CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 26-Jul-2017

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	1.1729	1.1732	0.0003	0.0%	1.1562
High	1.1803	1.1830	0.0027	0.2%	1.1776
Low	1.1723	1.1703	-0.0020	-0.2%	1.1529
Close	1.1742	1.1794	0.0053	0.4%	1.1771
Range	0.0081	0.0127	0.0047	57.8%	0.0247
ATR	0.0078	0.0081	0.0004	4.5%	0.0000
Volume	1,231	1,696	465	37.8%	6,165

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2157	1.2102	1.1864
R3	1.2030	1.1975	1.1829
R2	1.1903	1.1903	1.1817
R1	1.1848	1.1848	1.1806	1.1876
PP	1.1776	1.1776	1.1776	1.1789
S1	1.1721	1.1721	1.1782	1.1749
S2	1.1649	1.1649	1.1771
S3	1.1522	1.1594	1.1759
S4	1.1395	1.1467	1.1724

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	1.1830	1.1572	0.0259	2.2%	0.0102	0.9%	86%	True	False	1,236
10	1.1830	1.1465	0.0365	3.1%	0.0088	0.7%	90%	True	False	1,152
20	1.1830	1.1400	0.0430	3.6%	0.0081	0.7%	92%	True	False	1,103
40	1.1830	1.1227	0.0603	5.1%	0.0073	0.6%	94%	True	False	738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2370
2.618	1.2162
1.618	1.2035
1.000	1.1957
0.618	1.1908
HIGH	1.1830
0.618	1.1781
0.500	1.1767
0.382	1.1752
LOW	1.1703
0.618	1.1625
1.000	1.1576
1.618	1.1498
2.618	1.1371
4.250	1.1163

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	1.1785	1.1785
PP	1.1776	1.1776
S1	1.1767	1.1767

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

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