CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 02-Jan-2018

Day Change Summary
	Previous	Current
	29-Dec-2017	02-Jan-2018	Change	Change %	Previous Week
Open	1.2067	1.2141	0.0074	0.6%	1.2020
High	1.2151	1.2204	0.0053	0.4%	1.2151
Low	1.2065	1.2135	0.0070	0.6%	1.2002
Close	1.2149	1.2180	0.0032	0.3%	1.2149
Range	0.0086	0.0069	-0.0017	-19.8%	0.0150
ATR	0.0058	0.0059	0.0001	1.4%	0.0000
Volume	224	570	346	154.5%	861

Daily Pivots for day following 02-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2380	1.2349	1.2218
R3	1.2311	1.2280	1.2199
R2	1.2242	1.2242	1.2193
R1	1.2211	1.2211	1.2186	1.2226
PP	1.2173	1.2173	1.2173	1.2180
S1	1.2142	1.2142	1.2174	1.2157
S2	1.2104	1.2104	1.2167
S3	1.2035	1.2073	1.2161
S4	1.1966	1.2004	1.2142

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	1.2204	1.2002	0.0202	1.7%	0.0054	0.4%	88%	True	False	286
10	1.2204	1.1906	0.0298	2.4%	0.0054	0.4%	92%	True	False	242
20	1.2204	1.1872	0.0332	2.7%	0.0055	0.5%	93%	True	False	963

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2497
2.618	1.2384
1.618	1.2315
1.000	1.2273
0.618	1.2246
HIGH	1.2204
0.618	1.2177
0.500	1.2169
0.382	1.2161
LOW	1.2135
0.618	1.2092
1.000	1.2066
1.618	1.2023
2.618	1.1954
4.250	1.1841

Fisher Pivots for day following 02-Jan-2018
Pivot	1 day	3 day
R1	1.2176	1.2159
PP	1.2173	1.2138
S1	1.2169	1.2118

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

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