CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	1.1743	1.1750	0.0007	0.1%	1.1871
High	1.1753	1.1750	-0.0003	0.0%	1.1935
Low	1.1724	1.1703	-0.0022	-0.2%	1.1674
Close	1.1747	1.1713	-0.0034	-0.3%	1.1696
Range	0.0029	0.0047	0.0019	64.9%	0.0261
ATR	0.0075	0.0073	-0.0002	-2.7%	0.0000
Volume	132	680	548	415.2%	3,465

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1863	1.1835	1.1739
R3	1.1816	1.1788	1.1726
R2	1.1769	1.1769	1.1722
R1	1.1741	1.1741	1.1717	1.1731
PP	1.1722	1.1722	1.1722	1.1717
S1	1.1694	1.1694	1.1709	1.1684
S2	1.1675	1.1675	1.1704
S3	1.1628	1.1647	1.1700
S4	1.1581	1.1600	1.1687

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%	0.0081	0.7%	15%	False	False	617
10	1.1958	1.1674	0.0285	2.4%	0.0074	0.6%	14%	False	False	526
20	1.1985	1.1674	0.0311	2.7%	0.0067	0.6%	13%	False	False	517
40	1.2214	1.1674	0.0540	4.6%	0.0074	0.6%	7%	False	False	390

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1949
2.618	1.1873
1.618	1.1826
1.000	1.1797
0.618	1.1779
HIGH	1.1750
0.618	1.1732
0.500	1.1726
0.382	1.1720
LOW	1.1703
0.618	1.1673
1.000	1.1656
1.618	1.1626
2.618	1.1579
4.250	1.1503

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	1.1726	1.1722
PP	1.1722	1.1719
S1	1.1717	1.1716

Download as Excel Spreadsheet

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

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