CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	1.1750	1.1716	-0.0034	-0.3%	1.1871
High	1.1750	1.1780	0.0031	0.3%	1.1935
Low	1.1703	1.1711	0.0008	0.1%	1.1674
Close	1.1713	1.1755	0.0042	0.4%	1.1696
Range	0.0047	0.0070	0.0023	47.9%	0.0261
ATR	0.0073	0.0073	0.0000	-0.4%	0.0000
Volume	680	463	-217	-31.9%	3,465

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1957	1.1925	1.1793
R3	1.1887	1.1856	1.1774
R2	1.1818	1.1818	1.1767
R1	1.1786	1.1786	1.1761	1.1802
PP	1.1748	1.1748	1.1748	1.1756
S1	1.1717	1.1717	1.1748	1.1733
S2	1.1679	1.1679	1.1742
S3	1.1609	1.1647	1.1735
S4	1.1540	1.1578	1.1716

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	1.1780	1.1674	0.0107	0.9%	0.0055	0.5%	76%	True	False	428
10	1.1958	1.1674	0.0284	2.4%	0.0072	0.6%	29%	False	False	533
20	1.1985	1.1674	0.0311	2.6%	0.0067	0.6%	26%	False	False	507
40	1.2214	1.1674	0.0540	4.6%	0.0073	0.6%	15%	False	False	390

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2075
2.618	1.1962
1.618	1.1892
1.000	1.1850
0.618	1.1823
HIGH	1.1780
0.618	1.1753
0.500	1.1745
0.382	1.1737
LOW	1.1711
0.618	1.1668
1.000	1.1641
1.618	1.1598
2.618	1.1529
4.250	1.1415

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	1.1751	1.1750
PP	1.1748	1.1746
S1	1.1745	1.1741

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

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