CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	1.1857	1.1811	-0.0047	-0.4%	1.1857
High	1.1872	1.1856	-0.0016	-0.1%	1.1927
Low	1.1767	1.1760	-0.0007	-0.1%	1.1771
Close	1.1813	1.1846	0.0034	0.3%	1.1905
Range	0.0105	0.0097	-0.0009	-8.1%	0.0156
ATR	0.0088	0.0089	0.0001	0.7%	0.0000
Volume	2,183	2,855	672	30.8%	8,411

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2110	1.2075	1.1899
R3	1.2014	1.1978	1.1873
R2	1.1917	1.1917	1.1864
R1	1.1882	1.1882	1.1855	1.1899
PP	1.1821	1.1821	1.1821	1.1829
S1	1.1785	1.1785	1.1837	1.1803
S2	1.1724	1.1724	1.1828
S3	1.1628	1.1689	1.1819
S4	1.1531	1.1592	1.1793

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	1.1760	0.0168	1.4%	0.0090	0.8%	52%	False	True	1,793
10	1.1977	1.1760	0.0218	1.8%	0.0089	0.8%	40%	False	True	1,639
20	1.1997	1.1572	0.0425	3.6%	0.0095	0.8%	65%	False	False	1,496
40	1.1997	1.1237	0.0760	6.4%	0.0084	0.7%	80%	False	False	1,210

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2266
2.618	1.2109
1.618	1.2012
1.000	1.1953
0.618	1.1916
HIGH	1.1856
0.618	1.1819
0.500	1.1808
0.382	1.1796
LOW	1.1760
0.618	1.1700
1.000	1.1663
1.618	1.1603
2.618	1.1507
4.250	1.1349

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	1.1833	1.1844
PP	1.1821	1.1841
S1	1.1808	1.1839

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

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