CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 05-Jan-2018

Day Change Summary
	Previous	Current
	04-Jan-2018	05-Jan-2018	Change	Change %	Previous Week
Open	1.2139	1.2200	0.0061	0.5%	1.2141
High	1.2215	1.2207	-0.0008	-0.1%	1.2215
Low	1.2133	1.2147	0.0014	0.1%	1.2132
Close	1.2198	1.2174	-0.0024	-0.2%	1.2174
Range	0.0082	0.0060	-0.0022	-27.0%	0.0083
ATR	0.0060	0.0060	0.0000	-0.1%	0.0000
Volume	191	329	138	72.3%	1,384

Daily Pivots for day following 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2354	1.2324	1.2207
R3	1.2295	1.2264	1.2190
R2	1.2235	1.2235	1.2185
R1	1.2205	1.2205	1.2179	1.2190
PP	1.2176	1.2176	1.2176	1.2169
S1	1.2145	1.2145	1.2169	1.2131
S2	1.2116	1.2116	1.2163
S3	1.2057	1.2086	1.2158
S4	1.1997	1.2026	1.2141

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2421	1.2380	1.2219
R3	1.2339	1.2298	1.2197
R2	1.2256	1.2256	1.2189
R1	1.2215	1.2215	1.2182	1.2236
PP	1.2174	1.2174	1.2174	1.2184
S1	1.2133	1.2133	1.2166	1.2153
S2	1.2091	1.2091	1.2159
S3	1.2009	1.2050	1.2151
S4	1.1926	1.1968	1.2129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2215	1.2065	0.0150	1.2%	0.0071	0.6%	73%	False	False	321
10	1.2215	1.1968	0.0247	2.0%	0.0054	0.4%	84%	False	False	242
20	1.2215	1.1872	0.0343	2.8%	0.0057	0.5%	88%	False	False	994

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2459
2.618	1.2362
1.618	1.2303
1.000	1.2266
0.618	1.2243
HIGH	1.2207
0.618	1.2184
0.500	1.2177
0.382	1.2170
LOW	1.2147
0.618	1.2110
1.000	1.2088
1.618	1.2051
2.618	1.1991
4.250	1.1894

Fisher Pivots for day following 05-Jan-2018
Pivot	1 day	3 day
R1	1.2177	1.2174
PP	1.2176	1.2174
S1	1.2175	1.2173

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

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