CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	1.1960	1.1857	-0.0104	-0.9%	1.1844
High	1.1973	1.1897	-0.0076	-0.6%	1.1997
Low	1.1813	1.1857	0.0044	0.4%	1.1812
Close	1.1849	1.1878	0.0030	0.2%	1.1849
Range	0.0160	0.0040	-0.0120	-75.0%	0.0185
ATR	0.0091	0.0088	-0.0003	-3.4%	0.0000
Volume	1,774	1,023	-751	-42.3%	6,909

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1997	1.1978	1.1900
R3	1.1957	1.1938	1.1889
R2	1.1917	1.1917	1.1885
R1	1.1898	1.1898	1.1882	1.1907
PP	1.1877	1.1877	1.1877	1.1882
S1	1.1858	1.1858	1.1874	1.1867
S2	1.1837	1.1837	1.1871
S3	1.1797	1.1818	1.1867
S4	1.1757	1.1778	1.1856

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2441	1.2330	1.1950
R3	1.2256	1.2145	1.1899
R2	1.2071	1.2071	1.1882
R1	1.1960	1.1960	1.1865	1.2015
PP	1.1886	1.1886	1.1886	1.1913
S1	1.1775	1.1775	1.1832	1.1830
S2	1.1701	1.1701	1.1815
S3	1.1516	1.1590	1.1798
S4	1.1331	1.1405	1.1747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1997	1.1813	0.0184	1.5%	0.0086	0.7%	36%	False	False	1,255
10	1.1997	1.1703	0.0294	2.5%	0.0098	0.8%	60%	False	False	1,380
20	1.1997	1.1465	0.0532	4.5%	0.0092	0.8%	78%	False	False	1,239
40	1.1997	1.1227	0.0770	6.5%	0.0080	0.7%	85%	False	False	958

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.2067
2.618	1.2001
1.618	1.1961
1.000	1.1937
0.618	1.1921
HIGH	1.1897
0.618	1.1881
0.500	1.1877
0.382	1.1872
LOW	1.1857
0.618	1.1832
1.000	1.1817
1.618	1.1792
2.618	1.1752
4.250	1.1687

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	1.1878	1.1895
PP	1.1877	1.1889
S1	1.1877	1.1884

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

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