CME Euro FX (E) Future June 2017

Trading Metrics calculated at close of trading on 16-Feb-2017

Day Change Summary
	Previous	Current
	15-Feb-2017	16-Feb-2017	Change	Change %	Previous Week
Open	1.0635	1.0659	0.0024	0.2%	1.0845
High	1.0669	1.0738	0.0069	0.6%	1.0853
Low	1.0582	1.0655	0.0073	0.7%	1.0668
Close	1.0651	1.0735	0.0085	0.8%	1.0693
Range	0.0087	0.0083	-0.0004	-4.6%	0.0185
ATR	0.0085	0.0085	0.0000	0.2%	0.0000
Volume	1,361	1,513	152	11.2%	5,883

Daily Pivots for day following 16-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0957	1.0928	1.0780
R3	1.0874	1.0846	1.0758
R2	1.0792	1.0792	1.0750
R1	1.0763	1.0763	1.0743	1.0778
PP	1.0709	1.0709	1.0709	1.0716
S1	1.0681	1.0681	1.0727	1.0695
S2	1.0627	1.0627	1.0720
S3	1.0544	1.0598	1.0712
S4	1.0462	1.0516	1.0690

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1291	1.1176	1.0794
R3	1.1107	1.0992	1.0743
R2	1.0922	1.0922	1.0726
R1	1.0807	1.0807	1.0709	1.0773
PP	1.0738	1.0738	1.0738	1.0720
S1	1.0623	1.0623	1.0676	1.0588
S2	1.0553	1.0553	1.0659
S3	1.0369	1.0438	1.0642
S4	1.0184	1.0254	1.0591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0738	1.0582	0.0156	1.4%	0.0073	0.7%	98%	True	False	1,244
10	1.0862	1.0582	0.0280	2.6%	0.0076	0.7%	55%	False	False	1,218
20	1.0894	1.0582	0.0312	2.9%	0.0079	0.7%	49%	False	False	1,000
40	1.0894	1.0428	0.0466	4.3%	0.0087	0.8%	66%	False	False	815

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1088
2.618	1.0953
1.618	1.0871
1.000	1.0820
0.618	1.0788
HIGH	1.0738
0.618	1.0706
0.500	1.0696
0.382	1.0687
LOW	1.0655
0.618	1.0604
1.000	1.0573
1.618	1.0522
2.618	1.0439
4.250	1.0304

Fisher Pivots for day following 16-Feb-2017
Pivot	1 day	3 day
R1	1.0722	1.0710
PP	1.0709	1.0685
S1	1.0696	1.0660

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

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