CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	1.1755	1.1883	0.0128	1.1%	1.1700
High	1.1895	1.1950	0.0056	0.5%	1.1768
Low	1.1755	1.1875	0.0120	1.0%	1.1649
Close	1.1885	1.1883	-0.0002	0.0%	1.1756
Range	0.0140	0.0075	-0.0065	-46.2%	0.0119
ATR	0.0069	0.0070	0.0000	0.6%	0.0000
Volume	1,409	2,444	1,035	73.5%	7,017

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2128	1.2080	1.1924
R3	1.2053	1.2005	1.1903
R2	1.1978	1.1978	1.1896
R1	1.1930	1.1930	1.1889	1.1916
PP	1.1903	1.1903	1.1903	1.1896
S1	1.1855	1.1855	1.1876	1.1841
S2	1.1828	1.1828	1.1869
S3	1.1753	1.1780	1.1862
S4	1.1678	1.1705	1.1841

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	1.1950	1.1680	0.0270	2.3%	0.0074	0.6%	75%	True	False	1,509
10	1.1950	1.1649	0.0302	2.5%	0.0065	0.5%	78%	True	False	1,258
20	1.1958	1.1649	0.0310	2.6%	0.0069	0.6%	76%	False	False	892
40	1.2124	1.1649	0.0476	4.0%	0.0069	0.6%	49%	False	False	647

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2269
2.618	1.2146
1.618	1.2071
1.000	1.2025
0.618	1.1996
HIGH	1.1950
0.618	1.1921
0.500	1.1913
0.382	1.1904
LOW	1.1875
0.618	1.1829
1.000	1.1800
1.618	1.1754
2.618	1.1679
4.250	1.1556

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	1.1913	1.1868
PP	1.1903	1.1854
S1	1.1893	1.1839

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

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