CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 09-Aug-2017

Day Change Summary
	Previous	Current
	08-Aug-2017	09-Aug-2017	Change	Change %	Previous Week
Open	1.1878	1.1830	-0.0048	-0.4%	1.1844
High	1.1906	1.1845	-0.0061	-0.5%	1.1997
Low	1.1798	1.1771	-0.0027	-0.2%	1.1812
Close	1.1836	1.1835	-0.0001	0.0%	1.1849
Range	0.0108	0.0074	-0.0034	-31.6%	0.0185
ATR	0.0089	0.0088	-0.0001	-1.2%	0.0000
Volume	1,060	2,846	1,786	168.5%	6,909

Daily Pivots for day following 09-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2037	1.2009	1.1875
R3	1.1964	1.1936	1.1855
R2	1.1890	1.1890	1.1848
R1	1.1862	1.1862	1.1841	1.1876
PP	1.1817	1.1817	1.1817	1.1824
S1	1.1789	1.1789	1.1828	1.1803
S2	1.1743	1.1743	1.1821
S3	1.1670	1.1715	1.1814
S4	1.1596	1.1642	1.1794

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	1.1977	1.1771	0.0206	1.7%	0.0089	0.7%	31%	False	True	1,484
10	1.1997	1.1740	0.0257	2.2%	0.0095	0.8%	37%	False	False	1,478
20	1.1997	1.1465	0.0532	4.5%	0.0091	0.8%	70%	False	False	1,315
40	1.1997	1.1227	0.0770	6.5%	0.0082	0.7%	79%	False	False	1,038

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2157
2.618	1.2037
1.618	1.1963
1.000	1.1918
0.618	1.1890
HIGH	1.1845
0.618	1.1816
0.500	1.1808
0.382	1.1799
LOW	1.1771
0.618	1.1726
1.000	1.1698
1.618	1.1652
2.618	1.1579
4.250	1.1459

Fisher Pivots for day following 09-Aug-2017
Pivot	1 day	3 day
R1	1.1826	1.1838
PP	1.1817	1.1837
S1	1.1808	1.1836

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

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