CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 18-May-2017

Day Change Summary
	Previous	Current
	17-May-2017	18-May-2017	Change	Change %	Previous Week
Open	1.1161	1.1235	0.0075	0.7%	1.1087
High	1.1232	1.1240	0.0008	0.1%	1.1095
Low	1.1152	1.1145	-0.0007	-0.1%	1.0910
Close	1.1219	1.1173	-0.0046	-0.4%	1.0994
Range	0.0081	0.0095	0.0014	17.4%	0.0185
ATR	0.0076	0.0077	0.0001	1.8%	0.0000
Volume	2,908	2,791	-117	-4.0%	5,034

Daily Pivots for day following 18-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1469	1.1416	1.1225
R3	1.1375	1.1321	1.1199
R2	1.1280	1.1280	1.1190
R1	1.1227	1.1227	1.1182	1.1206
PP	1.1186	1.1186	1.1186	1.1176
S1	1.1132	1.1132	1.1164	1.1112
S2	1.1091	1.1091	1.1156
S3	1.0997	1.1038	1.1147
S4	1.0902	1.0943	1.1121

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1553	1.1458	1.1095
R3	1.1369	1.1274	1.1045
R2	1.1184	1.1184	1.1028
R1	1.1089	1.1089	1.1011	1.1044
PP	1.1000	1.1000	1.1000	1.0977
S1	1.0905	1.0905	1.0977	1.0860
S2	1.0815	1.0815	1.0960
S3	1.0631	1.0720	1.0943
S4	1.0446	1.0536	1.0893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1240	1.0927	0.0313	2.8%	0.0089	0.8%	79%	True	False	1,889
10	1.1240	1.0910	0.0330	2.9%	0.0076	0.7%	80%	True	False	1,460
20	1.1240	1.0763	0.0477	4.3%	0.0075	0.7%	86%	True	False	1,128
40	1.1240	1.0656	0.0584	5.2%	0.0069	0.6%	89%	True	False	744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1641
2.618	1.1487
1.618	1.1392
1.000	1.1334
0.618	1.1298
HIGH	1.1240
0.618	1.1203
0.500	1.1192
0.382	1.1181
LOW	1.1145
0.618	1.1087
1.000	1.1051
1.618	1.0992
2.618	1.0898
4.250	1.0743

Fisher Pivots for day following 18-May-2017
Pivot	1 day	3 day
R1	1.1192	1.1163
PP	1.1186	1.1153
S1	1.1179	1.1144

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

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