CME Euro FX (E) Future June 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	1.0803	1.0827	0.0024	0.2%	1.0700
High	1.0843	1.0837	-0.0006	-0.1%	1.0799
Low	1.0786	1.0730	-0.0056	-0.5%	1.0659
Close	1.0815	1.0771	-0.0044	-0.4%	1.0785
Range	0.0057	0.0107	0.0050	86.8%	0.0140
ATR	0.0095	0.0096	0.0001	0.9%	0.0000
Volume	480	923	443	92.3%	2,420

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1099	1.1041	1.0829
R3	1.0992	1.0935	1.0800
R2	1.0886	1.0886	1.0790
R1	1.0828	1.0828	1.0780	1.0804
PP	1.0779	1.0779	1.0779	1.0767
S1	1.0722	1.0722	1.0761	1.0697
S2	1.0673	1.0673	1.0751
S3	1.0566	1.0615	1.0741
S4	1.0460	1.0509	1.0712

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1166	1.1115	1.0861
R3	1.1026	1.0975	1.0823
R2	1.0887	1.0887	1.0810
R1	1.0836	1.0836	1.0797	1.0861
PP	1.0747	1.0747	1.0747	1.0760
S1	1.0696	1.0696	1.0772	1.0722
S2	1.0608	1.0608	1.0759
S3	1.0468	1.0557	1.0746
S4	1.0329	1.0417	1.0708

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0848	1.0703	0.0145	1.3%	0.0073	0.7%	47%	False	False	570
10	1.0848	1.0652	0.0196	1.8%	0.0086	0.8%	60%	False	False	632
20	1.0848	1.0428	0.0421	3.9%	0.0100	0.9%	82%	False	False	667
40	1.0964	1.0428	0.0536	5.0%	0.0100	0.9%	64%	False	False	631

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1289
2.618	1.1115
1.618	1.1009
1.000	1.0943
0.618	1.0902
HIGH	1.0837
0.618	1.0796
0.500	1.0783
0.382	1.0771
LOW	1.0730
0.618	1.0664
1.000	1.0624
1.618	1.0558
2.618	1.0451
4.250	1.0277

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	1.0783	1.0789
PP	1.0779	1.0783
S1	1.0775	1.0777

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

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