CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 06-Oct-2016

Day Change Summary
	Previous	Current
	05-Oct-2016	06-Oct-2016	Change	Change %	Previous Week
Open	1.1284	1.1282	-0.0002	0.0%	1.1321
High	1.1312	1.1285	-0.0027	-0.2%	1.1363
Low	1.1269	1.1216	-0.0053	-0.5%	1.1237
Close	1.1292	1.1217	-0.0075	-0.7%	1.1322
Range	0.0043	0.0070	0.0027	61.6%	0.0126
ATR	0.0064	0.0065	0.0001	1.3%	0.0000
Volume	2,580	1,325	-1,255	-48.6%	11,954

Daily Pivots for day following 06-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1448	1.1402	1.1255
R3	1.1378	1.1332	1.1236
R2	1.1309	1.1309	1.1230
R1	1.1263	1.1263	1.1223	1.1251
PP	1.1239	1.1239	1.1239	1.1233
S1	1.1193	1.1193	1.1211	1.1182
S2	1.1170	1.1170	1.1204
S3	1.1100	1.1124	1.1198
S4	1.1031	1.1054	1.1179

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	1.1216	0.0119	1.1%	0.0069	0.6%	1%	False	True	1,787
10	1.1363	1.1216	0.0148	1.3%	0.0062	0.6%	1%	False	True	1,953
20	1.1371	1.1209	0.0162	1.4%	0.0063	0.6%	5%	False	False	1,089

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1580
2.618	1.1467
1.618	1.1397
1.000	1.1355
0.618	1.1328
HIGH	1.1285
0.618	1.1258
0.500	1.1250
0.382	1.1242
LOW	1.1216
0.618	1.1173
1.000	1.1146
1.618	1.1103
2.618	1.1034
4.250	1.0920

Fisher Pivots for day following 06-Oct-2016
Pivot	1 day	3 day
R1	1.1250	1.1267
PP	1.1239	1.1251
S1	1.1228	1.1234

Download as Excel Spreadsheet

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

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