CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	1.1105	1.1067	-0.0038	-0.3%	1.1057
High	1.1129	1.1361	0.0232	2.1%	1.1206
Low	1.1072	1.0967	-0.0105	-0.9%	1.1003
Close	1.1092	1.0991	-0.0101	-0.9%	1.1183
Range	0.0057	0.0394	0.0337	590.4%	0.0203
ATR	0.0070	0.0093	0.0023	32.8%	0.0000
Volume	1,037	5,961	4,924	474.8%	5,728

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2287	1.2032	1.1207
R3	1.1893	1.1639	1.1099
R2	1.1500	1.1500	1.1063
R1	1.1245	1.1245	1.1027	1.1176
PP	1.1106	1.1106	1.1106	1.1071
S1	1.0852	1.0852	1.0955	1.0782
S2	1.0713	1.0713	1.0919
S3	1.0319	1.0458	1.0883
S4	0.9926	1.0065	1.0775

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	1.1361	1.0967	0.0394	3.6%	0.0132	1.2%	6%	True	True	2,060
10	1.1361	1.0950	0.0411	3.7%	0.0105	1.0%	10%	True	False	1,606
20	1.1361	1.0920	0.0441	4.0%	0.0086	0.8%	16%	True	False	1,364
40	1.1363	1.0920	0.0444	4.0%	0.0076	0.7%	16%	False	False	1,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	1.3033
2.618	1.2391
1.618	1.1997
1.000	1.1754
0.618	1.1604
HIGH	1.1361
0.618	1.1210
0.500	1.1164
0.382	1.1117
LOW	1.0967
0.618	1.0724
1.000	1.0574
1.618	1.0330
2.618	0.9937
4.250	0.9295

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	1.1164	1.1164
PP	1.1106	1.1106
S1	1.1049	1.1049

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

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