CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	1.1200	1.1135	-0.0066	-0.6%	1.1317
High	1.1216	1.1141	-0.0075	-0.7%	1.1326
Low	1.1123	1.1078	-0.0045	-0.4%	1.1181
Close	1.1124	1.1084	-0.0040	-0.4%	1.1255
Range	0.0094	0.0063	-0.0031	-32.6%	0.0145
ATR	0.0070	0.0069	0.0000	-0.7%	0.0000
Volume	760	1,295	535	70.4%	9,019

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1290	1.1250	1.1119
R3	1.1227	1.1187	1.1101
R2	1.1164	1.1164	1.1096
R1	1.1124	1.1124	1.1090	1.1113
PP	1.1101	1.1101	1.1101	1.1095
S1	1.1061	1.1061	1.1078	1.1050
S2	1.1038	1.1038	1.1072
S3	1.0975	1.0998	1.1067
S4	1.0912	1.0935	1.1049

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	1.1285	1.1078	0.0207	1.9%	0.0079	0.7%	3%	False	True	1,167
10	1.1335	1.1078	0.0257	2.3%	0.0072	0.7%	2%	False	True	1,447
20	1.1363	1.1078	0.0285	2.6%	0.0067	0.6%	2%	False	True	1,286

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1409
2.618	1.1306
1.618	1.1243
1.000	1.1204
0.618	1.1180
HIGH	1.1141
0.618	1.1117
0.500	1.1110
0.382	1.1102
LOW	1.1078
0.618	1.1039
1.000	1.1015
1.618	1.0976
2.618	1.0913
4.250	1.0810

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	1.1110	1.1176
PP	1.1101	1.1145
S1	1.1093	1.1115

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

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