CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 15-Jun-2018

Day Change Summary
	Previous	Current
	14-Jun-2018	15-Jun-2018	Change	Change %	Previous Week
Open	1.1955	1.1967	0.0012	0.1%	1.2163
High	1.2176	1.1967	-0.0209	-1.7%	1.2176
Low	1.1955	1.1941	-0.0014	-0.1%	1.1941
Close	1.1955	1.1967	0.0012	0.1%	1.1967
Range	0.0221	0.0026	-0.0196	-88.5%	0.0235
ATR	0.0069	0.0066	-0.0003	-4.5%	0.0000
Volume	11	0	-11	-100.0%	84

Daily Pivots for day following 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2035	1.2026	1.1981
R3	1.2009	1.2001	1.1974
R2	1.1984	1.1984	1.1971
R1	1.1975	1.1975	1.1969	1.1979
PP	1.1958	1.1958	1.1958	1.1960
S1	1.1950	1.1950	1.1964	1.1954
S2	1.1933	1.1933	1.1962
S3	1.1907	1.1924	1.1959
S4	1.1882	1.1899	1.1952

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2731	1.2583	1.2095
R3	1.2497	1.2349	1.2031
R2	1.2262	1.2262	1.2009
R1	1.2114	1.2114	1.1988	1.2071
PP	1.2028	1.2028	1.2028	1.2006
S1	1.1880	1.1880	1.1945	1.1837
S2	1.1793	1.1793	1.1924
S3	1.1559	1.1645	1.1902
S4	1.1324	1.1411	1.1838

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2176	1.1941	0.0235	2.0%	0.0070	0.6%	11%	False	True	16
10	1.2188	1.1941	0.0247	2.1%	0.0048	0.4%	10%	False	True	19
20	1.2188	1.1900	0.0288	2.4%	0.0045	0.4%	23%	False	False	27

Crabel Price Patterns
NR	True
NR4	True
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	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2075
2.618	1.2033
1.618	1.2008
1.000	1.1992
0.618	1.1982
HIGH	1.1967
0.618	1.1957
0.500	1.1954
0.382	1.1951
LOW	1.1941
0.618	1.1925
1.000	1.1916
1.618	1.1900
2.618	1.1874
4.250	1.1833

Fisher Pivots for day following 15-Jun-2018
Pivot	1 day	3 day
R1	1.1962	1.2058
PP	1.1958	1.2028
S1	1.1954	1.1997

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

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