CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	1.1860	1.1866	0.0006	0.1%	1.1750
High	1.1886	1.1906	0.0021	0.2%	1.1950
Low	1.1846	1.1862	0.0016	0.1%	1.1728
Close	1.1854	1.1885	0.0031	0.3%	1.1885
Range	0.0040	0.0044	0.0005	11.4%	0.0222
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	1,372	640	-732	-53.4%	6,740

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2016	1.1995	1.1909
R3	1.1972	1.1951	1.1897
R2	1.1928	1.1928	1.1893
R1	1.1907	1.1907	1.1889	1.1918
PP	1.1884	1.1884	1.1884	1.1890
S1	1.1863	1.1863	1.1881	1.1874
S2	1.1840	1.1840	1.1877
S3	1.1796	1.1819	1.1873
S4	1.1752	1.1775	1.1861

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2520	1.2425	1.2007
R3	1.2298	1.2203	1.1946
R2	1.2076	1.2076	1.1926
R1	1.1981	1.1981	1.1905	1.2029
PP	1.1854	1.1854	1.1854	1.1878
S1	1.1759	1.1759	1.1865	1.1807
S2	1.1632	1.1632	1.1844
S3	1.1410	1.1537	1.1824
S4	1.1188	1.1315	1.1763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1950	1.1728	0.0222	1.9%	0.0067	0.6%	71%	False	False	1,348
10	1.1950	1.1649	0.0302	2.5%	0.0057	0.5%	78%	False	False	1,375
20	1.1950	1.1649	0.0302	2.5%	0.0065	0.5%	78%	False	False	957
40	1.2056	1.1649	0.0407	3.4%	0.0067	0.6%	58%	False	False	682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2093
2.618	1.2021
1.618	1.1977
1.000	1.1950
0.618	1.1933
HIGH	1.1906
0.618	1.1889
0.500	1.1884
0.382	1.1879
LOW	1.1862
0.618	1.1835
1.000	1.1818
1.618	1.1791
2.618	1.1747
4.250	1.1675

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	1.1885	1.1898
PP	1.1884	1.1894
S1	1.1884	1.1889

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

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