CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	1.1038	1.1122	0.0085	0.8%	1.0950
High	1.1135	1.1188	0.0053	0.5%	1.1058
Low	1.1027	1.1116	0.0089	0.8%	1.0920
Close	1.1127	1.1160	0.0034	0.3%	1.1047
Range	0.0108	0.0072	-0.0037	-33.8%	0.0138
ATR	0.0071	0.0071	0.0000	0.1%	0.0000
Volume	815	2,967	2,152	264.0%	4,031

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1369	1.1336	1.1199
R3	1.1298	1.1265	1.1180
R2	1.1226	1.1226	1.1173
R1	1.1193	1.1193	1.1167	1.1210
PP	1.1155	1.1155	1.1155	1.1163
S1	1.1122	1.1122	1.1153	1.1138
S2	1.1083	1.1083	1.1147
S3	1.1012	1.1050	1.1140
S4	1.0940	1.0979	1.1121

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	1.1188	1.0950	0.0238	2.1%	0.0078	0.7%	88%	True	False	1,153
10	1.1188	1.0920	0.0268	2.4%	0.0075	0.7%	90%	True	False	1,302
20	1.1285	1.0920	0.0366	3.3%	0.0072	0.6%	66%	False	False	1,141
40	1.1416	1.0920	0.0496	4.4%	0.0068	0.6%	48%	False	False	1,086

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1491
2.618	1.1375
1.618	1.1303
1.000	1.1259
0.618	1.1232
HIGH	1.1188
0.618	1.1160
0.500	1.1152
0.382	1.1143
LOW	1.1116
0.618	1.1072
1.000	1.1045
1.618	1.1000
2.618	1.0929
4.250	1.0812

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	1.1157	1.1138
PP	1.1155	1.1117
S1	1.1152	1.1095

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

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