CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 13-Oct-2017

Day Change Summary
	Previous	Current
	12-Oct-2017	13-Oct-2017	Change	Change %	Previous Week
Open	1.1978	1.1950	-0.0028	-0.2%	1.1852
High	1.1985	1.1982	-0.0003	0.0%	1.1985
Low	1.1935	1.1916	-0.0020	-0.2%	1.1835
Close	1.1943	1.1925	-0.0018	-0.1%	1.1925
Range	0.0050	0.0067	0.0017	34.3%	0.0150
ATR	0.0077	0.0077	-0.0001	-1.0%	0.0000
Volume	496	666	170	34.3%	2,871

Daily Pivots for day following 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2140	1.2099	1.1962
R3	1.2074	1.2033	1.1943
R2	1.2007	1.2007	1.1937
R1	1.1966	1.1966	1.1931	1.1954
PP	1.1941	1.1941	1.1941	1.1935
S1	1.1900	1.1900	1.1919	1.1887
S2	1.1874	1.1874	1.1913
S3	1.1808	1.1833	1.1907
S4	1.1741	1.1767	1.1888

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2365	1.2295	1.2008
R3	1.2215	1.2145	1.1966
R2	1.2065	1.2065	1.1953
R1	1.1995	1.1995	1.1939	1.2030
PP	1.1915	1.1915	1.1915	1.1932
S1	1.1845	1.1845	1.1911	1.1880
S2	1.1765	1.1765	1.1898
S3	1.1615	1.1695	1.1884
S4	1.1465	1.1545	1.1843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1985	1.1835	0.0150	1.3%	0.0059	0.5%	60%	False	False	574
10	1.1985	1.1780	0.0205	1.7%	0.0064	0.5%	71%	False	False	451
20	1.2150	1.1780	0.0370	3.1%	0.0073	0.6%	39%	False	False	374

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2265
2.618	1.2156
1.618	1.2090
1.000	1.2049
0.618	1.2023
HIGH	1.1982
0.618	1.1957
0.500	1.1949
0.382	1.1941
LOW	1.1916
0.618	1.1874
1.000	1.1849
1.618	1.1808
2.618	1.1741
4.250	1.1633

Fisher Pivots for day following 13-Oct-2017
Pivot	1 day	3 day
R1	1.1949	1.1945
PP	1.1941	1.1938
S1	1.1933	1.1932

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

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