CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 26-Jun-2017

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	1.1270	1.1305	0.0035	0.3%	1.1304
High	1.1316	1.1327	0.0011	0.1%	1.1324
Low	1.1253	1.1279	0.0026	0.2%	1.1227
Close	1.1305	1.1288	-0.0017	-0.2%	1.1305
Range	0.0063	0.0048	-0.0015	-23.2%	0.0097
ATR	0.0062	0.0061	-0.0001	-1.6%	0.0000
Volume	363	568	205	56.5%	1,621

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1442	1.1413	1.1314
R3	1.1394	1.1365	1.1301
R2	1.1346	1.1346	1.1296
R1	1.1317	1.1317	1.1292	1.1307
PP	1.1298	1.1298	1.1298	1.1293
S1	1.1269	1.1269	1.1283	1.1259
S2	1.1250	1.1250	1.1279
S3	1.1202	1.1221	1.1274
S4	1.1154	1.1173	1.1261

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1576	1.1537	1.1358
R3	1.1479	1.1440	1.1331
R2	1.1382	1.1382	1.1322
R1	1.1343	1.1343	1.1313	1.1363
PP	1.1285	1.1285	1.1285	1.1295
S1	1.1246	1.1246	1.1296	1.1266
S2	1.1188	1.1188	1.1287
S3	1.1091	1.1149	1.1278
S4	1.0994	1.1052	1.1251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1327	1.1227	0.0100	0.9%	0.0047	0.4%	61%	True	False	347
10	1.1406	1.1227	0.0179	1.6%	0.0059	0.5%	34%	False	False	381
20	1.1406	1.1227	0.0179	1.6%	0.0061	0.5%	34%	False	False	338

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1531
2.618	1.1452
1.618	1.1404
1.000	1.1375
0.618	1.1356
HIGH	1.1327
0.618	1.1308
0.500	1.1303
0.382	1.1297
LOW	1.1279
0.618	1.1249
1.000	1.1231
1.618	1.1201
2.618	1.1153
4.250	1.1075

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	1.1303	1.1287
PP	1.1298	1.1287
S1	1.1293	1.1287

Download as Excel Spreadsheet

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

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