CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 17-Jan-2019

Day Change Summary
	Previous	Current
	16-Jan-2019	17-Jan-2019	Change	Change %	Previous Week
Open	1.1559	1.1544	-0.0016	-0.1%	1.1569
High	1.1571	1.1545	-0.0026	-0.2%	1.1722
Low	1.1527	1.1519	-0.0008	-0.1%	1.1569
Close	1.1547	1.1534	-0.0013	-0.1%	1.1618
Range	0.0045	0.0026	-0.0019	-41.6%	0.0154
ATR	0.0075	0.0071	-0.0003	-4.5%	0.0000
Volume	575	149	-426	-74.1%	2,633

Daily Pivots for day following 17-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.1611	1.1598	1.1548
R3	1.1585	1.1572	1.1541
R2	1.1559	1.1559	1.1539
R1	1.1546	1.1546	1.1536	1.1540
PP	1.1533	1.1533	1.1533	1.1529
S1	1.1520	1.1520	1.1532	1.1514
S2	1.1507	1.1507	1.1529
S3	1.1481	1.1494	1.1527
S4	1.1455	1.1468	1.1520

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.2097	1.2011	1.1702
R3	1.1943	1.1857	1.1660
R2	1.1790	1.1790	1.1646
R1	1.1704	1.1704	1.1632	1.1747
PP	1.1636	1.1636	1.1636	1.1658
S1	1.1550	1.1550	1.1604	1.1593
S2	1.1483	1.1483	1.1590
S3	1.1329	1.1397	1.1576
S4	1.1176	1.1243	1.1534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1684	1.1519	0.0165	1.4%	0.0055	0.5%	9%	False	True	505
10	1.1722	1.1504	0.0218	1.9%	0.0067	0.6%	14%	False	False	492
20	1.1722	1.1472	0.0251	2.2%	0.0075	0.6%	25%	False	False	333
40	1.1722	1.1454	0.0268	2.3%	0.0069	0.6%	30%	False	False	306
60	1.1727	1.1454	0.0274	2.4%	0.0063	0.5%	29%	False	False	288
80	1.2066	1.1454	0.0613	5.3%	0.0055	0.5%	13%	False	False	251
100	1.2069	1.1454	0.0615	5.3%	0.0055	0.5%	13%	False	False	209
120	1.2069	1.1454	0.0615	5.3%	0.0052	0.4%	13%	False	False	178

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	0.0013
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1.1656
2.618	1.1613
1.618	1.1587
1.000	1.1571
0.618	1.1561
HIGH	1.1545
0.618	1.1535
0.500	1.1532
0.382	1.1529
LOW	1.1519
0.618	1.1503
1.000	1.1493
1.618	1.1477
2.618	1.1451
4.250	1.1409

Fisher Pivots for day following 17-Jan-2019
Pivot	1 day	3 day
R1	1.1533	1.1579
PP	1.1533	1.1564
S1	1.1532	1.1549

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

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