CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	1.1321	1.1333	0.0012	0.1%	1.1256
High	1.1363	1.1344	-0.0019	-0.2%	1.1342
Low	1.1306	1.1277	-0.0029	-0.3%	1.1209
Close	1.1339	1.1306	-0.0033	-0.3%	1.1316
Range	0.0058	0.0068	0.0010	17.4%	0.0133
ATR	0.0064	0.0065	0.0000	0.3%	0.0000
Volume	4,778	2,927	-1,851	-38.7%	1,392

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1511	1.1476	1.1343
R3	1.1444	1.1409	1.1325
R2	1.1376	1.1376	1.1318
R1	1.1341	1.1341	1.1312	1.1325
PP	1.1309	1.1309	1.1309	1.1301
S1	1.1274	1.1274	1.1300	1.1258
S2	1.1241	1.1241	1.1294
S3	1.1174	1.1206	1.1287
S4	1.1106	1.1139	1.1269

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1688	1.1635	1.1389
R3	1.1555	1.1502	1.1352
R2	1.1422	1.1422	1.1340
R1	1.1369	1.1369	1.1328	1.1395
PP	1.1289	1.1289	1.1289	1.1302
S1	1.1236	1.1236	1.1303	1.1262
S2	1.1156	1.1156	1.1291
S3	1.1023	1.1103	1.1279
S4	1.0890	1.0970	1.1242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1363	1.1209	0.0154	1.4%	0.0063	0.6%	63%	False	False	1,757
10	1.1363	1.1209	0.0154	1.4%	0.0062	0.5%	63%	False	False	1,010
20	1.1416	1.1209	0.0207	1.8%	0.0065	0.6%	47%	False	False	551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1631
2.618	1.1521
1.618	1.1453
1.000	1.1412
0.618	1.1386
HIGH	1.1344
0.618	1.1318
0.500	1.1310
0.382	1.1302
LOW	1.1277
0.618	1.1235
1.000	1.1209
1.618	1.1167
2.618	1.1100
4.250	1.0990

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	1.1310	1.1320
PP	1.1309	1.1315
S1	1.1307	1.1311

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

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