CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 17-Oct-2016

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	1.1126	1.1039	-0.0087	-0.8%	1.1271
High	1.1130	1.1080	-0.0050	-0.4%	1.1274
Low	1.1043	1.1037	-0.0007	-0.1%	1.1043
Close	1.1054	1.1069	0.0015	0.1%	1.1054
Range	0.0087	0.0043	-0.0044	-50.3%	0.0231
ATR	0.0071	0.0069	-0.0002	-2.8%	0.0000
Volume	731	125	-606	-82.9%	4,966

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1191	1.1173	1.1092
R3	1.1148	1.1130	1.1080
R2	1.1105	1.1105	1.1076
R1	1.1087	1.1087	1.1072	1.1096
PP	1.1062	1.1062	1.1062	1.1066
S1	1.1044	1.1044	1.1065	1.1053
S2	1.1019	1.1019	1.1061
S3	1.0976	1.1001	1.1057
S4	1.0933	1.0958	1.1045

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1817	1.1666	1.1181
R3	1.1586	1.1435	1.1117
R2	1.1355	1.1355	1.1096
R1	1.1204	1.1204	1.1075	1.1164
PP	1.1124	1.1124	1.1124	1.1103
S1	1.0973	1.0973	1.1032	1.0933
S2	1.0893	1.0893	1.1011
S3	1.0662	1.0742	1.0990
S4	1.0431	1.0511	1.0926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1216	1.1037	0.0180	1.6%	0.0072	0.6%	18%	False	True	887
10	1.1319	1.1037	0.0283	2.6%	0.0074	0.7%	11%	False	True	1,360
20	1.1363	1.1037	0.0327	2.9%	0.0068	0.6%	10%	False	True	1,369

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1262
2.618	1.1192
1.618	1.1149
1.000	1.1123
0.618	1.1106
HIGH	1.1080
0.618	1.1063
0.500	1.1058
0.382	1.1053
LOW	1.1037
0.618	1.1010
1.000	1.0994
1.618	1.0967
2.618	1.0924
4.250	1.0854

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	1.1065	1.1083
PP	1.1062	1.1078
S1	1.1058	1.1073

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

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