CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	1.1928	1.1978	0.0050	0.4%	1.1918
High	1.1978	1.1985	0.0007	0.1%	1.1928
Low	1.1906	1.1935	0.0030	0.2%	1.1780
Close	1.1964	1.1943	-0.0022	-0.2%	1.1844
Range	0.0072	0.0050	-0.0023	-31.3%	0.0148
ATR	0.0079	0.0077	-0.0002	-2.7%	0.0000
Volume	686	496	-190	-27.7%	1,644

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2103	1.2072	1.1970
R3	1.2053	1.2023	1.1956
R2	1.2004	1.2004	1.1952
R1	1.1973	1.1973	1.1947	1.1964
PP	1.1954	1.1954	1.1954	1.1949
S1	1.1924	1.1924	1.1938	1.1914
S2	1.1905	1.1905	1.1933
S3	1.1855	1.1874	1.1929
S4	1.1806	1.1825	1.1915

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2293	1.2216	1.1925
R3	1.2146	1.2069	1.1885
R2	1.1998	1.1998	1.1871
R1	1.1921	1.1921	1.1858	1.1886
PP	1.1851	1.1851	1.1851	1.1833
S1	1.1774	1.1774	1.1830	1.1738
S2	1.1703	1.1703	1.1817
S3	1.1556	1.1626	1.1803
S4	1.1408	1.1479	1.1763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1985	1.1780	0.0205	1.7%	0.0059	0.5%	79%	True	False	502
10	1.1985	1.1780	0.0205	1.7%	0.0063	0.5%	79%	True	False	407
20	1.2150	1.1780	0.0370	3.1%	0.0074	0.6%	44%	False	False	344

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2195
2.618	1.2114
1.618	1.2065
1.000	1.2034
0.618	1.2015
HIGH	1.1985
0.618	1.1966
0.500	1.1960
0.382	1.1954
LOW	1.1935
0.618	1.1904
1.000	1.1886
1.618	1.1855
2.618	1.1805
4.250	1.1725

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	1.1960	1.1935
PP	1.1954	1.1927
S1	1.1948	1.1919

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

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