.2521	1.2597	0.0076	0.6%	1.2557
Range	0.0104	0.0078	-0.0026	-24.6%	0.0146
ATR	0.0080	0.0080	0.0000	-0.2%	0.0000
Volume	45	51	6	13.3%	577

Daily Pivots for day following 21-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2805	1.2779	1.2639
R3	1.2727	1.2701	1.2618
R2	1.2649	1.2649	1.2611
R1	1.2623	1.2623	1.2604	1.2636
PP	1.2571	1.2571	1.2571	1.2577
S1	1.2545	1.2545	1.2589	1.2558
S2	1.2493	1.2493	1.2582
S3	1.2415	1.2467	1.2575
S4	1.2337	1.2389	1.2554

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	1.2651	1.2513	0.0138	1.1%	0.0086	0.7%	61%	False	False	71
10	1.2716	1.2513	0.0203	1.6%	0.0076	0.6%	41%	False	False	82
20	1.2729	1.2442	0.0287	2.3%	0.0072	0.6%	54%	False	False	73
40	1.2836	1.2442	0.0394	3.1%	0.0079	0.6%	39%	False	False	87

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2928
2.618	1.2801
1.618	1.2723
1.000	1.2675
0.618	1.2645
HIGH	1.2597
0.618	1.2567
0.500	1.2558
0.382	1.2548
LOW	1.2519
0.618	1.2470
1.000	1.2441
1.618	1.2392
2.618	1.2314
4.250	1.2187

Fisher Pivots for day following 21-Mar-2018
Pivot	1 day	3 day
R1	1.2584	1.2588
PP	1.2571	1.2580
S1	1.2558	1.2571

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

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