CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 05-May-2017

Day Change Summary
	Previous	Current
	04-May-2017	05-May-2017	Change	Change %	Previous Week
Open	1.0964	1.1056	0.0092	0.8%	1.0980
High	1.1062	1.1075	0.0014	0.1%	1.1075
Low	1.0950	1.1028	0.0078	0.7%	1.0950
Close	1.1053	1.1064	0.0011	0.1%	1.1064
Range	0.0112	0.0048	-0.0065	-57.6%	0.0126
ATR	0.0075	0.0073	-0.0002	-2.6%	0.0000
Volume	1,021	1,033	12	1.2%	3,487

Daily Pivots for day following 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1198	1.1179	1.1090
R3	1.1151	1.1131	1.1077
R2	1.1103	1.1103	1.1073
R1	1.1084	1.1084	1.1068	1.1093
PP	1.1056	1.1056	1.1056	1.1060
S1	1.1036	1.1036	1.1060	1.1046
S2	1.1008	1.1008	1.1055
S3	1.0961	1.0989	1.1051
S4	1.0913	1.0941	1.1038

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1406	1.1361	1.1133
R3	1.1281	1.1235	1.1099
R2	1.1155	1.1155	1.1087
R1	1.1110	1.1110	1.1076	1.1132
PP	1.1030	1.1030	1.1030	1.1041
S1	1.0984	1.0984	1.1052	1.1007
S2	1.0904	1.0904	1.1041
S3	1.0779	1.0859	1.1029
S4	1.0653	1.0733	1.0995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1075	1.0950	0.0126	1.1%	0.0059	0.5%	91%	True	False	697
10	1.1075	1.0902	0.0173	1.6%	0.0073	0.7%	94%	True	False	849
20	1.1075	1.0656	0.0420	3.8%	0.0069	0.6%	97%	True	False	600
40	1.1075	1.0656	0.0420	3.8%	0.0068	0.6%	97%	True	False	472

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1277
2.618	1.1199
1.618	1.1152
1.000	1.1123
0.618	1.1104
HIGH	1.1075
0.618	1.1057
0.500	1.1051
0.382	1.1046
LOW	1.1028
0.618	1.0998
1.000	1.0980
1.618	1.0951
2.618	1.0903
4.250	1.0826

Fisher Pivots for day following 05-May-2017
Pivot	1 day	3 day
R1	1.1060	1.1047
PP	1.1056	1.1030
S1	1.1051	1.1012

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

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