CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	1.2080	1.2087	0.0007	0.1%	1.1900
High	1.2090	1.2091	0.0001	0.0%	1.2070
Low	1.2070	1.2043	-0.0028	-0.2%	1.1900
Close	1.2079	1.2091	0.0012	0.1%	1.2042
Range	0.0020	0.0048	0.0029	146.2%	0.0170
ATR	0.0062	0.0061	-0.0001	-1.6%	0.0000
Volume	6	75	69	1,150.0%	245

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2219	1.2203	1.2117
R3	1.2171	1.2155	1.2104
R2	1.2123	1.2123	1.2099
R1	1.2107	1.2107	1.2095	1.2115
PP	1.2075	1.2075	1.2075	1.2079
S1	1.2059	1.2059	1.2086	1.2067
S2	1.2027	1.2027	1.2082
S3	1.1979	1.2011	1.2077
S4	1.1931	1.1963	1.2064

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2514	1.2448	1.2136
R3	1.2344	1.2278	1.2089
R2	1.2174	1.2174	1.2073
R1	1.2108	1.2108	1.2058	1.2141
PP	1.2004	1.2004	1.2004	1.2021
S1	1.1938	1.1938	1.2026	1.1971
S2	1.1834	1.1834	1.2011
S3	1.1664	1.1768	1.1995
S4	1.1494	1.1598	1.1949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2091	1.1979	0.0112	0.9%	0.0039	0.3%	100%	True	False	33
10	1.2178	1.1900	0.0278	2.3%	0.0044	0.4%	69%	False	False	43
20	1.2363	1.1900	0.0463	3.8%	0.0038	0.3%	41%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2295
2.618	1.2216
1.618	1.2168
1.000	1.2139
0.618	1.2120
HIGH	1.2091
0.618	1.2072
0.500	1.2067
0.382	1.2061
LOW	1.2043
0.618	1.2013
1.000	1.1995
1.618	1.1965
2.618	1.1917
4.250	1.1839

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	1.2083	1.2077
PP	1.2075	1.2063
S1	1.2067	1.2049

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

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