CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 25-Sep-2017

Day Change Summary
	Previous	Current
	22-Sep-2017	25-Sep-2017	Change	Change %	Previous Week
Open	1.2073	1.2045	-0.0028	-0.2%	1.2070
High	1.2124	1.2056	-0.0069	-0.6%	1.2150
Low	1.2060	1.1955	-0.0105	-0.9%	1.1984
Close	1.2064	1.1966	-0.0099	-0.8%	1.2064
Range	0.0064	0.0101	0.0037	57.0%	0.0166
ATR	0.0094	0.0095	0.0001	1.1%	0.0000
Volume	282	616	334	118.4%	1,282

Daily Pivots for day following 25-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2294	1.2230	1.2021
R3	1.2193	1.2130	1.1993
R2	1.2093	1.2093	1.1984
R1	1.2029	1.2029	1.1975	1.2011
PP	1.1992	1.1992	1.1992	1.1983
S1	1.1929	1.1929	1.1956	1.1910
S2	1.1892	1.1892	1.1947
S3	1.1791	1.1828	1.1938
S4	1.1691	1.1728	1.1910

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2564	1.2480	1.2155
R3	1.2398	1.2314	1.2110
R2	1.2232	1.2232	1.2094
R1	1.2148	1.2148	1.2079	1.2107
PP	1.2066	1.2066	1.2066	1.2045
S1	1.1982	1.1982	1.2049	1.1941
S2	1.1900	1.1900	1.2034
S3	1.1734	1.1816	1.2018
S4	1.1568	1.1650	1.1973

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2150	1.1955	0.0195	1.6%	0.0093	0.8%	5%	False	True	331
10	1.2150	1.1955	0.0195	1.6%	0.0084	0.7%	5%	False	True	269
20	1.2214	1.1955	0.0259	2.2%	0.0086	0.7%	4%	False	True	257

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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2483
2.618	1.2319
1.618	1.2218
1.000	1.2156
0.618	1.2118
HIGH	1.2056
0.618	1.2017
0.500	1.2005
0.382	1.1993
LOW	1.1955
0.618	1.1893
1.000	1.1855
1.618	1.1792
2.618	1.1692
4.250	1.1528

Fisher Pivots for day following 25-Sep-2017
Pivot	1 day	3 day
R1	1.2005	1.2040
PP	1.1992	1.2015
S1	1.1979	1.1990

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

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