CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 08-Aug-2017

Day Change Summary
	Previous	Current
	07-Aug-2017	08-Aug-2017	Change	Change %	Previous Week
Open	1.1857	1.1878	0.0022	0.2%	1.1844
High	1.1897	1.1906	0.0009	0.1%	1.1997
Low	1.1857	1.1798	-0.0059	-0.5%	1.1812
Close	1.1878	1.1836	-0.0043	-0.4%	1.1849
Range	0.0040	0.0108	0.0068	168.8%	0.0185
ATR	0.0088	0.0089	0.0001	1.6%	0.0000
Volume	1,023	1,060	37	3.6%	6,909

Daily Pivots for day following 08-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2169	1.2110	1.1895
R3	1.2061	1.2002	1.1865
R2	1.1954	1.1954	1.1855
R1	1.1895	1.1895	1.1845	1.1871
PP	1.1846	1.1846	1.1846	1.1834
S1	1.1787	1.1787	1.1826	1.1763
S2	1.1739	1.1739	1.1816
S3	1.1631	1.1680	1.1806
S4	1.1524	1.1572	1.1776

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	1.1798	0.0199	1.7%	0.0097	0.8%	19%	False	True	1,264
10	1.1997	1.1703	0.0294	2.5%	0.0100	0.8%	45%	False	False	1,363
20	1.1997	1.1465	0.0532	4.5%	0.0093	0.8%	70%	False	False	1,214
40	1.1997	1.1227	0.0770	6.5%	0.0081	0.7%	79%	False	False	975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2362
2.618	1.2187
1.618	1.2079
1.000	1.2013
0.618	1.1972
HIGH	1.1906
0.618	1.1864
0.500	1.1852
0.382	1.1839
LOW	1.1798
0.618	1.1732
1.000	1.1691
1.618	1.1624
2.618	1.1517
4.250	1.1341

Fisher Pivots for day following 08-Aug-2017
Pivot	1 day	3 day
R1	1.1852	1.1885
PP	1.1846	1.1869
S1	1.1841	1.1852

Download as Excel Spreadsheet

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

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