CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 28-Dec-2017

Day Change Summary
	Previous	Current
	27-Dec-2017	28-Dec-2017	Change	Change %	Previous Week
Open	1.2029	1.2042	0.0013	0.1%	1.1913
High	1.2054	1.2082	0.0028	0.2%	1.2046
Low	1.2015	1.2032	0.0017	0.1%	1.1906
Close	1.2041	1.2080	0.0039	0.3%	1.2000
Range	0.0039	0.0051	0.0012	29.5%	0.0140
ATR	0.0056	0.0056	0.0000	-0.7%	0.0000
Volume	101	302	201	199.0%	994

Daily Pivots for day following 28-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2216	1.2199	1.2108
R3	1.2166	1.2148	1.2094
R2	1.2115	1.2115	1.2089
R1	1.2098	1.2098	1.2085	1.2106
PP	1.2065	1.2065	1.2065	1.2069
S1	1.2047	1.2047	1.2075	1.2056
S2	1.2014	1.2014	1.2071
S3	1.1964	1.1997	1.2066
S4	1.1913	1.1946	1.2052

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2404	1.2342	1.2077
R3	1.2264	1.2202	1.2039
R2	1.2124	1.2124	1.2026
R1	1.2062	1.2062	1.2013	1.2093
PP	1.1984	1.1984	1.1984	1.1999
S1	1.1922	1.1922	1.1987	1.1953
S2	1.1844	1.1844	1.1974
S3	1.1704	1.1782	1.1962
S4	1.1564	1.1642	1.1923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2082	1.1968	0.0115	0.9%	0.0037	0.3%	98%	True	False	163
10	1.2082	1.1906	0.0177	1.5%	0.0052	0.4%	99%	True	False	1,148
20	1.2082	1.1872	0.0211	1.7%	0.0055	0.5%	99%	True	False	927

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	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2297
2.618	1.2214
1.618	1.2164
1.000	1.2133
0.618	1.2113
HIGH	1.2082
0.618	1.2063
0.500	1.2057
0.382	1.2051
LOW	1.2032
0.618	1.2000
1.000	1.1981
1.618	1.1950
2.618	1.1899
4.250	1.1817

Fisher Pivots for day following 28-Dec-2017
Pivot	1 day	3 day
R1	1.2072	1.2067
PP	1.2065	1.2055
S1	1.2057	1.2042

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

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