CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 19-Jul-2017

Day Change Summary
	Previous	Current
	18-Jul-2017	19-Jul-2017	Change	Change %	Previous Week
Open	1.1580	1.1645	0.0065	0.6%	1.1498
High	1.1678	1.1648	-0.0030	-0.3%	1.1586
Low	1.1566	1.1604	0.0039	0.3%	1.1465
Close	1.1656	1.1612	-0.0044	-0.4%	1.1560
Range	0.0112	0.0044	-0.0069	-61.2%	0.0121
ATR	0.0074	0.0073	-0.0002	-2.1%	0.0000
Volume	2,404	542	-1,862	-77.5%	4,797

Daily Pivots for day following 19-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1752	1.1725	1.1636
R3	1.1708	1.1682	1.1624
R2	1.1665	1.1665	1.1620
R1	1.1638	1.1638	1.1616	1.1630
PP	1.1621	1.1621	1.1621	1.1617
S1	1.1595	1.1595	1.1608	1.1586
S2	1.1578	1.1578	1.1604
S3	1.1534	1.1551	1.1600
S4	1.1491	1.1508	1.1588

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	1.1678	1.1465	0.0213	1.8%	0.0074	0.6%	69%	False	False	1,067
10	1.1678	1.1429	0.0249	2.1%	0.0075	0.6%	74%	False	False	1,009
20	1.1678	1.1237	0.0441	3.8%	0.0073	0.6%	85%	False	False	924

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1832
2.618	1.1761
1.618	1.1718
1.000	1.1691
0.618	1.1674
HIGH	1.1648
0.618	1.1631
0.500	1.1626
0.382	1.1621
LOW	1.1604
0.618	1.1577
1.000	1.1561
1.618	1.1534
2.618	1.1490
4.250	1.1419

Fisher Pivots for day following 19-Jul-2017
Pivot	1 day	3 day
R1	1.1626	1.1609
PP	1.1621	1.1606
S1	1.1617	1.1603

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

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