CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	1.1155	1.1152	-0.0004	0.0%	1.1057
High	1.1206	1.1174	-0.0033	-0.3%	1.1206
Low	1.1145	1.1091	-0.0054	-0.5%	1.1003
Close	1.1183	1.1102	-0.0082	-0.7%	1.1183
Range	0.0062	0.0083	0.0021	34.1%	0.0203
ATR	0.0070	0.0071	0.0002	2.3%	0.0000
Volume	1,031	1,893	862	83.6%	5,728

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1370	1.1318	1.1147
R3	1.1287	1.1236	1.1124
R2	1.1205	1.1205	1.1117
R1	1.1153	1.1153	1.1109	1.1138
PP	1.1122	1.1122	1.1122	1.1114
S1	1.1071	1.1071	1.1094	1.1055
S2	1.1040	1.1040	1.1086
S3	1.0957	1.0988	1.1079
S4	1.0875	1.0906	1.1056

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	1.1027	0.0179	1.6%	0.0078	0.7%	42%	False	False	1,417
10	1.1206	1.0920	0.0287	2.6%	0.0072	0.7%	64%	False	False	1,142
20	1.1216	1.0920	0.0297	2.7%	0.0071	0.6%	61%	False	False	1,117
40	1.1363	1.0920	0.0444	4.0%	0.0068	0.6%	41%	False	False	1,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1524
2.618	1.1389
1.618	1.1307
1.000	1.1256
0.618	1.1224
HIGH	1.1174
0.618	1.1142
0.500	1.1132
0.382	1.1123
LOW	1.1091
0.618	1.1040
1.000	1.1009
1.618	1.0958
2.618	1.0875
4.250	1.0740

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	1.1132	1.1149
PP	1.1122	1.1133
S1	1.1112	1.1117

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

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