CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	1.1770	1.1844	0.0074	0.6%	1.1755
High	1.1852	1.1933	0.0081	0.7%	1.1865
Low	1.1760	1.1812	0.0052	0.4%	1.1703
Close	1.1850	1.1919	0.0070	0.6%	1.1850
Range	0.0092	0.0122	0.0030	32.1%	0.0162
ATR	0.0085	0.0088	0.0003	3.1%	0.0000
Volume	1,466	1,654	188	12.8%	6,260

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2252	1.2207	1.1986
R3	1.2131	1.2086	1.1952
R2	1.2009	1.2009	1.1941
R1	1.1964	1.1964	1.1930	1.1987
PP	1.1888	1.1888	1.1888	1.1899
S1	1.1843	1.1843	1.1908	1.1865
S2	1.1766	1.1766	1.1897
S3	1.1645	1.1721	1.1886
S4	1.1523	1.1600	1.1852

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	1.1933	1.1703	0.0230	1.9%	0.0109	0.9%	94%	True	False	1,505
10	1.1933	1.1566	0.0368	3.1%	0.0100	0.8%	96%	True	False	1,372
20	1.1933	1.1413	0.0520	4.4%	0.0087	0.7%	97%	True	False	1,141
40	1.1933	1.1227	0.0706	5.9%	0.0076	0.6%	98%	True	False	837

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2449
2.618	1.2251
1.618	1.2130
1.000	1.2055
0.618	1.2008
HIGH	1.1933
0.618	1.1887
0.500	1.1872
0.382	1.1858
LOW	1.1812
0.618	1.1736
1.000	1.1690
1.618	1.1615
2.618	1.1493
4.250	1.1295

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	1.1903	1.1892
PP	1.1888	1.1864
S1	1.1872	1.1837

Download as Excel Spreadsheet

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

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