CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 11-Jun-2018

Day Change Summary
	Previous	Current
	08-Jun-2018	11-Jun-2018	Change	Change %	Previous Week
Open	1.2102	1.2163	0.0062	0.5%	1.2080
High	1.2144	1.2172	0.0028	0.2%	1.2188
Low	1.2102	1.2163	0.0062	0.5%	1.2043
Close	1.2144	1.2163	0.0019	0.2%	1.2144
Range	0.0043	0.0009	-0.0034	-78.8%	0.0146
ATR	0.0061	0.0059	-0.0002	-3.9%	0.0000
Volume	5	3	-2	-40.0%	108

Daily Pivots for day following 11-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2193	1.2187	1.2168
R3	1.2184	1.2178	1.2165
R2	1.2175	1.2175	1.2165
R1	1.2169	1.2169	1.2164	1.2168
PP	1.2166	1.2166	1.2166	1.2165
S1	1.2160	1.2160	1.2162	1.2159
S2	1.2157	1.2157	1.2161
S3	1.2148	1.2151	1.2161
S4	1.2139	1.2142	1.2158

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2561	1.2498	1.2224
R3	1.2416	1.2353	1.2184
R2	1.2270	1.2270	1.2171
R1	1.2207	1.2207	1.2157	1.2239
PP	1.2125	1.2125	1.2125	1.2141
S1	1.2062	1.2062	1.2131	1.2093
S2	1.1979	1.1979	1.2117
S3	1.1834	1.1916	1.2104
S4	1.1688	1.1771	1.2064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2188	1.2043	0.0146	1.2%	0.0024	0.2%	83%	False	False	21
10	1.2188	1.1900	0.0288	2.4%	0.0043	0.4%	91%	False	False	35
20	1.2363	1.1900	0.0463	3.8%	0.0035	0.3%	57%	False	False	24

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2210
2.618	1.2196
1.618	1.2187
1.000	1.2181
0.618	1.2178
HIGH	1.2172
0.618	1.2169
0.500	1.2168
0.382	1.2166
LOW	1.2163
0.618	1.2157
1.000	1.2154
1.618	1.2148
2.618	1.2139
4.250	1.2125

Fisher Pivots for day following 11-Jun-2018
Pivot	1 day	3 day
R1	1.2168	1.2157
PP	1.2166	1.2151
S1	1.2165	1.2145

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

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