CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 13-Jul-2017

Day Change Summary
	Previous	Current
	12-Jul-2017	13-Jul-2017	Change	Change %	Previous Week
Open	1.1567	1.1531	-0.0036	-0.3%	1.1525
High	1.1586	1.1549	-0.0037	-0.3%	1.1538
Low	1.1489	1.1465	-0.0024	-0.2%	1.1413
Close	1.1511	1.1500	-0.0012	-0.1%	1.1501
Range	0.0097	0.0084	-0.0013	-13.4%	0.0125
ATR	0.0071	0.0072	0.0001	1.3%	0.0000
Volume	834	1,243	409	49.0%	3,949

Daily Pivots for day following 13-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1757	1.1712	1.1546
R3	1.1673	1.1628	1.1523
R2	1.1589	1.1589	1.1515
R1	1.1544	1.1544	1.1507	1.1524
PP	1.1505	1.1505	1.1505	1.1495
S1	1.1460	1.1460	1.1492	1.1440
S2	1.1421	1.1421	1.1484
S3	1.1337	1.1376	1.1476
S4	1.1253	1.1292	1.1453

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	1.1586	1.1465	0.0121	1.0%	0.0075	0.6%	29%	False	True	1,058
10	1.1586	1.1413	0.0173	1.5%	0.0073	0.6%	50%	False	False	1,053
20	1.1586	1.1227	0.0359	3.1%	0.0072	0.6%	76%	False	False	787

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1906
2.618	1.1769
1.618	1.1685
1.000	1.1633
0.618	1.1601
HIGH	1.1549
0.618	1.1517
0.500	1.1507
0.382	1.1497
LOW	1.1465
0.618	1.1413
1.000	1.1381
1.618	1.1329
2.618	1.1245
4.250	1.1108

Fisher Pivots for day following 13-Jul-2017
Pivot	1 day	3 day
R1	1.1507	1.1525
PP	1.1505	1.1517
S1	1.1502	1.1508

Download as Excel Spreadsheet

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

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