CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 07-Nov-2017

Day Change Summary
	Previous	Current
	06-Nov-2017	07-Nov-2017	Change	Change %	Previous Week
Open	1.1700	1.1702	0.0002	0.0%	1.1691
High	1.1713	1.1705	-0.0008	-0.1%	1.1784
Low	1.1675	1.1649	-0.0027	-0.2%	1.1691
Close	1.1699	1.1680	-0.0020	-0.2%	1.1701
Range	0.0038	0.0056	0.0019	49.3%	0.0093
ATR	0.0072	0.0071	-0.0001	-1.6%	0.0000
Volume	942	893	-49	-5.2%	1,919

Daily Pivots for day following 07-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1846	1.1819	1.1710
R3	1.1790	1.1763	1.1695
R2	1.1734	1.1734	1.1690
R1	1.1707	1.1707	1.1685	1.1692
PP	1.1678	1.1678	1.1678	1.1670
S1	1.1651	1.1651	1.1674	1.1636
S2	1.1622	1.1622	1.1669
S3	1.1566	1.1595	1.1664
S4	1.1510	1.1539	1.1649

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	1.1649	0.0135	1.2%	0.0060	0.5%	23%	False	True	671
10	1.1935	1.1649	0.0286	2.4%	0.0072	0.6%	11%	False	True	636
20	1.1985	1.1649	0.0336	2.9%	0.0067	0.6%	9%	False	True	551
40	1.2150	1.1649	0.0501	4.3%	0.0072	0.6%	6%	False	True	434

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

Fibonacci Retracements and Extensions
4.250	1.1943
2.618	1.1851
1.618	1.1795
1.000	1.1761
0.618	1.1739
HIGH	1.1705
0.618	1.1683
0.500	1.1677
0.382	1.1670
LOW	1.1649
0.618	1.1614
1.000	1.1593
1.618	1.1558
2.618	1.1502
4.250	1.1411

Fisher Pivots for day following 07-Nov-2017
Pivot	1 day	3 day
R1	1.1679	1.1716
PP	1.1678	1.1704
S1	1.1677	1.1692

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

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