CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	1.1060	1.1047	-0.0013	-0.1%	1.1271
High	1.1074	1.1107	0.0034	0.3%	1.1274
Low	1.1023	1.0985	-0.0039	-0.3%	1.1043
Close	1.1037	1.0995	-0.0042	-0.4%	1.1054
Range	0.0051	0.0123	0.0072	142.6%	0.0231
ATR	0.0066	0.0070	0.0004	6.0%	0.0000
Volume	545	2,500	1,955	358.7%	4,966

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1396	1.1318	1.1062
R3	1.1274	1.1195	1.1028
R2	1.1151	1.1151	1.1017
R1	1.1073	1.1073	1.1006	1.1051
PP	1.1029	1.1029	1.1029	1.1018
S1	1.0950	1.0950	1.0983	1.0928
S2	1.0906	1.0906	1.0972
S3	1.0784	1.0828	1.0961
S4	1.0661	1.0705	1.0927

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	1.0985	0.0145	1.3%	0.0072	0.7%	7%	False	True	988
10	1.1280	1.0985	0.0296	2.7%	0.0075	0.7%	3%	False	True	1,098
20	1.1363	1.0985	0.0379	3.4%	0.0069	0.6%	3%	False	True	1,525

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	1.1628
2.618	1.1428
1.618	1.1305
1.000	1.1230
0.618	1.1183
HIGH	1.1107
0.618	1.1060
0.500	1.1046
0.382	1.1031
LOW	1.0985
0.618	1.0909
1.000	1.0862
1.618	1.0786
2.618	1.0664
4.250	1.0464

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	1.1046	1.1046
PP	1.1029	1.1029
S1	1.1012	1.1012

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

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