CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 15-Aug-2017

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	1.1902	1.1857	-0.0045	-0.4%	1.1857
High	1.1918	1.1872	-0.0046	-0.4%	1.1927
Low	1.1850	1.1767	-0.0084	-0.7%	1.1771
Close	1.1864	1.1813	-0.0051	-0.4%	1.1905
Range	0.0068	0.0105	0.0038	55.6%	0.0156
ATR	0.0087	0.0088	0.0001	1.5%	0.0000
Volume	449	2,183	1,734	386.2%	8,411

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2132	1.2077	1.1870
R3	1.2027	1.1972	1.1841
R2	1.1922	1.1922	1.1832
R1	1.1867	1.1867	1.1822	1.1842
PP	1.1817	1.1817	1.1817	1.1804
S1	1.1762	1.1762	1.1803	1.1737
S2	1.1712	1.1712	1.1793
S3	1.1607	1.1657	1.1784
S4	1.1502	1.1552	1.1755

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	1.1767	0.0161	1.4%	0.0085	0.7%	29%	False	True	1,792
10	1.1997	1.1767	0.0230	1.9%	0.0091	0.8%	20%	False	True	1,528
20	1.1997	1.1572	0.0425	3.6%	0.0093	0.8%	57%	False	False	1,381
40	1.1997	1.1227	0.0770	6.5%	0.0083	0.7%	76%	False	False	1,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2318
2.618	1.2146
1.618	1.2041
1.000	1.1977
0.618	1.1936
HIGH	1.1872
0.618	1.1831
0.500	1.1819
0.382	1.1807
LOW	1.1767
0.618	1.1702
1.000	1.1662
1.618	1.1597
2.618	1.1492
4.250	1.1320

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	1.1819	1.1847
PP	1.1817	1.1835
S1	1.1815	1.1824

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

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