CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	1.1163	1.1155	-0.0008	-0.1%	1.1057
High	1.1189	1.1206	0.0017	0.2%	1.1206
Low	1.1125	1.1145	0.0020	0.2%	1.1003
Close	1.1169	1.1183	0.0014	0.1%	1.1183
Range	0.0065	0.0062	-0.0003	-4.7%	0.0203
ATR	0.0070	0.0070	-0.0001	-0.9%	0.0000
Volume	379	1,031	652	172.0%	5,728

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1362	1.1334	1.1217
R3	1.1301	1.1273	1.1200
R2	1.1239	1.1239	1.1194
R1	1.1211	1.1211	1.1189	1.1225
PP	1.1178	1.1178	1.1178	1.1185
S1	1.1150	1.1150	1.1177	1.1164
S2	1.1116	1.1116	1.1172
S3	1.1055	1.1088	1.1166
S4	1.0993	1.1027	1.1149

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1740	1.1664	1.1295
R3	1.1537	1.1461	1.1239
R2	1.1334	1.1334	1.1220
R1	1.1258	1.1258	1.1202	1.1296
PP	1.1131	1.1131	1.1131	1.1150
S1	1.1055	1.1055	1.1164	1.1093
S2	1.0928	1.0928	1.1146
S3	1.0725	1.0852	1.1127
S4	1.0522	1.0649	1.1071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1206	1.1003	0.0203	1.8%	0.0072	0.6%	89%	True	False	1,145
10	1.1206	1.0920	0.0287	2.6%	0.0068	0.6%	92%	True	False	975
20	1.1274	1.0920	0.0355	3.2%	0.0070	0.6%	74%	False	False	1,055
40	1.1363	1.0920	0.0444	4.0%	0.0067	0.6%	59%	False	False	1,116

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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1467
2.618	1.1367
1.618	1.1306
1.000	1.1268
0.618	1.1244
HIGH	1.1206
0.618	1.1183
0.500	1.1175
0.382	1.1168
LOW	1.1145
0.618	1.1106
1.000	1.1083
1.618	1.1045
2.618	1.0983
4.250	1.0883

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	1.1180	1.1176
PP	1.1178	1.1168
S1	1.1175	1.1161

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

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