CME Euro FX (E) Future March 2019

Trading Metrics calculated at close of trading on 29-Mar-2018

Day Change Summary
	Previous	Current
	28-Mar-2018	29-Mar-2018	Change	Change %	Previous Week
Open	1.2703	1.2659	-0.0045	-0.4%	1.2734
High	1.2704	1.2659	-0.0045	-0.4%	1.2738
Low	1.2669	1.2647	-0.0023	-0.2%	1.2621
Close	1.2669	1.2647	-0.0023	-0.2%	1.2738
Range	0.0035	0.0012	-0.0023	-65.2%	0.0118
ATR	0.0073	0.0069	-0.0004	-4.9%	0.0000
Volume	9	4	-5	-55.6%	39

Daily Pivots for day following 29-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2687	1.2679	1.2653
R3	1.2675	1.2667	1.2650
R2	1.2663	1.2663	1.2649
R1	1.2655	1.2655	1.2648	1.2653
PP	1.2651	1.2651	1.2651	1.2650
S1	1.2643	1.2643	1.2645	1.2641
S2	1.2639	1.2639	1.2644
S3	1.2627	1.2631	1.2643
S4	1.2615	1.2619	1.2640

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3051	1.3012	1.2802
R3	1.2934	1.2894	1.2770
R2	1.2816	1.2816	1.2759
R1	1.2777	1.2777	1.2748	1.2797
PP	1.2699	1.2699	1.2699	1.2709
S1	1.2659	1.2659	1.2727	1.2679
S2	1.2581	1.2581	1.2716
S3	1.2464	1.2542	1.2705
S4	1.2346	1.2424	1.2673

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2827	1.2647	0.0181	1.4%	0.0015	0.1%	0%	False	True	3
10	1.2827	1.2621	0.0207	1.6%	0.0038	0.3%	13%	False	False	6
20	1.2827	1.2621	0.0207	1.6%	0.0041	0.3%	13%	False	False	5
40	1.2929	1.2547	0.0382	3.0%	0.0045	0.4%	26%	False	False	15

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2710
2.618	1.2690
1.618	1.2678
1.000	1.2671
0.618	1.2666
HIGH	1.2659
0.618	1.2654
0.500	1.2653
0.382	1.2651
LOW	1.2647
0.618	1.2639
1.000	1.2635
1.618	1.2627
2.618	1.2615
4.250	1.2596

Fisher Pivots for day following 29-Mar-2018
Pivot	1 day	3 day
R1	1.2653	1.2706
PP	1.2651	1.2686
S1	1.2649	1.2666

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

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