CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	1.1057	1.1038	-0.0019	-0.2%	1.0950
High	1.1059	1.1135	0.0076	0.7%	1.1058
Low	1.1003	1.1027	0.0024	0.2%	1.0920
Close	1.1032	1.1127	0.0095	0.9%	1.1047
Range	0.0056	0.0108	0.0052	92.9%	0.0138
ATR	0.0068	0.0071	0.0003	4.2%	0.0000
Volume	536	815	279	52.1%	4,031

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1420	1.1381	1.1186
R3	1.1312	1.1273	1.1156
R2	1.1204	1.1204	1.1146
R1	1.1165	1.1165	1.1136	1.1185
PP	1.1096	1.1096	1.1096	1.1106
S1	1.1057	1.1057	1.1117	1.1077
S2	1.0988	1.0988	1.1107
S3	1.0880	1.0949	1.1097
S4	1.0772	1.0841	1.1067

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	1.1135	1.0943	0.0193	1.7%	0.0078	0.7%	96%	True	False	771
10	1.1135	1.0920	0.0216	1.9%	0.0073	0.7%	96%	True	False	1,060
20	1.1312	1.0920	0.0392	3.5%	0.0071	0.6%	53%	False	False	1,122
40	1.1416	1.0920	0.0496	4.5%	0.0067	0.6%	42%	False	False	1,013

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1594
2.618	1.1418
1.618	1.1310
1.000	1.1243
0.618	1.1202
HIGH	1.1135
0.618	1.1094
0.500	1.1081
0.382	1.1068
LOW	1.1027
0.618	1.0960
1.000	1.0919
1.618	1.0852
2.618	1.0744
4.250	1.0568

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	1.1111	1.1100
PP	1.1096	1.1074
S1	1.1081	1.1048

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

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