CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	1.1271	1.1200	-0.0071	-0.6%	1.1317
High	1.1274	1.1216	-0.0058	-0.5%	1.1326
Low	1.1207	1.1123	-0.0084	-0.7%	1.1181
Close	1.1214	1.1124	-0.0090	-0.8%	1.1255
Range	0.0068	0.0094	0.0026	38.5%	0.0145
ATR	0.0068	0.0070	0.0002	2.7%	0.0000
Volume	655	760	105	16.0%	9,019

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1435	1.1373	1.1175
R3	1.1341	1.1279	1.1150
R2	1.1248	1.1248	1.1141
R1	1.1186	1.1186	1.1133	1.1170
PP	1.1154	1.1154	1.1154	1.1146
S1	1.1092	1.1092	1.1115	1.1077
S2	1.1061	1.1061	1.1107
S3	1.0967	1.0999	1.1098
S4	1.0874	1.0905	1.1073

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	1.1312	1.1123	0.0189	1.7%	0.0075	0.7%	1%	False	True	1,424
10	1.1335	1.1123	0.0212	1.9%	0.0071	0.6%	1%	False	True	1,468
20	1.1363	1.1123	0.0241	2.2%	0.0067	0.6%	1%	False	True	1,239

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1613
2.618	1.1461
1.618	1.1367
1.000	1.1310
0.618	1.1274
HIGH	1.1216
0.618	1.1180
0.500	1.1169
0.382	1.1158
LOW	1.1123
0.618	1.1065
1.000	1.1029
1.618	1.0971
2.618	1.0878
4.250	1.0725

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	1.1169	1.1201
PP	1.1154	1.1176
S1	1.1139	1.1150

Download as Excel Spreadsheet

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

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