CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 21-Jul-2017

Day Change Summary
	Previous	Current
	20-Jul-2017	21-Jul-2017	Change	Change %	Previous Week
Open	1.1615	1.1726	0.0111	1.0%	1.1562
High	1.1750	1.1776	0.0026	0.2%	1.1776
Low	1.1572	1.1712	0.0140	1.2%	1.1529
Close	1.1717	1.1771	0.0055	0.5%	1.1771
Range	0.0179	0.0065	-0.0114	-63.9%	0.0247
ATR	0.0080	0.0079	-0.0001	-1.4%	0.0000
Volume	1,583	1,286	-297	-18.8%	6,165

Daily Pivots for day following 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1946	1.1923	1.1806
R3	1.1882	1.1859	1.1789
R2	1.1817	1.1817	1.1783
R1	1.1794	1.1794	1.1777	1.1806
PP	1.1753	1.1753	1.1753	1.1759
S1	1.1730	1.1730	1.1765	1.1741
S2	1.1688	1.1688	1.1759
S3	1.1624	1.1665	1.1753
S4	1.1559	1.1601	1.1736

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2433	1.2349	1.1907
R3	1.2186	1.2102	1.1839
R2	1.1939	1.1939	1.1816
R1	1.1855	1.1855	1.1794	1.1897
PP	1.1692	1.1692	1.1692	1.1713
S1	1.1608	1.1608	1.1748	1.1650
S2	1.1445	1.1445	1.1726
S3	1.1198	1.1361	1.1703
S4	1.0951	1.1114	1.1635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1776	1.1529	0.0247	2.1%	0.0090	0.8%	98%	True	False	1,233
10	1.1776	1.1465	0.0311	2.6%	0.0084	0.7%	98%	True	False	1,096
20	1.1776	1.1253	0.0523	4.4%	0.0081	0.7%	99%	True	False	1,043

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2050
2.618	1.1945
1.618	1.1880
1.000	1.1841
0.618	1.1816
HIGH	1.1776
0.618	1.1751
0.500	1.1744
0.382	1.1736
LOW	1.1712
0.618	1.1672
1.000	1.1647
1.618	1.1607
2.618	1.1543
4.250	1.1437

Fisher Pivots for day following 21-Jul-2017
Pivot	1 day	3 day
R1	1.1762	1.1739
PP	1.1753	1.1706
S1	1.1744	1.1674

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

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