CME Euro FX (E) Future June 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	1.0772	1.0869	0.0098	0.9%	1.0790
High	1.0880	1.0875	-0.0006	-0.1%	1.0848
Low	1.0754	1.0798	0.0044	0.4%	1.0730
Close	1.0873	1.0845	-0.0028	-0.3%	1.0771
Range	0.0126	0.0077	-0.0050	-39.3%	0.0118
ATR	0.0098	0.0096	-0.0002	-1.6%	0.0000
Volume	1,455	698	-757	-52.0%	3,534

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1069	1.1033	1.0887
R3	1.0992	1.0957	1.0866
R2	1.0916	1.0916	1.0859
R1	1.0880	1.0880	1.0852	1.0860
PP	1.0839	1.0839	1.0839	1.0829
S1	1.0804	1.0804	1.0838	1.0783
S2	1.0763	1.0763	1.0831
S3	1.0686	1.0727	1.0824
S4	1.0610	1.0651	1.0803

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1137	1.1072	1.0835
R3	1.1019	1.0954	1.0803
R2	1.0901	1.0901	1.0792
R1	1.0836	1.0836	1.0781	1.0809
PP	1.0783	1.0783	1.0783	1.0770
S1	1.0718	1.0718	1.0760	1.0691
S2	1.0665	1.0665	1.0749
S3	1.0547	1.0600	1.0738
S4	1.0429	1.0482	1.0706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0880	1.0690	0.0190	1.8%	0.0099	0.9%	82%	False	False	1,035
10	1.0880	1.0667	0.0213	2.0%	0.0084	0.8%	84%	False	False	771
20	1.0880	1.0476	0.0404	3.7%	0.0095	0.9%	91%	False	False	755
40	1.0964	1.0428	0.0536	4.9%	0.0102	0.9%	78%	False	False	729

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1200
2.618	1.1075
1.618	1.0998
1.000	1.0951
0.618	1.0922
HIGH	1.0875
0.618	1.0845
0.500	1.0836
0.382	1.0827
LOW	1.0798
0.618	1.0751
1.000	1.0722
1.618	1.0674
2.618	1.0598
4.250	1.0473

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	1.0842	1.0825
PP	1.0839	1.0805
S1	1.0836	1.0785

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

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