CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 31-Oct-2017

Day Change Summary
	Previous	Current
	30-Oct-2017	31-Oct-2017	Change	Change %	Previous Week
Open	1.1691	1.1743	0.0052	0.4%	1.1871
High	1.1754	1.1753	-0.0002	0.0%	1.1935
Low	1.1691	1.1724	0.0034	0.3%	1.1674
Close	1.1735	1.1747	0.0012	0.1%	1.1696
Range	0.0064	0.0029	-0.0035	-55.1%	0.0261
ATR	0.0079	0.0075	-0.0004	-4.6%	0.0000
Volume	265	132	-133	-50.2%	3,465

Daily Pivots for day following 31-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1827	1.1815	1.1763
R3	1.1798	1.1787	1.1755
R2	1.1770	1.1770	1.1752
R1	1.1758	1.1758	1.1750	1.1764
PP	1.1741	1.1741	1.1741	1.1744
S1	1.1730	1.1730	1.1744	1.1736
S2	1.1713	1.1713	1.1742
S3	1.1684	1.1701	1.1739
S4	1.1656	1.1673	1.1731

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%	0.0084	0.7%	28%	False	False	602
10	1.1958	1.1674	0.0285	2.4%	0.0076	0.6%	26%	False	False	485
20	1.1985	1.1674	0.0311	2.6%	0.0067	0.6%	24%	False	False	491
40	1.2214	1.1674	0.0540	4.6%	0.0074	0.6%	14%	False	False	374

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	1.1874
2.618	1.1827
1.618	1.1799
1.000	1.1781
0.618	1.1770
HIGH	1.1753
0.618	1.1742
0.500	1.1738
0.382	1.1735
LOW	1.1724
0.618	1.1706
1.000	1.1696
1.618	1.1678
2.618	1.1649
4.250	1.1603

Fisher Pivots for day following 31-Oct-2017
Pivot	1 day	3 day
R1	1.1744	1.1736
PP	1.1741	1.1725
S1	1.1738	1.1714

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

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