CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 26-Jan-2018

Day Change Summary
	Previous	Current
	25-Jan-2018	26-Jan-2018	Change	Change %	Previous Week
Open	1.2515	1.2491	-0.0024	-0.2%	1.2374
High	1.2650	1.2606	-0.0044	-0.3%	1.2650
Low	1.2485	1.2491	0.0006	0.0%	1.2333
Close	1.2506	1.2539	0.0033	0.3%	1.2539
Range	0.0165	0.0115	-0.0050	-30.3%	0.0318
ATR	0.0090	0.0092	0.0002	1.9%	0.0000
Volume	968	456	-512	-52.9%	2,921

Daily Pivots for day following 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2890	1.2829	1.2602
R3	1.2775	1.2714	1.2570
R2	1.2660	1.2660	1.2560
R1	1.2599	1.2599	1.2549	1.2630
PP	1.2545	1.2545	1.2545	1.2560
S1	1.2484	1.2484	1.2528	1.2515
S2	1.2430	1.2430	1.2517
S3	1.2315	1.2369	1.2507
S4	1.2200	1.2254	1.2475

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3460	1.3317	1.2713
R3	1.3142	1.2999	1.2626
R2	1.2825	1.2825	1.2597
R1	1.2682	1.2682	1.2568	1.2753
PP	1.2507	1.2507	1.2507	1.2543
S1	1.2364	1.2364	1.2509	1.2436
S2	1.2190	1.2190	1.2480
S3	1.1872	1.2047	1.2451
S4	1.1555	1.1729	1.2364

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2650	1.2333	0.0318	2.5%	0.0107	0.9%	65%	False	False	584
10	1.2650	1.2156	0.0494	3.9%	0.0113	0.9%	77%	False	False	772
20	1.2650	1.2032	0.0619	4.9%	0.0095	0.8%	82%	False	False	537
40	1.2650	1.1872	0.0779	6.2%	0.0075	0.6%	86%	False	False	726

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3095
2.618	1.2907
1.618	1.2792
1.000	1.2721
0.618	1.2677
HIGH	1.2606
0.618	1.2562
0.500	1.2549
0.382	1.2535
LOW	1.2491
0.618	1.2420
1.000	1.2376
1.618	1.2305
2.618	1.2190
4.250	1.2002

Fisher Pivots for day following 26-Jan-2018
Pivot	1 day	3 day
R1	1.2549	1.2535
PP	1.2545	1.2532
S1	1.2542	1.2529

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

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