CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 29-Dec-2017

Day Change Summary
	Previous	Current
	28-Dec-2017	29-Dec-2017	Change	Change %	Previous Week
Open	1.2042	1.2067	0.0025	0.2%	1.2020
High	1.2082	1.2151	0.0069	0.6%	1.2151
Low	1.2032	1.2065	0.0034	0.3%	1.2002
Close	1.2080	1.2149	0.0069	0.6%	1.2149
Range	0.0051	0.0086	0.0036	70.3%	0.0150
ATR	0.0056	0.0058	0.0002	3.9%	0.0000
Volume	302	224	-78	-25.8%	861

Daily Pivots for day following 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2380	1.2350	1.2196
R3	1.2294	1.2264	1.2172
R2	1.2208	1.2208	1.2164
R1	1.2178	1.2178	1.2156	1.2193
PP	1.2122	1.2122	1.2122	1.2129
S1	1.2092	1.2092	1.2141	1.2107
S2	1.2036	1.2036	1.2133
S3	1.1950	1.2006	1.2125
S4	1.1864	1.1920	1.2101

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2549	1.2498	1.2231
R3	1.2399	1.2349	1.2190
R2	1.2250	1.2250	1.2176
R1	1.2199	1.2199	1.2162	1.2225
PP	1.2100	1.2100	1.2100	1.2113
S1	1.2050	1.2050	1.2135	1.2075
S2	1.1951	1.1951	1.2121
S3	1.1801	1.1900	1.2107
S4	1.1652	1.1751	1.2066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2151	1.1968	0.0184	1.5%	0.0048	0.4%	99%	True	False	188
10	1.2151	1.1906	0.0246	2.0%	0.0052	0.4%	99%	True	False	1,154
20	1.2151	1.1872	0.0280	2.3%	0.0055	0.5%	99%	True	False	935

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2517
2.618	1.2376
1.618	1.2290
1.000	1.2237
0.618	1.2204
HIGH	1.2151
0.618	1.2118
0.500	1.2108
0.382	1.2098
LOW	1.2065
0.618	1.2012
1.000	1.1979
1.618	1.1926
2.618	1.1840
4.250	1.1700

Fisher Pivots for day following 29-Dec-2017
Pivot	1 day	3 day
R1	1.2135	1.2127
PP	1.2122	1.2105
S1	1.2108	1.2083

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

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