CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 18-Jan-2018

Day Change Summary
	Previous	Current
	17-Jan-2018	18-Jan-2018	Change	Change %	Previous Week
Open	1.2386	1.2289	-0.0097	-0.8%	1.2174
High	1.2443	1.2384	-0.0059	-0.5%	1.2333
Low	1.2300	1.2289	-0.0011	-0.1%	1.2040
Close	1.2361	1.2363	0.0002	0.0%	1.2305
Range	0.0143	0.0096	-0.0048	-33.2%	0.0293
ATR	0.0084	0.0084	0.0001	1.0%	0.0000
Volume	1,492	474	-1,018	-68.2%	2,185

Daily Pivots for day following 18-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2632	1.2593	1.2416
R3	1.2536	1.2497	1.2389
R2	1.2441	1.2441	1.2381
R1	1.2402	1.2402	1.2372	1.2421
PP	1.2345	1.2345	1.2345	1.2355
S1	1.2306	1.2306	1.2354	1.2326
S2	1.2250	1.2250	1.2345
S3	1.2154	1.2211	1.2337
S4	1.2059	1.2115	1.2310

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	1.2443	1.2051	0.0392	3.2%	0.0129	1.0%	80%	False	False	926
10	1.2443	1.2040	0.0403	3.3%	0.0103	0.8%	80%	False	False	603
20	1.2443	1.1934	0.0509	4.1%	0.0078	0.6%	84%	False	False	424

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2790
2.618	1.2634
1.618	1.2539
1.000	1.2480
0.618	1.2443
HIGH	1.2384
0.618	1.2348
0.500	1.2336
0.382	1.2325
LOW	1.2289
0.618	1.2229
1.000	1.2193
1.618	1.2134
2.618	1.2038
4.250	1.1883

Fisher Pivots for day following 18-Jan-2018
Pivot	1 day	3 day
R1	1.2354	1.2366
PP	1.2345	1.2365
S1	1.2336	1.2364

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

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