CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 26-Mar-2018

Day Change Summary
	Previous	Current
	23-Mar-2018	26-Mar-2018	Change	Change %	Previous Week
Open	1.2593	1.2628	0.0036	0.3%	1.2530
High	1.2633	1.2726	0.0093	0.7%	1.2648
Low	1.2588	1.2628	0.0040	0.3%	1.2513
Close	1.2633	1.2721	0.0088	0.7%	1.2633
Range	0.0045	0.0098	0.0053	116.7%	0.0135
ATR	0.0079	0.0080	0.0001	1.7%	0.0000
Volume	115	103	-12	-10.4%	312

Daily Pivots for day following 26-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2984	1.2950	1.2775
R3	1.2887	1.2853	1.2748
R2	1.2789	1.2789	1.2739
R1	1.2755	1.2755	1.2730	1.2772
PP	1.2692	1.2692	1.2692	1.2700
S1	1.2658	1.2658	1.2712	1.2675
S2	1.2594	1.2594	1.2703
S3	1.2497	1.2560	1.2694
S4	1.2399	1.2463	1.2667

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3003	1.2953	1.2707
R3	1.2868	1.2818	1.2670
R2	1.2733	1.2733	1.2658
R1	1.2683	1.2683	1.2645	1.2708
PP	1.2598	1.2598	1.2598	1.2611
S1	1.2548	1.2548	1.2621	1.2573
S2	1.2463	1.2463	1.2608
S3	1.2328	1.2413	1.2596
S4	1.2193	1.2278	1.2559

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2726	1.2513	0.0213	1.7%	0.0082	0.6%	98%	True	False	77
10	1.2726	1.2513	0.0213	1.7%	0.0078	0.6%	98%	True	False	86
20	1.2729	1.2442	0.0287	2.3%	0.0076	0.6%	97%	False	False	74
40	1.2836	1.2442	0.0394	3.1%	0.0077	0.6%	71%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3140
2.618	1.2981
1.618	1.2883
1.000	1.2823
0.618	1.2786
HIGH	1.2726
0.618	1.2688
0.500	1.2677
0.382	1.2665
LOW	1.2628
0.618	1.2568
1.000	1.2531
1.618	1.2470
2.618	1.2373
4.250	1.2214

Fisher Pivots for day following 26-Mar-2018
Pivot	1 day	3 day
R1	1.2706	1.2696
PP	1.2692	1.2670
S1	1.2677	1.2645

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

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