CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 12-Jan-2018

Day Change Summary
	Previous	Current
	11-Jan-2018	12-Jan-2018	Change	Change %	Previous Week
Open	1.2072	1.2160	0.0088	0.7%	1.2174
High	1.2177	1.2333	0.0156	1.3%	1.2333
Low	1.2051	1.2156	0.0106	0.9%	1.2040
Close	1.2160	1.2305	0.0145	1.2%	1.2305
Range	0.0127	0.0177	0.0050	39.5%	0.0293
ATR	0.0069	0.0077	0.0008	11.2%	0.0000
Volume	236	1,068	832	352.5%	2,185

Daily Pivots for day following 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2794	1.2726	1.2402
R3	1.2617	1.2549	1.2353
R2	1.2441	1.2441	1.2337
R1	1.2373	1.2373	1.2321	1.2407
PP	1.2264	1.2264	1.2264	1.2281
S1	1.2196	1.2196	1.2288	1.2230
S2	1.2088	1.2088	1.2272
S3	1.1911	1.2020	1.2256
S4	1.1735	1.1843	1.2207

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3103	1.2996	1.2465
R3	1.2811	1.2704	1.2385
R2	1.2518	1.2518	1.2358
R1	1.2411	1.2411	1.2331	1.2465
PP	1.2226	1.2226	1.2226	1.2252
S1	1.2119	1.2119	1.2278	1.2172
S2	1.1933	1.1933	1.2251
S3	1.1641	1.1826	1.2224
S4	1.1348	1.1534	1.2144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2333	1.2040	0.0293	2.4%	0.0109	0.9%	90%	True	False	437
10	1.2333	1.2040	0.0293	2.4%	0.0090	0.7%	90%	True	False	379
20	1.2333	1.1906	0.0427	3.5%	0.0071	0.6%	93%	True	False	764

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	0.0007
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1.3083
2.618	1.2795
1.618	1.2618
1.000	1.2509
0.618	1.2442
HIGH	1.2333
0.618	1.2265
0.500	1.2244
0.382	1.2223
LOW	1.2156
0.618	1.2047
1.000	1.1980
1.618	1.1870
2.618	1.1694
4.250	1.1406

Fisher Pivots for day following 12-Jan-2018
Pivot	1 day	3 day
R1	1.2284	1.2265
PP	1.2264	1.2226
S1	1.2244	1.2186

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

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