CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	1.1223	1.1271	0.0048	0.4%	1.1317
High	1.1280	1.1274	-0.0006	-0.1%	1.1326
Low	1.1181	1.1207	0.0026	0.2%	1.1181
Close	1.1255	1.1214	-0.0042	-0.4%	1.1255
Range	0.0099	0.0068	-0.0032	-31.8%	0.0145
ATR	0.0068	0.0068	0.0000	0.0%	0.0000
Volume	1,803	655	-1,148	-63.7%	9,019

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1434	1.1391	1.1251
R3	1.1366	1.1324	1.1232
R2	1.1299	1.1299	1.1226
R1	1.1256	1.1256	1.1220	1.1244
PP	1.1231	1.1231	1.1231	1.1225
S1	1.1189	1.1189	1.1207	1.1176
S2	1.1164	1.1164	1.1201
S3	1.1096	1.1121	1.1195
S4	1.1029	1.1054	1.1176

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1687	1.1616	1.1334
R3	1.1543	1.1471	1.1295
R2	1.1398	1.1398	1.1281
R1	1.1327	1.1327	1.1268	1.1290
PP	1.1254	1.1254	1.1254	1.1236
S1	1.1182	1.1182	1.1242	1.1146
S2	1.1109	1.1109	1.1229
S3	1.0965	1.1038	1.1215
S4	1.0820	1.0893	1.1176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1319	1.1181	0.0138	1.2%	0.0076	0.7%	24%	False	False	1,834
10	1.1344	1.1181	0.0163	1.5%	0.0069	0.6%	20%	False	False	1,685
20	1.1363	1.1181	0.0182	1.6%	0.0065	0.6%	18%	False	False	1,209

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1561
2.618	1.1451
1.618	1.1383
1.000	1.1342
0.618	1.1316
HIGH	1.1274
0.618	1.1248
0.500	1.1240
0.382	1.1232
LOW	1.1207
0.618	1.1165
1.000	1.1139
1.618	1.1097
2.618	1.1030
4.250	1.0920

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	1.1240	1.1233
PP	1.1231	1.1227
S1	1.1222	1.1220

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

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