CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	1.1848	1.1902	0.0055	0.5%	1.1857
High	1.1927	1.1918	-0.0010	-0.1%	1.1927
Low	1.1829	1.1850	0.0022	0.2%	1.1771
Close	1.1905	1.1864	-0.0041	-0.3%	1.1905
Range	0.0099	0.0068	-0.0031	-31.5%	0.0156
ATR	0.0088	0.0087	-0.0001	-1.7%	0.0000
Volume	2,130	449	-1,681	-78.9%	8,411

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2080	1.2039	1.1901
R3	1.2012	1.1972	1.1882
R2	1.1945	1.1945	1.1876
R1	1.1904	1.1904	1.1870	1.1891
PP	1.1877	1.1877	1.1877	1.1870
S1	1.1837	1.1837	1.1857	1.1823
S2	1.1810	1.1810	1.1851
S3	1.1742	1.1769	1.1845
S4	1.1675	1.1702	1.1826

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2336	1.2276	1.1990
R3	1.2180	1.2120	1.1947
R2	1.2024	1.2024	1.1933
R1	1.1964	1.1964	1.1919	1.1994
PP	1.1868	1.1868	1.1868	1.1882
S1	1.1808	1.1808	1.1890	1.1838
S2	1.1712	1.1712	1.1876
S3	1.1556	1.1652	1.1862
S4	1.1400	1.1496	1.1819

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1927	1.1771	0.0156	1.3%	0.0086	0.7%	59%	False	False	1,567
10	1.1997	1.1771	0.0226	1.9%	0.0086	0.7%	41%	False	False	1,411
20	1.1997	1.1566	0.0431	3.6%	0.0093	0.8%	69%	False	False	1,392
40	1.1997	1.1227	0.0770	6.5%	0.0082	0.7%	83%	False	False	1,104

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2204
2.618	1.2094
1.618	1.2027
1.000	1.1985
0.618	1.1959
HIGH	1.1918
0.618	1.1892
0.500	1.1884
0.382	1.1876
LOW	1.1850
0.618	1.1808
1.000	1.1783
1.618	1.1741
2.618	1.1673
4.250	1.1563

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	1.1884	1.1861
PP	1.1877	1.1858
S1	1.1870	1.1856

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

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