CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	1.1749	1.1700	-0.0049	-0.4%	1.1691
High	1.1784	1.1713	-0.0071	-0.6%	1.1784
Low	1.1693	1.1675	-0.0018	-0.2%	1.1691
Close	1.1701	1.1699	-0.0002	0.0%	1.1701
Range	0.0091	0.0038	-0.0053	-58.6%	0.0093
ATR	0.0074	0.0072	-0.0003	-3.5%	0.0000
Volume	379	942	563	148.5%	1,919

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1808	1.1791	1.1720
R3	1.1771	1.1754	1.1709
R2	1.1733	1.1733	1.1706
R1	1.1716	1.1716	1.1702	1.1706
PP	1.1696	1.1696	1.1696	1.1690
S1	1.1679	1.1679	1.1696	1.1668
S2	1.1658	1.1658	1.1692
S3	1.1621	1.1641	1.1689
S4	1.1583	1.1604	1.1678

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2004	1.1945	1.1752
R3	1.1911	1.1852	1.1726
R2	1.1818	1.1818	1.1718
R1	1.1759	1.1759	1.1709	1.1789
PP	1.1725	1.1725	1.1725	1.1740
S1	1.1666	1.1666	1.1692	1.1696
S2	1.1632	1.1632	1.1683
S3	1.1539	1.1573	1.1675
S4	1.1446	1.1480	1.1649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1784	1.1675	0.0109	0.9%	0.0055	0.5%	22%	False	True	519
10	1.1935	1.1674	0.0261	2.2%	0.0071	0.6%	10%	False	False	588
20	1.1985	1.1674	0.0311	2.7%	0.0068	0.6%	8%	False	False	542
40	1.2150	1.1674	0.0476	4.1%	0.0072	0.6%	5%	False	False	414

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1872
2.618	1.1811
1.618	1.1773
1.000	1.1750
0.618	1.1736
HIGH	1.1713
0.618	1.1698
0.500	1.1694
0.382	1.1689
LOW	1.1675
0.618	1.1652
1.000	1.1638
1.618	1.1614
2.618	1.1577
4.250	1.1516

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	1.1697	1.1729
PP	1.1696	1.1719
S1	1.1694	1.1709

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

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