CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	1.1883	1.1860	-0.0023	-0.2%	1.1700
High	1.1950	1.1886	-0.0065	-0.5%	1.1768
Low	1.1875	1.1846	-0.0029	-0.2%	1.1649
Close	1.1883	1.1854	-0.0029	-0.2%	1.1756
Range	0.0075	0.0040	-0.0036	-47.3%	0.0119
ATR	0.0070	0.0068	-0.0002	-3.1%	0.0000
Volume	2,444	1,372	-1,072	-43.9%	7,017

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1980	1.1957	1.1876
R3	1.1941	1.1917	1.1865
R2	1.1901	1.1901	1.1861
R1	1.1878	1.1878	1.1858	1.1870
PP	1.1862	1.1862	1.1862	1.1858
S1	1.1838	1.1838	1.1850	1.1830
S2	1.1822	1.1822	1.1847
S3	1.1783	1.1799	1.1843
S4	1.1743	1.1759	1.1832

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	1.1715	0.0235	2.0%	0.0069	0.6%	59%	False	False	1,500
10	1.1950	1.1649	0.0302	2.5%	0.0062	0.5%	68%	False	False	1,349
20	1.1958	1.1649	0.0309	2.6%	0.0067	0.6%	67%	False	False	941
40	1.2124	1.1649	0.0476	4.0%	0.0068	0.6%	43%	False	False	673

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2053
2.618	1.1989
1.618	1.1949
1.000	1.1925
0.618	1.1910
HIGH	1.1886
0.618	1.1870
0.500	1.1866
0.382	1.1861
LOW	1.1846
0.618	1.1822
1.000	1.1807
1.618	1.1782
2.618	1.1743
4.250	1.1678

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	1.1866	1.1854
PP	1.1862	1.1853
S1	1.1858	1.1853

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

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