CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	1.1693	1.1685	-0.0009	-0.1%	1.1691
High	1.1700	1.1745	0.0045	0.4%	1.1784
Low	1.1675	1.1680	0.0006	0.0%	1.1691
Close	1.1688	1.1738	0.0051	0.4%	1.1701
Range	0.0026	0.0065	0.0039	152.9%	0.0093
ATR	0.0067	0.0067	0.0000	-0.3%	0.0000
Volume	2,363	1,418	-945	-40.0%	1,919

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1914	1.1891	1.1773
R3	1.1850	1.1826	1.1756
R2	1.1785	1.1785	1.1750
R1	1.1762	1.1762	1.1744	1.1774
PP	1.1721	1.1721	1.1721	1.1727
S1	1.1697	1.1697	1.1732	1.1709
S2	1.1656	1.1656	1.1726
S3	1.1592	1.1633	1.1720
S4	1.1527	1.1568	1.1703

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%	0.0055	0.5%	66%	False	False	1,199
10	1.1784	1.1649	0.0135	1.2%	0.0055	0.5%	66%	False	False	813
20	1.1982	1.1649	0.0334	2.8%	0.0066	0.6%	27%	False	False	681
40	1.2150	1.1649	0.0501	4.3%	0.0070	0.6%	18%	False	False	513

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2019
2.618	1.1913
1.618	1.1849
1.000	1.1809
0.618	1.1784
HIGH	1.1745
0.618	1.1720
0.500	1.1712
0.382	1.1705
LOW	1.1680
0.618	1.1640
1.000	1.1616
1.618	1.1576
2.618	1.1511
4.250	1.1406

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	1.1729	1.1724
PP	1.1721	1.1710
S1	1.1712	1.1697

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

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