CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	1.1301	1.1298	-0.0003	0.0%	1.1321
High	1.1330	1.1335	0.0005	0.0%	1.1363
Low	1.1278	1.1237	-0.0041	-0.4%	1.1237
Close	1.1296	1.1322	0.0026	0.2%	1.1322
Range	0.0052	0.0098	0.0046	87.5%	0.0126
ATR	0.0063	0.0066	0.0002	3.9%	0.0000
Volume	1,026	1,719	693	67.5%	11,954

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1590	1.1553	1.1375
R3	1.1493	1.1456	1.1348
R2	1.1395	1.1395	1.1339
R1	1.1358	1.1358	1.1330	1.1377
PP	1.1298	1.1298	1.1298	1.1307
S1	1.1261	1.1261	1.1313	1.1279
S2	1.1200	1.1200	1.1304
S3	1.1103	1.1163	1.1295
S4	1.1005	1.1066	1.1268

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	1.1363	1.1237	0.0126	1.1%	0.0066	0.6%	67%	False	True	2,390
10	1.1363	1.1209	0.0154	1.4%	0.0062	0.5%	73%	False	False	1,334
20	1.1416	1.1209	0.0207	1.8%	0.0067	0.6%	54%	False	False	755

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1749
2.618	1.1590
1.618	1.1492
1.000	1.1432
0.618	1.1395
HIGH	1.1335
0.618	1.1297
0.500	1.1286
0.382	1.1274
LOW	1.1237
0.618	1.1177
1.000	1.1140
1.618	1.1079
2.618	1.0982
4.250	1.0823

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	1.1310	1.1310
PP	1.1298	1.1298
S1	1.1286	1.1286

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

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