CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 03-Jul-2018

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	1.1944	1.1978	0.0035	0.3%	1.2045
High	1.1980	1.1991	0.0011	0.1%	1.2057
Low	1.1940	1.1978	0.0038	0.3%	1.1873
Close	1.1948	1.1985	0.0038	0.3%	1.2011
Range	0.0040	0.0013	-0.0027	-67.5%	0.0184
ATR	0.0069	0.0067	-0.0002	-2.7%	0.0000
Volume	43	12	-31	-72.1%	89

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2024	1.2017	1.1992
R3	1.2011	1.2004	1.1989
R2	1.1998	1.1998	1.1987
R1	1.1991	1.1991	1.1986	1.1995
PP	1.1985	1.1985	1.1985	1.1986
S1	1.1978	1.1978	1.1984	1.1982
S2	1.1972	1.1972	1.1983
S3	1.1959	1.1965	1.1981
S4	1.1946	1.1952	1.1978

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2532	1.2456	1.2112
R3	1.2348	1.2272	1.2062
R2	1.2164	1.2164	1.2045
R1	1.2088	1.2088	1.2028	1.2034
PP	1.1980	1.1980	1.1980	1.1954
S1	1.1904	1.1904	1.1994	1.1850
S2	1.1796	1.1796	1.1977
S3	1.1612	1.1720	1.1960
S4	1.1428	1.1536	1.1910

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2020	1.1873	0.0147	1.2%	0.0051	0.4%	76%	False	False	16
10	1.2057	1.1871	0.0187	1.6%	0.0051	0.4%	61%	False	False	21
20	1.2188	1.1871	0.0318	2.6%	0.0049	0.4%	36%	False	False	16
40	1.2363	1.1871	0.0492	4.1%	0.0043	0.4%	23%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	1.2046
2.618	1.2025
1.618	1.2012
1.000	1.2004
0.618	1.1999
HIGH	1.1991
0.618	1.1986
0.500	1.1985
0.382	1.1983
LOW	1.1978
0.618	1.1970
1.000	1.1965
1.618	1.1957
2.618	1.1944
4.250	1.1923

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	1.1985	1.1983
PP	1.1985	1.1982
S1	1.1985	1.1980

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

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