CME Euro FX (E) Future June 2017

Trading Metrics calculated at close of trading on 17-Feb-2017

Day Change Summary
	Previous	Current
	16-Feb-2017	17-Feb-2017	Change	Change %	Previous Week
Open	1.0659	1.0730	0.0071	0.7%	1.0691
High	1.0738	1.0734	-0.0004	0.0%	1.0738
Low	1.0655	1.0664	0.0009	0.1%	1.0582
Close	1.0735	1.0664	-0.0071	-0.7%	1.0664
Range	0.0083	0.0071	-0.0012	-14.5%	0.0156
ATR	0.0085	0.0084	-0.0001	-1.1%	0.0000
Volume	1,513	939	-574	-37.9%	6,034

Daily Pivots for day following 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0899	1.0852	1.0703
R3	1.0828	1.0781	1.0683
R2	1.0758	1.0758	1.0677
R1	1.0711	1.0711	1.0670	1.0699
PP	1.0687	1.0687	1.0687	1.0681
S1	1.0640	1.0640	1.0658	1.0629
S2	1.0617	1.0617	1.0651
S3	1.0546	1.0570	1.0645
S4	1.0476	1.0499	1.0625

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1128	1.1051	1.0750
R3	1.0972	1.0896	1.0707
R2	1.0817	1.0817	1.0693
R1	1.0740	1.0740	1.0678	1.0701
PP	1.0661	1.0661	1.0661	1.0641
S1	1.0585	1.0585	1.0650	1.0545
S2	1.0506	1.0506	1.0635
S3	1.0350	1.0429	1.0621
S4	1.0195	1.0274	1.0578

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	1.5%	0.0075	0.7%	53%	False	False	1,206
10	1.0853	1.0582	0.0271	2.5%	0.0074	0.7%	30%	False	False	1,191
20	1.0894	1.0582	0.0312	2.9%	0.0078	0.7%	26%	False	False	1,026
40	1.0894	1.0428	0.0466	4.4%	0.0088	0.8%	51%	False	False	827

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1034
2.618	1.0919
1.618	1.0848
1.000	1.0805
0.618	1.0778
HIGH	1.0734
0.618	1.0707
0.500	1.0699
0.382	1.0690
LOW	1.0664
0.618	1.0620
1.000	1.0593
1.618	1.0549
2.618	1.0479
4.250	1.0364

Fisher Pivots for day following 17-Feb-2017
Pivot	1 day	3 day
R1	1.0699	1.0663
PP	1.0687	1.0661
S1	1.0676	1.0660

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

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