CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	1.1333	1.1296	-0.0037	-0.3%	1.1256
High	1.1344	1.1321	-0.0024	-0.2%	1.1342
Low	1.1277	1.1267	-0.0010	-0.1%	1.1209
Close	1.1306	1.1298	-0.0008	-0.1%	1.1316
Range	0.0068	0.0054	-0.0014	-20.0%	0.0133
ATR	0.0065	0.0064	-0.0001	-1.2%	0.0000
Volume	2,927	1,504	-1,423	-48.6%	1,392

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1457	1.1432	1.1328
R3	1.1403	1.1378	1.1313
R2	1.1349	1.1349	1.1308
R1	1.1324	1.1324	1.1303	1.1336
PP	1.1295	1.1295	1.1295	1.1301
S1	1.1270	1.1270	1.1293	1.1282
S2	1.1241	1.1241	1.1288
S3	1.1187	1.1216	1.1283
S4	1.1133	1.1162	1.1268

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	1.1267	0.0097	0.9%	0.0060	0.5%	33%	False	True	2,013
10	1.1363	1.1209	0.0154	1.4%	0.0062	0.6%	58%	False	False	1,125
20	1.1416	1.1209	0.0207	1.8%	0.0065	0.6%	43%	False	False	623

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1550
2.618	1.1462
1.618	1.1408
1.000	1.1375
0.618	1.1354
HIGH	1.1321
0.618	1.1300
0.500	1.1294
0.382	1.1287
LOW	1.1267
0.618	1.1233
1.000	1.1213
1.618	1.1179
2.618	1.1125
4.250	1.1037

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	1.1297	1.1315
PP	1.1295	1.1309
S1	1.1294	1.1304

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

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