CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	1.1750	1.1755	0.0006	0.0%	1.1700
High	1.1765	1.1895	0.0130	1.1%	1.1768
Low	1.1728	1.1755	0.0027	0.2%	1.1649
Close	1.1759	1.1885	0.0126	1.1%	1.1756
Range	0.0037	0.0140	0.0103	277.0%	0.0119
ATR	0.0064	0.0069	0.0005	8.4%	0.0000
Volume	875	1,409	534	61.0%	7,017

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2263	1.2213	1.1961
R3	1.2124	1.2074	1.1923
R2	1.1984	1.1984	1.1910
R1	1.1934	1.1934	1.1897	1.1959
PP	1.1845	1.1845	1.1845	1.1857
S1	1.1795	1.1795	1.1872	1.1820
S2	1.1705	1.1705	1.1859
S3	1.1566	1.1655	1.1846
S4	1.1426	1.1516	1.1808

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2081	1.2038	1.1821
R3	1.1962	1.1919	1.1789
R2	1.1843	1.1843	1.1778
R1	1.1800	1.1800	1.1767	1.1821
PP	1.1724	1.1724	1.1724	1.1735
S1	1.1681	1.1681	1.1745	1.1702
S2	1.1605	1.1605	1.1734
S3	1.1486	1.1562	1.1723
S4	1.1367	1.1443	1.1691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1895	1.1675	0.0220	1.9%	0.0064	0.5%	95%	True	False	1,493
10	1.1895	1.1649	0.0246	2.1%	0.0062	0.5%	96%	True	False	1,082
20	1.1958	1.1649	0.0310	2.6%	0.0069	0.6%	76%	False	False	783
40	1.2150	1.1649	0.0501	4.2%	0.0071	0.6%	47%	False	False	591

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	1.2487
2.618	1.2260
1.618	1.2120
1.000	1.2034
0.618	1.1981
HIGH	1.1895
0.618	1.1841
0.500	1.1825
0.382	1.1808
LOW	1.1755
0.618	1.1669
1.000	1.1616
1.618	1.1529
2.618	1.1390
4.250	1.1162

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	1.1865	1.1858
PP	1.1845	1.1831
S1	1.1825	1.1805

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

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