CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 03-Jan-2018

Day Change Summary
	Previous	Current
	02-Jan-2018	03-Jan-2018	Change	Change %	Previous Week
Open	1.2141	1.2192	0.0052	0.4%	1.2020
High	1.2204	1.2192	-0.0012	-0.1%	1.2151
Low	1.2135	1.2132	-0.0003	0.0%	1.2002
Close	1.2180	1.2143	-0.0038	-0.3%	1.2149
Range	0.0069	0.0060	-0.0009	-13.0%	0.0150
ATR	0.0059	0.0059	0.0000	0.2%	0.0000
Volume	570	294	-276	-48.4%	861

Daily Pivots for day following 03-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2336	1.2299	1.2176
R3	1.2276	1.2239	1.2159
R2	1.2216	1.2216	1.2154
R1	1.2179	1.2179	1.2148	1.2167
PP	1.2156	1.2156	1.2156	1.2150
S1	1.2119	1.2119	1.2137	1.2107
S2	1.2096	1.2096	1.2132
S3	1.2036	1.2059	1.2126
S4	1.1976	1.1999	1.2110

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	1.2015	0.0189	1.6%	0.0061	0.5%	68%	False	False	298
10	1.2204	1.1934	0.0270	2.2%	0.0052	0.4%	77%	False	False	244
20	1.2204	1.1872	0.0332	2.7%	0.0056	0.5%	82%	False	False	976

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2447
2.618	1.2349
1.618	1.2289
1.000	1.2252
0.618	1.2229
HIGH	1.2192
0.618	1.2169
0.500	1.2162
0.382	1.2155
LOW	1.2132
0.618	1.2095
1.000	1.2072
1.618	1.2035
2.618	1.1975
4.250	1.1877

Fisher Pivots for day following 03-Jan-2018
Pivot	1 day	3 day
R1	1.2162	1.2140
PP	1.2156	1.2137
S1	1.2149	1.2134

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

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