CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 10-Jul-2018

Day Change Summary
	Previous	Current
	09-Jul-2018	10-Jul-2018	Change	Change %	Previous Week
Open	1.2081	1.2058	-0.0023	-0.2%	1.1944
High	1.2111	1.2082	-0.0029	-0.2%	1.2094
Low	1.2081	1.2044	-0.0037	-0.3%	1.1940
Close	1.2088	1.2082	-0.0006	0.0%	1.2082
Range	0.0031	0.0038	0.0008	24.6%	0.0154
ATR	0.0065	0.0063	-0.0001	-2.3%	0.0000
Volume	12	20	8	66.7%	96

Daily Pivots for day following 10-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2183	1.2171	1.2103
R3	1.2145	1.2133	1.2092
R2	1.2107	1.2107	1.2089
R1	1.2095	1.2095	1.2085	1.2101
PP	1.2069	1.2069	1.2069	1.2073
S1	1.2057	1.2057	1.2079	1.2063
S2	1.2031	1.2031	1.2075
S3	1.1993	1.2019	1.2072
S4	1.1955	1.1981	1.2061

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2501	1.2445	1.2166
R3	1.2347	1.2291	1.2124
R2	1.2193	1.2193	1.2110
R1	1.2137	1.2137	1.2096	1.2165
PP	1.2039	1.2039	1.2039	1.2052
S1	1.1983	1.1983	1.2067	1.2011
S2	1.1885	1.1885	1.2053
S3	1.1731	1.1829	1.2039
S4	1.1577	1.1675	1.1997

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2111	1.1978	0.0133	1.1%	0.0029	0.2%	78%	False	False	17
10	1.2111	1.1873	0.0238	2.0%	0.0042	0.3%	88%	False	False	21
20	1.2176	1.1871	0.0305	2.5%	0.0052	0.4%	69%	False	False	18
40	1.2363	1.1871	0.0492	4.1%	0.0043	0.4%	43%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2244
2.618	1.2181
1.618	1.2143
1.000	1.2120
0.618	1.2105
HIGH	1.2082
0.618	1.2067
0.500	1.2063
0.382	1.2059
LOW	1.2044
0.618	1.2021
1.000	1.2006
1.618	1.1983
2.618	1.1945
4.250	1.1883

Fisher Pivots for day following 10-Jul-2018
Pivot	1 day	3 day
R1	1.2076	1.2081
PP	1.2069	1.2079
S1	1.2063	1.2078

Download as Excel Spreadsheet

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

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