CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 02-Feb-2018

Day Change Summary
	Previous	Current
	01-Feb-2018	02-Feb-2018	Change	Change %	Previous Week
Open	1.2528	1.2618	0.0091	0.7%	1.2533
High	1.2636	1.2627	-0.0009	-0.1%	1.2636
Low	1.2502	1.2526	0.0024	0.2%	1.2455
Close	1.2618	1.2566	-0.0052	-0.4%	1.2566
Range	0.0134	0.0101	-0.0033	-24.6%	0.0182
ATR	0.0096	0.0096	0.0000	0.4%	0.0000
Volume	669	1,567	898	134.2%	5,602

Daily Pivots for day following 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2876	1.2822	1.2621
R3	1.2775	1.2721	1.2593
R2	1.2674	1.2674	1.2584
R1	1.2620	1.2620	1.2575	1.2596
PP	1.2573	1.2573	1.2573	1.2561
S1	1.2519	1.2519	1.2556	1.2495
S2	1.2472	1.2472	1.2547
S3	1.2371	1.2418	1.2538
S4	1.2270	1.2317	1.2510

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3097	1.3013	1.2665
R3	1.2915	1.2831	1.2615
R2	1.2734	1.2734	1.2599
R1	1.2650	1.2650	1.2582	1.2692
PP	1.2552	1.2552	1.2552	1.2573
S1	1.2468	1.2468	1.2549	1.2510
S2	1.2371	1.2371	1.2532
S3	1.2189	1.2287	1.2516
S4	1.2008	1.2105	1.2466

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2636	1.2455	0.0182	1.4%	0.0104	0.8%	61%	False	False	1,120
10	1.2650	1.2333	0.0318	2.5%	0.0106	0.8%	73%	False	False	852
20	1.2650	1.2040	0.0610	4.9%	0.0104	0.8%	86%	False	False	738
40	1.2650	1.1872	0.0779	6.2%	0.0080	0.6%	89%	False	False	860

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3056
2.618	1.2891
1.618	1.2790
1.000	1.2728
0.618	1.2689
HIGH	1.2627
0.618	1.2588
0.500	1.2577
0.382	1.2565
LOW	1.2526
0.618	1.2464
1.000	1.2425
1.618	1.2363
2.618	1.2262
4.250	1.2097

Fisher Pivots for day following 02-Feb-2018
Pivot	1 day	3 day
R1	1.2577	1.2569
PP	1.2573	1.2568
S1	1.2569	1.2567

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

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