CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 12-Jun-2018

Day Change Summary
	Previous	Current
	11-Jun-2018	12-Jun-2018	Change	Change %	Previous Week
Open	1.2163	1.2160	-0.0003	0.0%	1.2080
High	1.2172	1.2169	-0.0003	0.0%	1.2188
Low	1.2163	1.2122	-0.0041	-0.3%	1.2043
Close	1.2163	1.2124	-0.0039	-0.3%	1.2144
Range	0.0009	0.0047	0.0038	422.2%	0.0146
ATR	0.0059	0.0058	-0.0001	-1.5%	0.0000
Volume	3	24	21	700.0%	108

Daily Pivots for day following 12-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2279	1.2249	1.2150
R3	1.2232	1.2202	1.2137
R2	1.2185	1.2185	1.2133
R1	1.2155	1.2155	1.2128	1.2147
PP	1.2138	1.2138	1.2138	1.2134
S1	1.2108	1.2108	1.2120	1.2100
S2	1.2091	1.2091	1.2115
S3	1.2044	1.2061	1.2111
S4	1.1997	1.2014	1.2098

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	1.2102	0.0087	0.7%	0.0024	0.2%	26%	False	False	10
10	1.2188	1.1979	0.0210	1.7%	0.0031	0.3%	69%	False	False	22
20	1.2295	1.1900	0.0395	3.3%	0.0036	0.3%	57%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2369
2.618	1.2292
1.618	1.2245
1.000	1.2216
0.618	1.2198
HIGH	1.2169
0.618	1.2151
0.500	1.2146
0.382	1.2140
LOW	1.2122
0.618	1.2093
1.000	1.2075
1.618	1.2046
2.618	1.1999
4.250	1.1922

Fisher Pivots for day following 12-Jun-2018
Pivot	1 day	3 day
R1	1.2146	1.2137
PP	1.2138	1.2133
S1	1.2131	1.2128

Download as Excel Spreadsheet

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

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