CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	1.1950	1.1871	-0.0079	-0.7%	1.1921
High	1.1958	1.1876	-0.0082	-0.7%	1.1958
Low	1.1868	1.1829	-0.0039	-0.3%	1.1836
Close	1.1882	1.1840	-0.0042	-0.4%	1.1882
Range	0.0090	0.0047	-0.0043	-48.0%	0.0123
ATR	0.0074	0.0073	-0.0002	-2.1%	0.0000
Volume	332	445	113	34.0%	1,970

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1988	1.1960	1.1865
R3	1.1941	1.1914	1.1852
R2	1.1895	1.1895	1.1848
R1	1.1867	1.1867	1.1844	1.1858
PP	1.1848	1.1848	1.1848	1.1843
S1	1.1821	1.1821	1.1835	1.1811
S2	1.1802	1.1802	1.1831
S3	1.1755	1.1774	1.1827
S4	1.1709	1.1728	1.1814

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2259	1.2193	1.1949
R3	1.2137	1.2070	1.1915
R2	1.2014	1.2014	1.1904
R1	1.1948	1.1948	1.1893	1.1920
PP	1.1892	1.1892	1.1892	1.1878
S1	1.1825	1.1825	1.1870	1.1797
S2	1.1769	1.1769	1.1859
S3	1.1647	1.1703	1.1848
S4	1.1524	1.1580	1.1814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1958	1.1829	0.0129	1.1%	0.0070	0.6%	8%	False	True	381
10	1.1985	1.1829	0.0156	1.3%	0.0065	0.5%	7%	False	True	496
20	1.1985	1.1780	0.0205	1.7%	0.0067	0.6%	29%	False	False	400
40	1.2214	1.1780	0.0434	3.7%	0.0076	0.6%	14%	False	False	328

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2073
2.618	1.1997
1.618	1.1951
1.000	1.1922
0.618	1.1904
HIGH	1.1876
0.618	1.1858
0.500	1.1852
0.382	1.1847
LOW	1.1829
0.618	1.1800
1.000	1.1783
1.618	1.1754
2.618	1.1707
4.250	1.1631

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	1.1852	1.1894
PP	1.1848	1.1876
S1	1.1844	1.1858

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

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