CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 20-Jul-2018

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	1.1937	1.2022	0.0085	0.7%	1.2031
High	1.1987	1.2048	0.0061	0.5%	1.2062
Low	1.1900	1.1967	0.0067	0.6%	1.1900
Close	1.1967	1.2048	0.0081	0.7%	1.2048
Range	0.0087	0.0081	-0.0006	-6.9%	0.0162
ATR	0.0062	0.0063	0.0001	2.2%	0.0000
Volume	30	33	3	10.0%	111

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2264	1.2237	1.2092
R3	1.2183	1.2156	1.2070
R2	1.2102	1.2102	1.2062
R1	1.2075	1.2075	1.2055	1.2088
PP	1.2021	1.2021	1.2021	1.2027
S1	1.1994	1.1994	1.2040	1.2007
S2	1.1940	1.1940	1.2033
S3	1.1859	1.1913	1.2025
S4	1.1778	1.1832	1.2003

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2488	1.2429	1.2136
R3	1.2326	1.2268	1.2092
R2	1.2165	1.2165	1.2077
R1	1.2106	1.2106	1.2062	1.2135
PP	1.2003	1.2003	1.2003	1.2018
S1	1.1945	1.1945	1.2033	1.1974
S2	1.1842	1.1842	1.2018
S3	1.1680	1.1783	1.2003
S4	1.1519	1.1622	1.1959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2062	1.1900	0.0162	1.3%	0.0063	0.5%	91%	False	False	22
10	1.2111	1.1900	0.0211	1.8%	0.0045	0.4%	70%	False	False	16
20	1.2111	1.1873	0.0238	2.0%	0.0044	0.4%	73%	False	False	19
40	1.2188	1.1871	0.0318	2.6%	0.0048	0.4%	56%	False	False	21

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2392
2.618	1.2260
1.618	1.2179
1.000	1.2129
0.618	1.2098
HIGH	1.2048
0.618	1.2017
0.500	1.2007
0.382	1.1997
LOW	1.1967
0.618	1.1916
1.000	1.1886
1.618	1.1835
2.618	1.1754
4.250	1.1622

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	1.2034	1.2023
PP	1.2021	1.1998
S1	1.2007	1.1974

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

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