CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 11-Jul-2017

Day Change Summary
	Previous	Current
	10-Jul-2017	11-Jul-2017	Change	Change %	Previous Week
Open	1.1498	1.1495	-0.0004	0.0%	1.1525
High	1.1516	1.1578	0.0062	0.5%	1.1538
Low	1.1480	1.1481	0.0001	0.0%	1.1413
Close	1.1501	1.1575	0.0074	0.6%	1.1501
Range	0.0036	0.0097	0.0061	169.4%	0.0125
ATR	0.0067	0.0070	0.0002	3.1%	0.0000
Volume	362	1,558	1,196	330.4%	3,949

Daily Pivots for day following 11-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1835	1.1802	1.1628
R3	1.1738	1.1705	1.1601
R2	1.1641	1.1641	1.1592
R1	1.1608	1.1608	1.1583	1.1625
PP	1.1544	1.1544	1.1544	1.1553
S1	1.1511	1.1511	1.1566	1.1528
S2	1.1447	1.1447	1.1557
S3	1.1350	1.1414	1.1548
S4	1.1253	1.1317	1.1521

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	1.1578	1.1413	0.0165	1.4%	0.0070	0.6%	98%	True	False	1,045
10	1.1578	1.1286	0.0292	2.5%	0.0081	0.7%	99%	True	False	1,090
20	1.1578	1.1227	0.0351	3.0%	0.0070	0.6%	99%	True	False	735

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1990
2.618	1.1831
1.618	1.1734
1.000	1.1675
0.618	1.1637
HIGH	1.1578
0.618	1.1540
0.500	1.1529
0.382	1.1518
LOW	1.1481
0.618	1.1421
1.000	1.1384
1.618	1.1324
2.618	1.1227
4.250	1.1068

Fisher Pivots for day following 11-Jul-2017
Pivot	1 day	3 day
R1	1.1559	1.1559
PP	1.1544	1.1544
S1	1.1529	1.1528

Download as Excel Spreadsheet

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

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