CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 30-Oct-2017

Day Change Summary
	Previous	Current
	27-Oct-2017	30-Oct-2017	Change	Change %	Previous Week
Open	1.1741	1.1691	-0.0051	-0.4%	1.1871
High	1.1742	1.1754	0.0012	0.1%	1.1935
Low	1.1674	1.1691	0.0017	0.1%	1.1674
Close	1.1696	1.1735	0.0040	0.3%	1.1696
Range	0.0069	0.0064	-0.0005	-7.3%	0.0261
ATR	0.0080	0.0079	-0.0001	-1.5%	0.0000
Volume	602	265	-337	-56.0%	3,465

Daily Pivots for day following 30-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1917	1.1890	1.1770
R3	1.1854	1.1826	1.1752
R2	1.1790	1.1790	1.1747
R1	1.1763	1.1763	1.1741	1.1776
PP	1.1727	1.1727	1.1727	1.1733
S1	1.1699	1.1699	1.1729	1.1713
S2	1.1663	1.1663	1.1723
S3	1.1600	1.1636	1.1718
S4	1.1536	1.1572	1.1700

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2551	1.2384	1.1839
R3	1.2290	1.2123	1.1767
R2	1.2029	1.2029	1.1743
R1	1.1862	1.1862	1.1719	1.1815
PP	1.1768	1.1768	1.1768	1.1744
S1	1.1601	1.1601	1.1672	1.1554
S2	1.1507	1.1507	1.1648
S3	1.1246	1.1340	1.1624
S4	1.0985	1.1079	1.1552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1935	1.1674	0.0261	2.2%	0.0088	0.7%	24%	False	False	657
10	1.1958	1.1674	0.0285	2.4%	0.0079	0.7%	22%	False	False	519
20	1.1985	1.1674	0.0311	2.7%	0.0069	0.6%	20%	False	False	496
40	1.2214	1.1674	0.0540	4.6%	0.0075	0.6%	11%	False	False	372

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2024
2.618	1.1920
1.618	1.1857
1.000	1.1818
0.618	1.1793
HIGH	1.1754
0.618	1.1730
0.500	1.1722
0.382	1.1715
LOW	1.1691
0.618	1.1651
1.000	1.1627
1.618	1.1588
2.618	1.1524
4.250	1.1421

Fisher Pivots for day following 30-Oct-2017
Pivot	1 day	3 day
R1	1.1731	1.1804
PP	1.1727	1.1781
S1	1.1722	1.1758

Download as Excel Spreadsheet

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

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