CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 05-Oct-2017

Day Change Summary
	Previous	Current
	04-Oct-2017	05-Oct-2017	Change	Change %	Previous Week
Open	1.1883	1.1861	-0.0022	-0.2%	1.2045
High	1.1898	1.1886	-0.0013	-0.1%	1.2056
Low	1.1851	1.1810	-0.0041	-0.3%	1.1838
Close	1.1876	1.1816	-0.0061	-0.5%	1.1930
Range	0.0047	0.0076	0.0029	60.6%	0.0218
ATR	0.0086	0.0085	-0.0001	-0.9%	0.0000
Volume	159	658	499	313.8%	1,691

Daily Pivots for day following 05-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2064	1.2015	1.1857
R3	1.1988	1.1940	1.1836
R2	1.1913	1.1913	1.1829
R1	1.1864	1.1864	1.1822	1.1851
PP	1.1837	1.1837	1.1837	1.1830
S1	1.1789	1.1789	1.1809	1.1775
S2	1.1762	1.1762	1.1802
S3	1.1686	1.1713	1.1795
S4	1.1611	1.1638	1.1774

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2595	1.2481	1.2050
R3	1.2377	1.2263	1.1990
R2	1.2159	1.2159	1.1970
R1	1.2045	1.2045	1.1950	1.1993
PP	1.1941	1.1941	1.1941	1.1915
S1	1.1827	1.1827	1.1910	1.1775
S2	1.1723	1.1723	1.1890
S3	1.1505	1.1609	1.1870
S4	1.1287	1.1391	1.1810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1945	1.1810	0.0135	1.1%	0.0067	0.6%	4%	False	True	312
10	1.2124	1.1810	0.0314	2.7%	0.0075	0.6%	2%	False	True	330
20	1.2214	1.1810	0.0404	3.4%	0.0079	0.7%	1%	False	True	273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2206
2.618	1.2083
1.618	1.2008
1.000	1.1961
0.618	1.1932
HIGH	1.1886
0.618	1.1857
0.500	1.1848
0.382	1.1839
LOW	1.1810
0.618	1.1763
1.000	1.1735
1.618	1.1688
2.618	1.1612
4.250	1.1489

Fisher Pivots for day following 05-Oct-2017
Pivot	1 day	3 day
R1	1.1848	1.1854
PP	1.1837	1.1841
S1	1.1826	1.1828

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

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