CME Euro FX (E) Future December 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	1.2644	1.2726	0.0083	0.7%	1.2513
High	1.2733	1.2755	0.0022	0.2%	1.2809
Low	1.2640	1.2692	0.0052	0.4%	1.2503
Close	1.2697	1.2705	0.0008	0.1%	1.2715
Range	0.0094	0.0064	-0.0030	-32.1%	0.0306
ATR	0.0081	0.0080	-0.0001	-1.6%	0.0000
Volume	31	14	-17	-54.8%	399

Daily Pivots for day following 31-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2908	1.2870	1.2739
R3	1.2844	1.2806	1.2722
R2	1.2781	1.2781	1.2716
R1	1.2743	1.2743	1.2710	1.2730
PP	1.2717	1.2717	1.2717	1.2711
S1	1.2679	1.2679	1.2699	1.2666
S2	1.2654	1.2654	1.2693
S3	1.2590	1.2616	1.2687
S4	1.2527	1.2552	1.2670

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3593	1.3460	1.2883
R3	1.3287	1.3154	1.2799
R2	1.2981	1.2981	1.2771
R1	1.2848	1.2848	1.2743	1.2915
PP	1.2675	1.2675	1.2675	1.2709
S1	1.2542	1.2542	1.2686	1.2609
S2	1.2369	1.2369	1.2658
S3	1.2063	1.2236	1.2630
S4	1.1757	1.1930	1.2546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2809	1.2637	0.0172	1.3%	0.0088	0.7%	39%	False	False	42
10	1.2809	1.2485	0.0324	2.5%	0.0074	0.6%	68%	False	False	103
20	1.2809	1.2202	0.0607	4.8%	0.0069	0.5%	83%	False	False	76

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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3025
2.618	1.2921
1.618	1.2858
1.000	1.2819
0.618	1.2794
HIGH	1.2755
0.618	1.2731
0.500	1.2723
0.382	1.2716
LOW	1.2692
0.618	1.2652
1.000	1.2628
1.618	1.2589
2.618	1.2525
4.250	1.2422

Fisher Pivots for day following 31-Jan-2018
Pivot	1 day	3 day
R1	1.2723	1.2702
PP	1.2717	1.2699
S1	1.2711	1.2696

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

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