CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 18-Aug-2017

Day Change Summary
	Previous	Current
	17-Aug-2017	18-Aug-2017	Change	Change %	Previous Week
Open	1.1848	1.1806	-0.0043	-0.4%	1.1902
High	1.1865	1.1850	-0.0016	-0.1%	1.1918
Low	1.1738	1.1784	0.0046	0.4%	1.1738
Close	1.1817	1.1834	0.0018	0.1%	1.1834
Range	0.0127	0.0066	-0.0062	-48.4%	0.0180
ATR	0.0091	0.0090	-0.0002	-2.0%	0.0000
Volume	3,711	1,435	-2,276	-61.3%	10,633

Daily Pivots for day following 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2019	1.1992	1.1870
R3	1.1954	1.1927	1.1852
R2	1.1888	1.1888	1.1846
R1	1.1861	1.1861	1.1840	1.1875
PP	1.1823	1.1823	1.1823	1.1829
S1	1.1796	1.1796	1.1828	1.1809
S2	1.1757	1.1757	1.1822
S3	1.1692	1.1730	1.1816
S4	1.1626	1.1665	1.1798

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2368	1.2281	1.1933
R3	1.2189	1.2101	1.1883
R2	1.2009	1.2009	1.1867
R1	1.1922	1.1922	1.1850	1.1876
PP	1.1830	1.1830	1.1830	1.1807
S1	1.1742	1.1742	1.1818	1.1696
S2	1.1650	1.1650	1.1801
S3	1.1471	1.1563	1.1785
S4	1.1291	1.1383	1.1735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1918	1.1738	0.0180	1.5%	0.0092	0.8%	53%	False	False	2,126
10	1.1927	1.1738	0.0189	1.6%	0.0086	0.7%	51%	False	False	1,904
20	1.1997	1.1703	0.0294	2.5%	0.0093	0.8%	45%	False	False	1,610
40	1.1997	1.1253	0.0744	6.3%	0.0087	0.7%	78%	False	False	1,327

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0020
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2128
2.618	1.2021
1.618	1.1955
1.000	1.1915
0.618	1.1890
HIGH	1.1850
0.618	1.1824
0.500	1.1817
0.382	1.1809
LOW	1.1784
0.618	1.1744
1.000	1.1719
1.618	1.1678
2.618	1.1613
4.250	1.1506

Fisher Pivots for day following 18-Aug-2017
Pivot	1 day	3 day
R1	1.1828	1.1823
PP	1.1823	1.1812
S1	1.1817	1.1802

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

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