CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 04-Oct-2016

Day Change Summary
	Previous	Current
	03-Oct-2016	04-Oct-2016	Change	Change %	Previous Week
Open	1.1317	1.1297	-0.0021	-0.2%	1.1321
High	1.1326	1.1319	-0.0007	-0.1%	1.1363
Low	1.1290	1.1218	-0.0072	-0.6%	1.1237
Close	1.1300	1.1277	-0.0023	-0.2%	1.1322
Range	0.0036	0.0101	0.0065	180.6%	0.0126
ATR	0.0063	0.0066	0.0003	4.2%	0.0000
Volume	504	2,807	2,303	456.9%	11,954

Daily Pivots for day following 04-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1574	1.1527	1.1333
R3	1.1473	1.1426	1.1305
R2	1.1372	1.1372	1.1296
R1	1.1325	1.1325	1.1286	1.1298
PP	1.1271	1.1271	1.1271	1.1258
S1	1.1224	1.1224	1.1268	1.1197
S2	1.1170	1.1170	1.1258
S3	1.1069	1.1123	1.1249
S4	1.0968	1.1022	1.1221

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1685	1.1629	1.1391
R3	1.1559	1.1503	1.1356
R2	1.1433	1.1433	1.1345
R1	1.1377	1.1377	1.1333	1.1405
PP	1.1307	1.1307	1.1307	1.1321
S1	1.1251	1.1251	1.1310	1.1279
S2	1.1181	1.1181	1.1298
S3	1.1055	1.1125	1.1287
S4	1.0929	1.0999	1.1252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1335	1.1218	0.0117	1.0%	0.0068	0.6%	51%	False	True	1,512
10	1.1363	1.1209	0.0154	1.4%	0.0066	0.6%	44%	False	False	1,634
20	1.1416	1.1209	0.0207	1.8%	0.0063	0.6%	33%	False	False	905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.1748
2.618	1.1583
1.618	1.1482
1.000	1.1420
0.618	1.1381
HIGH	1.1319
0.618	1.1280
0.500	1.1269
0.382	1.1257
LOW	1.1218
0.618	1.1156
1.000	1.1117
1.618	1.1055
2.618	1.0954
4.250	1.0789

Fisher Pivots for day following 04-Oct-2016
Pivot	1 day	3 day
R1	1.1274	1.1277
PP	1.1271	1.1277
S1	1.1269	1.1276

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

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