CME Euro FX (E) Future June 2017

Trading Metrics calculated at close of trading on 03-Feb-2017

Day Change Summary
	Previous	Current
	02-Feb-2017	03-Feb-2017	Change	Change %	Previous Week
Open	1.0835	1.0826	-0.0009	-0.1%	1.0781
High	1.0894	1.0862	-0.0032	-0.3%	1.0894
Low	1.0822	1.0776	-0.0046	-0.4%	1.0690
Close	1.0830	1.0832	0.0003	0.0%	1.0832
Range	0.0072	0.0086	0.0015	20.3%	0.0204
ATR	0.0094	0.0094	-0.0001	-0.6%	0.0000
Volume	726	1,204	478	65.8%	5,082

Daily Pivots for day following 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1081	1.1043	1.0879
R3	1.0995	1.0957	1.0856
R2	1.0909	1.0909	1.0848
R1	1.0871	1.0871	1.0840	1.0890
PP	1.0823	1.0823	1.0823	1.0833
S1	1.0785	1.0785	1.0824	1.0804
S2	1.0737	1.0737	1.0816
S3	1.0651	1.0699	1.0808
S4	1.0565	1.0613	1.0785

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1416	1.1327	1.0944
R3	1.1212	1.1124	1.0888
R2	1.1009	1.1009	1.0869
R1	1.0920	1.0920	1.0851	1.0965
PP	1.0805	1.0805	1.0805	1.0827
S1	1.0717	1.0717	1.0813	1.0761
S2	1.0602	1.0602	1.0795
S3	1.0398	1.0513	1.0776
S4	1.0195	1.0310	1.0720

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%	0.0096	0.9%	70%	False	False	1,016
10	1.0894	1.0690	0.0204	1.9%	0.0083	0.8%	70%	False	False	861
20	1.0894	1.0536	0.0358	3.3%	0.0091	0.8%	83%	False	False	756
40	1.0964	1.0428	0.0536	4.9%	0.0097	0.9%	75%	False	False	766

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1228
2.618	1.1087
1.618	1.1001
1.000	1.0948
0.618	1.0915
HIGH	1.0862
0.618	1.0829
0.500	1.0819
0.382	1.0809
LOW	1.0776
0.618	1.0723
1.000	1.0690
1.618	1.0637
2.618	1.0551
4.250	1.0411

Fisher Pivots for day following 03-Feb-2017
Pivot	1 day	3 day
R1	1.0828	1.0835
PP	1.0823	1.0834
S1	1.0819	1.0833

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

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