CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 19-Oct-2016

Day Change Summary
	Previous	Current
	18-Oct-2016	19-Oct-2016	Change	Change %	Previous Week
Open	1.1082	1.1060	-0.0023	-0.2%	1.1271
High	1.1097	1.1074	-0.0023	-0.2%	1.1274
Low	1.1041	1.1023	-0.0018	-0.2%	1.1043
Close	1.1049	1.1037	-0.0012	-0.1%	1.1054
Range	0.0056	0.0051	-0.0005	-9.0%	0.0231
ATR	0.0068	0.0066	-0.0001	-1.8%	0.0000
Volume	1,043	545	-498	-47.7%	4,966

Daily Pivots for day following 19-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1196	1.1167	1.1064
R3	1.1145	1.1116	1.1050
R2	1.1095	1.1095	1.1046
R1	1.1066	1.1066	1.1041	1.1055
PP	1.1044	1.1044	1.1044	1.1039
S1	1.1015	1.1015	1.1032	1.1005
S2	1.0994	1.0994	1.1027
S3	1.0943	1.0965	1.1023
S4	1.0893	1.0914	1.1009

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	1.1130	1.1023	0.0107	1.0%	0.0062	0.6%	13%	False	True	793
10	1.1285	1.1023	0.0262	2.4%	0.0070	0.6%	5%	False	True	980
20	1.1363	1.1023	0.0340	3.1%	0.0066	0.6%	4%	False	True	1,425

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1288
2.618	1.1206
1.618	1.1155
1.000	1.1124
0.618	1.1105
HIGH	1.1074
0.618	1.1054
0.500	1.1048
0.382	1.1042
LOW	1.1023
0.618	1.0992
1.000	1.0973
1.618	1.0941
2.618	1.0891
4.250	1.0808

Fisher Pivots for day following 19-Oct-2016
Pivot	1 day	3 day
R1	1.1048	1.1060
PP	1.1044	1.1052
S1	1.1040	1.1044

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

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