CME Euro FX (E) Future June 2017

Trading Metrics calculated at close of trading on 06-Feb-2017

Day Change Summary
	Previous	Current
	03-Feb-2017	06-Feb-2017	Change	Change %	Previous Week
Open	1.0826	1.0845	0.0020	0.2%	1.0781
High	1.0862	1.0853	-0.0010	-0.1%	1.0894
Low	1.0776	1.0771	-0.0006	-0.1%	1.0690
Close	1.0832	1.0813	-0.0020	-0.2%	1.0832
Range	0.0086	0.0082	-0.0004	-4.7%	0.0204
ATR	0.0094	0.0093	-0.0001	-0.9%	0.0000
Volume	1,204	1,009	-195	-16.2%	5,082

Daily Pivots for day following 06-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1058	1.1017	1.0858
R3	1.0976	1.0935	1.0835
R2	1.0894	1.0894	1.0828
R1	1.0853	1.0853	1.0820	1.0833
PP	1.0812	1.0812	1.0812	1.0802
S1	1.0771	1.0771	1.0805	1.0751
S2	1.0730	1.0730	1.0797
S3	1.0648	1.0689	1.0790
S4	1.0566	1.0607	1.0767

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	1.0754	0.0140	1.3%	0.0088	0.8%	42%	False	False	1,018
10	1.0894	1.0690	0.0204	1.9%	0.0084	0.8%	60%	False	False	921
20	1.0894	1.0536	0.0358	3.3%	0.0090	0.8%	77%	False	False	763
40	1.0964	1.0428	0.0536	5.0%	0.0098	0.9%	72%	False	False	790

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1201
2.618	1.1067
1.618	1.0985
1.000	1.0935
0.618	1.0903
HIGH	1.0853
0.618	1.0821
0.500	1.0812
0.382	1.0802
LOW	1.0771
0.618	1.0720
1.000	1.0689
1.618	1.0638
2.618	1.0556
4.250	1.0422

Fisher Pivots for day following 06-Feb-2017
Pivot	1 day	3 day
R1	1.0812	1.0832
PP	1.0812	1.0826
S1	1.0812	1.0819

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

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