CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	1.0976	1.0970	-0.0007	-0.1%	1.0950
High	1.1009	1.1058	0.0049	0.4%	1.1058
Low	1.0950	1.0960	0.0010	0.1%	1.0920
Close	1.0970	1.1047	0.0077	0.7%	1.1047
Range	0.0059	0.0098	0.0039	66.7%	0.0138
ATR	0.0067	0.0069	0.0002	3.3%	0.0000
Volume	398	1,050	652	163.8%	4,031

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1314	1.1278	1.1100
R3	1.1216	1.1180	1.1073
R2	1.1119	1.1119	1.1064
R1	1.1083	1.1083	1.1055	1.1101
PP	1.1021	1.1021	1.1021	1.1030
S1	1.0985	1.0985	1.1038	1.1003
S2	1.0924	1.0924	1.1029
S3	1.0826	1.0888	1.1020
S4	1.0729	1.0790	1.0993

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1422	1.1372	1.1122
R3	1.1284	1.1234	1.1084
R2	1.1146	1.1146	1.1072
R1	1.1096	1.1096	1.1059	1.1121
PP	1.1008	1.1008	1.1008	1.1020
S1	1.0958	1.0958	1.1034	1.0983
S2	1.0870	1.0870	1.1021
S3	1.0732	1.0820	1.1009
S4	1.0594	1.0682	1.0971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1058	1.0920	0.0138	1.2%	0.0064	0.6%	92%	True	False	806
10	1.1107	1.0920	0.0188	1.7%	0.0066	0.6%	68%	False	False	1,042
20	1.1326	1.0920	0.0406	3.7%	0.0070	0.6%	31%	False	False	1,220
40	1.1416	1.0920	0.0496	4.5%	0.0068	0.6%	26%	False	False	987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1472
2.618	1.1313
1.618	1.1215
1.000	1.1155
0.618	1.1118
HIGH	1.1058
0.618	1.1020
0.500	1.1009
0.382	1.0997
LOW	1.0960
0.618	1.0900
1.000	1.0863
1.618	1.0802
2.618	1.0705
4.250	1.0546

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	1.1034	1.1031
PP	1.1021	1.1016
S1	1.1009	1.1000

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

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