CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 16-Oct-2017

Day Change Summary
	Previous	Current
	13-Oct-2017	16-Oct-2017	Change	Change %	Previous Week
Open	1.1950	1.1921	-0.0029	-0.2%	1.1852
High	1.1982	1.1924	-0.0058	-0.5%	1.1985
Low	1.1916	1.1888	-0.0028	-0.2%	1.1835
Close	1.1925	1.1898	-0.0027	-0.2%	1.1925
Range	0.0067	0.0037	-0.0030	-45.1%	0.0150
ATR	0.0077	0.0074	-0.0003	-3.6%	0.0000
Volume	666	510	-156	-23.4%	2,871

Daily Pivots for day following 16-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2013	1.1992	1.1918
R3	1.1976	1.1955	1.1908
R2	1.1940	1.1940	1.1905
R1	1.1919	1.1919	1.1901	1.1911
PP	1.1903	1.1903	1.1903	1.1899
S1	1.1882	1.1882	1.1895	1.1875
S2	1.1867	1.1867	1.1891
S3	1.1830	1.1846	1.1888
S4	1.1794	1.1809	1.1878

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	1.1853	0.0132	1.1%	0.0060	0.5%	34%	False	False	611
10	1.1985	1.1780	0.0205	1.7%	0.0060	0.5%	58%	False	False	474
20	1.2150	1.1780	0.0370	3.1%	0.0073	0.6%	32%	False	False	387

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2079
2.618	1.2020
1.618	1.1983
1.000	1.1961
0.618	1.1947
HIGH	1.1924
0.618	1.1910
0.500	1.1906
0.382	1.1901
LOW	1.1888
0.618	1.1865
1.000	1.1851
1.618	1.1828
2.618	1.1792
4.250	1.1732

Fisher Pivots for day following 16-Oct-2017
Pivot	1 day	3 day
R1	1.1906	1.1936
PP	1.1903	1.1923
S1	1.1901	1.1911

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

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