CME Euro FX (E) Future June 2017

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	1.0869	1.0835	-0.0035	-0.3%	1.0790
High	1.0875	1.0894	0.0019	0.2%	1.0848
Low	1.0798	1.0822	0.0024	0.2%	1.0730
Close	1.0845	1.0830	-0.0016	-0.1%	1.0771
Range	0.0077	0.0072	-0.0005	-6.5%	0.0118
ATR	0.0096	0.0094	-0.0002	-1.8%	0.0000
Volume	698	726	28	4.0%	3,534

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1063	1.1018	1.0869
R3	1.0991	1.0946	1.0849
R2	1.0920	1.0920	1.0843
R1	1.0875	1.0875	1.0836	1.0862
PP	1.0848	1.0848	1.0848	1.0842
S1	1.0803	1.0803	1.0823	1.0790
S2	1.0777	1.0777	1.0816
S3	1.0705	1.0732	1.0810
S4	1.0634	1.0660	1.0790

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	1.0894	1.0690	0.0204	1.9%	0.0092	0.8%	69%	True	False	996
10	1.0894	1.0690	0.0204	1.9%	0.0082	0.8%	69%	True	False	783
20	1.0894	1.0536	0.0358	3.3%	0.0093	0.9%	82%	True	False	747
40	1.0964	1.0428	0.0536	4.9%	0.0097	0.9%	75%	False	False	740

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1197
2.618	1.1081
1.618	1.1009
1.000	1.0965
0.618	1.0938
HIGH	1.0894
0.618	1.0866
0.500	1.0858
0.382	1.0849
LOW	1.0822
0.618	1.0778
1.000	1.0751
1.618	1.0706
2.618	1.0635
4.250	1.0518

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	1.0858	1.0828
PP	1.0848	1.0826
S1	1.0839	1.0824

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

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