CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 28-Mar-2018

Day Change Summary
	Previous	Current
	27-Mar-2018	28-Mar-2018	Change	Change %	Previous Week
Open	1.2735	1.2643	-0.0093	-0.7%	1.2530
High	1.2735	1.2657	-0.0078	-0.6%	1.2648
Low	1.2658	1.2561	-0.0098	-0.8%	1.2513
Close	1.2662	1.2565	-0.0097	-0.8%	1.2633
Range	0.0077	0.0097	0.0020	25.3%	0.0135
ATR	0.0080	0.0081	0.0002	1.9%	0.0000
Volume	112	91	-21	-18.8%	312

Daily Pivots for day following 28-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2884	1.2821	1.2618
R3	1.2787	1.2724	1.2592
R2	1.2691	1.2691	1.2583
R1	1.2628	1.2628	1.2574	1.2611
PP	1.2594	1.2594	1.2594	1.2586
S1	1.2531	1.2531	1.2556	1.2515
S2	1.2498	1.2498	1.2547
S3	1.2401	1.2435	1.2538
S4	1.2305	1.2338	1.2512

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	1.2735	1.2561	0.0175	1.4%	0.0080	0.6%	3%	False	True	98
10	1.2735	1.2513	0.0222	1.8%	0.0083	0.7%	23%	False	False	85
20	1.2735	1.2442	0.0294	2.3%	0.0077	0.6%	42%	False	False	76
40	1.2836	1.2442	0.0394	3.1%	0.0077	0.6%	31%	False	False	90

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3067
2.618	1.2910
1.618	1.2813
1.000	1.2754
0.618	1.2717
HIGH	1.2657
0.618	1.2620
0.500	1.2609
0.382	1.2597
LOW	1.2561
0.618	1.2501
1.000	1.2464
1.618	1.2404
2.618	1.2308
4.250	1.2150

Fisher Pivots for day following 28-Mar-2018
Pivot	1 day	3 day
R1	1.2609	1.2648
PP	1.2594	1.2620
S1	1.2580	1.2593

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

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