CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 25-Oct-2017

Day Change Summary
	Previous	Current
	24-Oct-2017	25-Oct-2017	Change	Change %	Previous Week
Open	1.1855	1.1869	0.0015	0.1%	1.1921
High	1.1894	1.1918	0.0024	0.2%	1.1958
Low	1.1845	1.1855	0.0010	0.1%	1.1836
Close	1.1888	1.1907	0.0019	0.2%	1.1882
Range	0.0049	0.0063	0.0014	28.6%	0.0123
ATR	0.0072	0.0071	-0.0001	-0.9%	0.0000
Volume	407	602	195	47.9%	1,970

Daily Pivots for day following 25-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2082	1.2057	1.1941
R3	1.2019	1.1994	1.1924
R2	1.1956	1.1956	1.1918
R1	1.1931	1.1931	1.1912	1.1944
PP	1.1893	1.1893	1.1893	1.1899
S1	1.1868	1.1868	1.1901	1.1881
S2	1.1830	1.1830	1.1895
S3	1.1767	1.1805	1.1889
S4	1.1704	1.1742	1.1872

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%	0.0066	0.6%	60%	False	False	434
10	1.1985	1.1829	0.0156	1.3%	0.0061	0.5%	50%	False	False	458
20	1.1985	1.1780	0.0205	1.7%	0.0064	0.5%	62%	False	False	418
40	1.2214	1.1780	0.0434	3.6%	0.0075	0.6%	29%	False	False	344

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2185
2.618	1.2082
1.618	1.2019
1.000	1.1981
0.618	1.1956
HIGH	1.1918
0.618	1.1893
0.500	1.1886
0.382	1.1879
LOW	1.1855
0.618	1.1816
1.000	1.1792
1.618	1.1753
2.618	1.1690
4.250	1.1587

Fisher Pivots for day following 25-Oct-2017
Pivot	1 day	3 day
R1	1.1900	1.1895
PP	1.1893	1.1884
S1	1.1886	1.1873

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

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