CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	1.1702	1.1693	-0.0009	-0.1%	1.1691
High	1.1705	1.1700	-0.0005	0.0%	1.1784
Low	1.1649	1.1675	0.0026	0.2%	1.1691
Close	1.1680	1.1688	0.0008	0.1%	1.1701
Range	0.0056	0.0026	-0.0031	-54.5%	0.0093
ATR	0.0071	0.0067	-0.0003	-4.6%	0.0000
Volume	893	2,363	1,470	164.6%	1,919

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1764	1.1751	1.1702
R3	1.1738	1.1726	1.1695
R2	1.1713	1.1713	1.1692
R1	1.1700	1.1700	1.1690	1.1694
PP	1.1687	1.1687	1.1687	1.1684
S1	1.1675	1.1675	1.1685	1.1668
S2	1.1662	1.1662	1.1683
S3	1.1636	1.1649	1.1680
S4	1.1611	1.1624	1.1673

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%	0.0056	0.5%	29%	False	False	1,008
10	1.1935	1.1649	0.0286	2.4%	0.0068	0.6%	14%	False	False	812
20	1.1985	1.1649	0.0336	2.9%	0.0065	0.6%	12%	False	False	635
40	1.2150	1.1649	0.0501	4.3%	0.0070	0.6%	8%	False	False	483

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	1.1808
2.618	1.1767
1.618	1.1741
1.000	1.1726
0.618	1.1716
HIGH	1.1700
0.618	1.1690
0.500	1.1687
0.382	1.1684
LOW	1.1675
0.618	1.1659
1.000	1.1649
1.618	1.1633
2.618	1.1608
4.250	1.1566

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	1.1687	1.1685
PP	1.1687	1.1683
S1	1.1687	1.1681

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

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