CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 22-Jan-2018

Day Change Summary
	Previous	Current
	19-Jan-2018	22-Jan-2018	Change	Change %	Previous Week
Open	1.2364	1.2374	0.0010	0.1%	1.2327
High	1.2413	1.2385	-0.0028	-0.2%	1.2443
Low	1.2334	1.2333	-0.0002	0.0%	1.2289
Close	1.2352	1.2377	0.0025	0.2%	1.2352
Range	0.0079	0.0053	-0.0026	-33.1%	0.0154
ATR	0.0084	0.0082	-0.0002	-2.7%	0.0000
Volume	409	172	-237	-57.9%	3,739

Daily Pivots for day following 22-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2522	1.2502	1.2406
R3	1.2470	1.2450	1.2391
R2	1.2417	1.2417	1.2387
R1	1.2397	1.2397	1.2382	1.2407
PP	1.2365	1.2365	1.2365	1.2370
S1	1.2345	1.2345	1.2372	1.2355
S2	1.2312	1.2312	1.2367
S3	1.2260	1.2292	1.2363
S4	1.2207	1.2240	1.2348

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2823	1.2742	1.2437
R3	1.2669	1.2588	1.2394
R2	1.2515	1.2515	1.2380
R1	1.2434	1.2434	1.2366	1.2474
PP	1.2361	1.2361	1.2361	1.2381
S1	1.2280	1.2280	1.2338	1.2320
S2	1.2207	1.2207	1.2324
S3	1.2053	1.2126	1.2310
S4	1.1899	1.1972	1.2267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2443	1.2289	0.0154	1.2%	0.0095	0.8%	57%	False	False	782
10	1.2443	1.2040	0.0403	3.3%	0.0102	0.8%	84%	False	False	609
20	1.2443	1.1968	0.0475	3.8%	0.0078	0.6%	86%	False	False	426

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.2608
2.618	1.2522
1.618	1.2470
1.000	1.2438
0.618	1.2417
HIGH	1.2385
0.618	1.2365
0.500	1.2359
0.382	1.2353
LOW	1.2333
0.618	1.2300
1.000	1.2280
1.618	1.2248
2.618	1.2195
4.250	1.2109

Fisher Pivots for day following 22-Jan-2018
Pivot	1 day	3 day
R1	1.2371	1.2368
PP	1.2365	1.2359
S1	1.2359	1.2351

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

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