CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 29-Jan-2018

Day Change Summary
	Previous	Current
	26-Jan-2018	29-Jan-2018	Change	Change %	Previous Week
Open	1.2491	1.2533	0.0042	0.3%	1.2374
High	1.2606	1.2543	-0.0063	-0.5%	1.2650
Low	1.2491	1.2455	-0.0037	-0.3%	1.2333
Close	1.2539	1.2506	-0.0033	-0.3%	1.2539
Range	0.0115	0.0089	-0.0027	-23.0%	0.0318
ATR	0.0092	0.0092	0.0000	-0.3%	0.0000
Volume	456	486	30	6.6%	2,921

Daily Pivots for day following 29-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2767	1.2725	1.2554
R3	1.2678	1.2636	1.2530
R2	1.2590	1.2590	1.2522
R1	1.2548	1.2548	1.2514	1.2524
PP	1.2501	1.2501	1.2501	1.2489
S1	1.2459	1.2459	1.2497	1.2436
S2	1.2413	1.2413	1.2489
S3	1.2324	1.2371	1.2481
S4	1.2236	1.2282	1.2457

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	1.2344	0.0307	2.5%	0.0114	0.9%	53%	False	False	647
10	1.2650	1.2289	0.0362	2.9%	0.0105	0.8%	60%	False	False	714
20	1.2650	1.2040	0.0610	4.9%	0.0097	0.8%	76%	False	False	546
40	1.2650	1.1872	0.0779	6.2%	0.0076	0.6%	81%	False	False	736

Crabel Price Patterns
NR	True
NR4	True
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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2919
2.618	1.2775
1.618	1.2686
1.000	1.2632
0.618	1.2598
HIGH	1.2543
0.618	1.2509
0.500	1.2499
0.382	1.2488
LOW	1.2455
0.618	1.2400
1.000	1.2366
1.618	1.2311
2.618	1.2223
4.250	1.2078

Fisher Pivots for day following 29-Jan-2018
Pivot	1 day	3 day
R1	1.2503	1.2552
PP	1.2501	1.2537
S1	1.2499	1.2521

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

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