CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 09-May-2017

Day Change Summary
	Previous	Current
	08-May-2017	09-May-2017	Change	Change %	Previous Week
Open	1.1087	1.0997	-0.0090	-0.8%	1.0980
High	1.1095	1.1006	-0.0089	-0.8%	1.1075
Low	1.0991	1.0937	-0.0054	-0.5%	1.0950
Close	1.1007	1.0942	-0.0065	-0.6%	1.1064
Range	0.0104	0.0069	-0.0036	-34.1%	0.0126
ATR	0.0075	0.0075	0.0000	-0.6%	0.0000
Volume	1,158	1,586	428	37.0%	3,487

Daily Pivots for day following 09-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1167	1.1123	1.0979
R3	1.1098	1.1054	1.0960
R2	1.1030	1.1030	1.0954
R1	1.0986	1.0986	1.0948	1.0974
PP	1.0961	1.0961	1.0961	1.0955
S1	1.0917	1.0917	1.0935	1.0905
S2	1.0893	1.0893	1.0929
S3	1.0824	1.0849	1.0923
S4	1.0756	1.0780	1.0904

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	1.1095	1.0937	0.0158	1.4%	0.0077	0.7%	3%	False	True	1,076
10	1.1095	1.0930	0.0165	1.5%	0.0073	0.7%	7%	False	False	931
20	1.1095	1.0665	0.0430	3.9%	0.0071	0.7%	64%	False	False	700
40	1.1095	1.0656	0.0439	4.0%	0.0068	0.6%	65%	False	False	533

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1297
2.618	1.1185
1.618	1.1116
1.000	1.1074
0.618	1.1048
HIGH	1.1006
0.618	1.0979
0.500	1.0971
0.382	1.0963
LOW	1.0937
0.618	1.0895
1.000	1.0869
1.618	1.0826
2.618	1.0758
4.250	1.0646

Fisher Pivots for day following 09-May-2017
Pivot	1 day	3 day
R1	1.0971	1.1016
PP	1.0961	1.0991
S1	1.0951	1.0966

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

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