CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	1.1806	1.1834	0.0029	0.2%	1.1902
High	1.1850	1.1903	0.0053	0.4%	1.1918
Low	1.1784	1.1806	0.0022	0.2%	1.1738
Close	1.1834	1.1886	0.0052	0.4%	1.1834
Range	0.0066	0.0097	0.0031	47.3%	0.0180
ATR	0.0090	0.0090	0.0000	0.6%	0.0000
Volume	1,435	2,036	601	41.9%	10,633

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2154	1.2116	1.1939
R3	1.2058	1.2020	1.1912
R2	1.1961	1.1961	1.1903
R1	1.1923	1.1923	1.1894	1.1942
PP	1.1865	1.1865	1.1865	1.1874
S1	1.1827	1.1827	1.1877	1.1846
S2	1.1768	1.1768	1.1868
S3	1.1672	1.1730	1.1859
S4	1.1575	1.1634	1.1832

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	1.1903	1.1738	0.0165	1.4%	0.0098	0.8%	90%	True	False	2,444
10	1.1927	1.1738	0.0189	1.6%	0.0092	0.8%	78%	False	False	2,005
20	1.1997	1.1703	0.0294	2.5%	0.0095	0.8%	62%	False	False	1,693
40	1.1997	1.1279	0.0718	6.0%	0.0088	0.7%	85%	False	False	1,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2313
2.618	1.2155
1.618	1.2059
1.000	1.1999
0.618	1.1962
HIGH	1.1903
0.618	1.1866
0.500	1.1854
0.382	1.1843
LOW	1.1806
0.618	1.1746
1.000	1.1710
1.618	1.1650
2.618	1.1553
4.250	1.1396

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	1.1875	1.1864
PP	1.1865	1.1842
S1	1.1854	1.1820

Download as Excel Spreadsheet

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

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