CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	1.0970	1.1057	0.0087	0.8%	1.0950
High	1.1058	1.1059	0.0002	0.0%	1.1058
Low	1.0960	1.1003	0.0043	0.4%	1.0920
Close	1.1047	1.1032	-0.0015	-0.1%	1.1047
Range	0.0098	0.0056	-0.0042	-42.6%	0.0138
ATR	0.0069	0.0068	-0.0001	-1.3%	0.0000
Volume	1,050	536	-514	-49.0%	4,031

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1199	1.1171	1.1062
R3	1.1143	1.1115	1.1047
R2	1.1087	1.1087	1.1042
R1	1.1059	1.1059	1.1037	1.1045
PP	1.1031	1.1031	1.1031	1.1024
S1	1.1003	1.1003	1.1026	1.0989
S2	1.0975	1.0975	1.1021
S3	1.0919	1.0947	1.1016
S4	1.0863	1.0891	1.1001

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1422	1.1372	1.1122
R3	1.1284	1.1234	1.1084
R2	1.1146	1.1146	1.1072
R1	1.1096	1.1096	1.1059	1.1121
PP	1.1008	1.1008	1.1008	1.1020
S1	1.0958	1.0958	1.1034	1.0983
S2	1.0870	1.0870	1.1021
S3	1.0732	1.0820	1.1009
S4	1.0594	1.0682	1.0971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1059	1.0920	0.0140	1.3%	0.0067	0.6%	80%	True	False	868
10	1.1107	1.0920	0.0188	1.7%	0.0067	0.6%	60%	False	False	1,083
20	1.1319	1.0920	0.0400	3.6%	0.0071	0.6%	28%	False	False	1,221
40	1.1416	1.0920	0.0496	4.5%	0.0067	0.6%	23%	False	False	998

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1297
2.618	1.1206
1.618	1.1150
1.000	1.1115
0.618	1.1094
HIGH	1.1059
0.618	1.1038
0.500	1.1031
0.382	1.1024
LOW	1.1003
0.618	1.0968
1.000	1.0947
1.618	1.0912
2.618	1.0856
4.250	1.0765

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	1.1031	1.1023
PP	1.1031	1.1014
S1	1.1031	1.1005

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

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