CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 16-Jan-2018

Day Change Summary
	Previous	Current
	12-Jan-2018	16-Jan-2018	Change	Change %	Previous Week
Open	1.2160	1.2327	0.0168	1.4%	1.2174
High	1.2333	1.2417	0.0084	0.7%	1.2333
Low	1.2156	1.2311	0.0155	1.3%	1.2040
Close	1.2305	1.2394	0.0090	0.7%	1.2305
Range	0.0177	0.0106	-0.0071	-40.2%	0.0293
ATR	0.0077	0.0079	0.0003	3.3%	0.0000
Volume	1,068	1,364	296	27.7%	2,185

Daily Pivots for day following 16-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2690	1.2648	1.2452
R3	1.2585	1.2542	1.2423
R2	1.2479	1.2479	1.2413
R1	1.2437	1.2437	1.2404	1.2458
PP	1.2374	1.2374	1.2374	1.2385
S1	1.2331	1.2331	1.2384	1.2353
S2	1.2268	1.2268	1.2375
S3	1.2163	1.2226	1.2365
S4	1.2057	1.2120	1.2336

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	1.2417	1.2040	0.0377	3.0%	0.0112	0.9%	94%	True	False	678
10	1.2417	1.2040	0.0377	3.0%	0.0092	0.7%	94%	True	False	493
20	1.2417	1.1906	0.0511	4.1%	0.0072	0.6%	96%	True	False	824

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2865
2.618	1.2693
1.618	1.2587
1.000	1.2522
0.618	1.2482
HIGH	1.2417
0.618	1.2376
0.500	1.2364
0.382	1.2351
LOW	1.2311
0.618	1.2246
1.000	1.2206
1.618	1.2140
2.618	1.2035
4.250	1.1863

Fisher Pivots for day following 16-Jan-2018
Pivot	1 day	3 day
R1	1.2384	1.2341
PP	1.2374	1.2287
S1	1.2364	1.2234

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

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