CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 31-Jan-2018

Day Change Summary
	Previous	Current
	30-Jan-2018	31-Jan-2018	Change	Change %	Previous Week
Open	1.2490	1.2520	0.0030	0.2%	1.2374
High	1.2569	1.2591	0.0022	0.2%	1.2650
Low	1.2455	1.2508	0.0054	0.4%	1.2333
Close	1.2521	1.2527	0.0007	0.1%	1.2539
Range	0.0115	0.0083	-0.0032	-27.5%	0.0318
ATR	0.0093	0.0093	-0.0001	-0.8%	0.0000
Volume	2,620	260	-2,360	-90.1%	2,921

Daily Pivots for day following 31-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2791	1.2742	1.2573
R3	1.2708	1.2659	1.2550
R2	1.2625	1.2625	1.2542
R1	1.2576	1.2576	1.2535	1.2601
PP	1.2542	1.2542	1.2542	1.2554
S1	1.2493	1.2493	1.2519	1.2518
S2	1.2459	1.2459	1.2512
S3	1.2376	1.2410	1.2504
S4	1.2293	1.2327	1.2481

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	1.2455	0.0196	1.6%	0.0113	0.9%	37%	False	False	958
10	1.2650	1.2289	0.0362	2.9%	0.0100	0.8%	66%	False	False	717
20	1.2650	1.2040	0.0610	4.9%	0.0099	0.8%	80%	False	False	651
40	1.2650	1.1872	0.0779	6.2%	0.0077	0.6%	84%	False	False	807

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	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2944
2.618	1.2808
1.618	1.2725
1.000	1.2674
0.618	1.2642
HIGH	1.2591
0.618	1.2559
0.500	1.2550
0.382	1.2540
LOW	1.2508
0.618	1.2457
1.000	1.2425
1.618	1.2374
2.618	1.2291
4.250	1.2155

Fisher Pivots for day following 31-Jan-2018
Pivot	1 day	3 day
R1	1.2550	1.2526
PP	1.2542	1.2524
S1	1.2535	1.2523

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

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