CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 14-Jul-2017

Day Change Summary
	Previous	Current
	13-Jul-2017	14-Jul-2017	Change	Change %	Previous Week
Open	1.1531	1.1496	-0.0036	-0.3%	1.1498
High	1.1549	1.1565	0.0016	0.1%	1.1586
Low	1.1465	1.1486	0.0021	0.2%	1.1465
Close	1.1500	1.1560	0.0061	0.5%	1.1560
Range	0.0084	0.0079	-0.0005	-6.0%	0.0121
ATR	0.0072	0.0073	0.0000	0.7%	0.0000
Volume	1,243	800	-443	-35.6%	4,797

Daily Pivots for day following 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1774	1.1746	1.1603
R3	1.1695	1.1667	1.1582
R2	1.1616	1.1616	1.1574
R1	1.1588	1.1588	1.1567	1.1602
PP	1.1537	1.1537	1.1537	1.1544
S1	1.1509	1.1509	1.1553	1.1523
S2	1.1458	1.1458	1.1546
S3	1.1379	1.1430	1.1538
S4	1.1300	1.1351	1.1517

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1898	1.1850	1.1626
R3	1.1778	1.1729	1.1593
R2	1.1657	1.1657	1.1582
R1	1.1609	1.1609	1.1571	1.1633
PP	1.1537	1.1537	1.1537	1.1549
S1	1.1488	1.1488	1.1549	1.1513
S2	1.1416	1.1416	1.1538
S3	1.1296	1.1368	1.1527
S4	1.1175	1.1247	1.1494

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%	0.0079	0.7%	79%	False	False	959
10	1.1586	1.1413	0.0173	1.5%	0.0073	0.6%	85%	False	False	1,036
20	1.1586	1.1227	0.0359	3.1%	0.0072	0.6%	93%	False	False	806

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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1901
2.618	1.1772
1.618	1.1693
1.000	1.1644
0.618	1.1614
HIGH	1.1565
0.618	1.1535
0.500	1.1526
0.382	1.1516
LOW	1.1486
0.618	1.1437
1.000	1.1407
1.618	1.1358
2.618	1.1279
4.250	1.1150

Fisher Pivots for day following 14-Jul-2017
Pivot	1 day	3 day
R1	1.1549	1.1548
PP	1.1537	1.1537
S1	1.1526	1.1525

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

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