CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 06-Jul-2017

Day Change Summary
	Previous	Current
	05-Jul-2017	06-Jul-2017	Change	Change %	Previous Week
Open	1.1469	1.1438	-0.0031	-0.3%	1.1305
High	1.1477	1.1524	0.0047	0.4%	1.1549
Low	1.1413	1.1429	0.0016	0.1%	1.1279
Close	1.1442	1.1522	0.0080	0.7%	1.1523
Range	0.0064	0.0095	0.0031	48.8%	0.0270
ATR	0.0069	0.0071	0.0002	2.7%	0.0000
Volume	1,303	707	-596	-45.7%	5,603

Daily Pivots for day following 06-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1775	1.1743	1.1573
R3	1.1680	1.1648	1.1547
R2	1.1586	1.1586	1.1539
R1	1.1554	1.1554	1.1530	1.1570
PP	1.1491	1.1491	1.1491	1.1499
S1	1.1459	1.1459	1.1513	1.1475
S2	1.1397	1.1397	1.1504
S3	1.1302	1.1365	1.1496
S4	1.1208	1.1270	1.1470

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2260	1.2162	1.1672
R3	1.1990	1.1892	1.1597
R2	1.1720	1.1720	1.1573
R1	1.1622	1.1622	1.1548	1.1671
PP	1.1450	1.1450	1.1450	1.1475
S1	1.1352	1.1352	1.1498	1.1401
S2	1.1180	1.1180	1.1474
S3	1.0910	1.1082	1.1449
S4	1.0640	1.0812	1.1375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1549	1.1413	0.0136	1.2%	0.0070	0.6%	80%	False	False	1,048
10	1.1549	1.1248	0.0301	2.6%	0.0076	0.7%	91%	False	False	876
20	1.1549	1.1227	0.0322	2.8%	0.0069	0.6%	92%	False	False	630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1925
2.618	1.1771
1.618	1.1676
1.000	1.1618
0.618	1.1582
HIGH	1.1524
0.618	1.1487
0.500	1.1476
0.382	1.1465
LOW	1.1429
0.618	1.1371
1.000	1.1335
1.618	1.1276
2.618	1.1182
4.250	1.1027

Fisher Pivots for day following 06-Jul-2017
Pivot	1 day	3 day
R1	1.1506	1.1504
PP	1.1491	1.1487
S1	1.1476	1.1470

Download as Excel Spreadsheet

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

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