CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 28-Jun-2018

Day Change Summary
	Previous	Current
	27-Jun-2018	28-Jun-2018	Change	Change %	Previous Week
Open	1.1936	1.1873	-0.0063	-0.5%	1.1978
High	1.2003	1.1929	-0.0074	-0.6%	1.2017
Low	1.1899	1.1873	-0.0026	-0.2%	1.1871
Close	1.1902	1.1898	-0.0005	0.0%	1.2017
Range	0.0104	0.0056	-0.0048	-45.9%	0.0147
ATR	0.0066	0.0065	-0.0001	-1.1%	0.0000
Volume	16	8	-8	-50.0%	70

Daily Pivots for day following 28-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2068	1.2039	1.1928
R3	1.2012	1.1983	1.1913
R2	1.1956	1.1956	1.1908
R1	1.1927	1.1927	1.1903	1.1941
PP	1.1900	1.1900	1.1900	1.1907
S1	1.1871	1.1871	1.1892	1.1885
S2	1.1844	1.1844	1.1887
S3	1.1788	1.1815	1.1882
S4	1.1732	1.1759	1.1867

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2408	1.2359	1.2098
R3	1.2261	1.2212	1.2057
R2	1.2115	1.2115	1.2044
R1	1.2066	1.2066	1.2030	1.2090
PP	1.1968	1.1968	1.1968	1.1980
S1	1.1919	1.1919	1.2004	1.1944
S2	1.1822	1.1822	1.1990
S3	1.1675	1.1773	1.1977
S4	1.1529	1.1626	1.1936

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2057	1.1873	0.0184	1.5%	0.0056	0.5%	13%	False	True	26
10	1.2057	1.1871	0.0187	1.6%	0.0050	0.4%	14%	False	False	15
20	1.2188	1.1871	0.0318	2.7%	0.0049	0.4%	9%	False	False	17
40	1.2413	1.1871	0.0542	4.6%	0.0043	0.4%	5%	False	False	19

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2167
2.618	1.2076
1.618	1.2020
1.000	1.1985
0.618	1.1964
HIGH	1.1929
0.618	1.1908
0.500	1.1901
0.382	1.1894
LOW	1.1873
0.618	1.1838
1.000	1.1817
1.618	1.1782
2.618	1.1726
4.250	1.1635

Fisher Pivots for day following 28-Jun-2018
Pivot	1 day	3 day
R1	1.1901	1.1948
PP	1.1900	1.1931
S1	1.1899	1.1914

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

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