CME Euro FX (E) Future December 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	1.2718	1.2732	0.0014	0.1%	1.2696
High	1.2801	1.2778	-0.0023	-0.2%	1.2801
Low	1.2682	1.2713	0.0031	0.2%	1.2637
Close	1.2796	1.2744	-0.0052	-0.4%	1.2744
Range	0.0119	0.0065	-0.0054	-45.4%	0.0164
ATR	0.0083	0.0083	0.0000	0.0%	0.0000
Volume	18	4	-14	-77.8%	79

Daily Pivots for day following 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2940	1.2907	1.2780
R3	1.2875	1.2842	1.2762
R2	1.2810	1.2810	1.2756
R1	1.2777	1.2777	1.2750	1.2794
PP	1.2745	1.2745	1.2745	1.2753
S1	1.2712	1.2712	1.2738	1.2729
S2	1.2680	1.2680	1.2732
S3	1.2615	1.2647	1.2726
S4	1.2550	1.2582	1.2708

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3219	1.3146	1.2834
R3	1.3055	1.2982	1.2789
R2	1.2891	1.2891	1.2774
R1	1.2818	1.2818	1.2759	1.2855
PP	1.2727	1.2727	1.2727	1.2746
S1	1.2654	1.2654	1.2729	1.2691
S2	1.2563	1.2563	1.2714
S3	1.2399	1.2490	1.2699
S4	1.2235	1.2326	1.2654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2801	1.2637	0.0164	1.3%	0.0081	0.6%	65%	False	False	15
10	1.2809	1.2503	0.0306	2.4%	0.0081	0.6%	79%	False	False	47
20	1.2809	1.2202	0.0607	4.8%	0.0074	0.6%	89%	False	False	67

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3054
2.618	1.2948
1.618	1.2883
1.000	1.2843
0.618	1.2818
HIGH	1.2778
0.618	1.2753
0.500	1.2746
0.382	1.2738
LOW	1.2713
0.618	1.2673
1.000	1.2648
1.618	1.2608
2.618	1.2543
4.250	1.2437

Fisher Pivots for day following 02-Feb-2018
Pivot	1 day	3 day
R1	1.2746	1.2743
PP	1.2745	1.2742
S1	1.2745	1.2742

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

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