CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	1.1438	1.1520	0.0082	0.7%	1.1525
High	1.1524	1.1538	0.0015	0.1%	1.1538
Low	1.1429	1.1479	0.0050	0.4%	1.1413
Close	1.1522	1.1501	-0.0021	-0.2%	1.1501
Range	0.0095	0.0060	-0.0035	-37.0%	0.0125
ATR	0.0071	0.0070	-0.0001	-1.1%	0.0000
Volume	707	1,297	590	83.5%	3,949

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1684	1.1652	1.1534
R3	1.1625	1.1593	1.1517
R2	1.1565	1.1565	1.1512
R1	1.1533	1.1533	1.1506	1.1520
PP	1.1506	1.1506	1.1506	1.1499
S1	1.1474	1.1474	1.1496	1.1460
S2	1.1446	1.1446	1.1490
S3	1.1387	1.1414	1.1485
S4	1.1327	1.1355	1.1468

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1859	1.1805	1.1570
R3	1.1734	1.1680	1.1535
R2	1.1609	1.1609	1.1524
R1	1.1555	1.1555	1.1512	1.1520
PP	1.1484	1.1484	1.1484	1.1466
S1	1.1430	1.1430	1.1490	1.1395
S2	1.1359	1.1359	1.1478
S3	1.1234	1.1305	1.1467
S4	1.1109	1.1180	1.1432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1547	1.1413	0.0134	1.2%	0.0068	0.6%	66%	False	False	1,113
10	1.1549	1.1253	0.0296	2.6%	0.0079	0.7%	84%	False	False	991
20	1.1549	1.1227	0.0322	2.8%	0.0068	0.6%	85%	False	False	676

Crabel Price Patterns
NR	True
NR4	True
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1791
2.618	1.1694
1.618	1.1634
1.000	1.1598
0.618	1.1575
HIGH	1.1538
0.618	1.1515
0.500	1.1508
0.382	1.1501
LOW	1.1479
0.618	1.1442
1.000	1.1419
1.618	1.1382
2.618	1.1323
4.250	1.1226

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	1.1508	1.1493
PP	1.1506	1.1484
S1	1.1503	1.1476

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

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