CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 25-Jul-2017

Day Change Summary
	Previous	Current
	24-Jul-2017	25-Jul-2017	Change	Change %	Previous Week
Open	1.1755	1.1729	-0.0026	-0.2%	1.1562
High	1.1775	1.1803	0.0029	0.2%	1.1776
Low	1.1718	1.1723	0.0005	0.0%	1.1529
Close	1.1735	1.1742	0.0007	0.1%	1.1771
Range	0.0057	0.0081	0.0024	41.2%	0.0247
ATR	0.0077	0.0078	0.0000	0.3%	0.0000
Volume	387	1,231	844	218.1%	6,165

Daily Pivots for day following 25-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1997	1.1950	1.1786
R3	1.1917	1.1869	1.1764
R2	1.1836	1.1836	1.1756
R1	1.1789	1.1789	1.1749	1.1813
PP	1.1756	1.1756	1.1756	1.1768
S1	1.1708	1.1708	1.1734	1.1732
S2	1.1675	1.1675	1.1727
S3	1.1595	1.1628	1.1719
S4	1.1514	1.1547	1.1697

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	1.1803	1.1572	0.0232	2.0%	0.0085	0.7%	73%	True	False	1,005
10	1.1803	1.1465	0.0338	2.9%	0.0085	0.7%	82%	True	False	1,066
20	1.1803	1.1286	0.0517	4.4%	0.0083	0.7%	88%	True	False	1,078
40	1.1803	1.1227	0.0576	4.9%	0.0072	0.6%	89%	True	False	708

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2145
2.618	1.2014
1.618	1.1933
1.000	1.1884
0.618	1.1853
HIGH	1.1803
0.618	1.1772
0.500	1.1763
0.382	1.1753
LOW	1.1723
0.618	1.1673
1.000	1.1642
1.618	1.1592
2.618	1.1512
4.250	1.1380

Fisher Pivots for day following 25-Jul-2017
Pivot	1 day	3 day
R1	1.1763	1.1757
PP	1.1756	1.1752
S1	1.1749	1.1747

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

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