CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 28-Jul-2017

Day Change Summary
	Previous	Current
	27-Jul-2017	28-Jul-2017	Change	Change %	Previous Week
Open	1.1834	1.1770	-0.0064	-0.5%	1.1755
High	1.1865	1.1852	-0.0013	-0.1%	1.1865
Low	1.1740	1.1760	0.0020	0.2%	1.1703
Close	1.1773	1.1850	0.0077	0.7%	1.1850
Range	0.0125	0.0092	-0.0033	-26.4%	0.0162
ATR	0.0084	0.0085	0.0001	0.6%	0.0000
Volume	1,480	1,466	-14	-0.9%	6,260

Daily Pivots for day following 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2097	1.2065	1.1900
R3	1.2005	1.1973	1.1875
R2	1.1913	1.1913	1.1866
R1	1.1881	1.1881	1.1858	1.1897
PP	1.1821	1.1821	1.1821	1.1828
S1	1.1789	1.1789	1.1841	1.1805
S2	1.1729	1.1729	1.1833
S3	1.1637	1.1697	1.1824
S4	1.1545	1.1605	1.1799

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2292	1.2233	1.1939
R3	1.2130	1.2071	1.1894
R2	1.1968	1.1968	1.1879
R1	1.1909	1.1909	1.1864	1.1938
PP	1.1806	1.1806	1.1806	1.1821
S1	1.1747	1.1747	1.1835	1.1776
S2	1.1644	1.1644	1.1820
S3	1.1482	1.1585	1.1805
S4	1.1320	1.1423	1.1760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1865	1.1703	0.0162	1.4%	0.0096	0.8%	90%	False	False	1,252
10	1.1865	1.1529	0.0336	2.8%	0.0093	0.8%	95%	False	False	1,242
20	1.1865	1.1413	0.0452	3.8%	0.0083	0.7%	97%	False	False	1,139
40	1.1865	1.1227	0.0638	5.4%	0.0075	0.6%	98%	False	False	801

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2243
2.618	1.2093
1.618	1.2001
1.000	1.1944
0.618	1.1909
HIGH	1.1852
0.618	1.1817
0.500	1.1806
0.382	1.1795
LOW	1.1760
0.618	1.1703
1.000	1.1668
1.618	1.1611
2.618	1.1519
4.250	1.1369

Fisher Pivots for day following 28-Jul-2017
Pivot	1 day	3 day
R1	1.1835	1.1828
PP	1.1821	1.1806
S1	1.1806	1.1784

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

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