CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	1.1158	1.1304	0.0146	1.3%	1.0928
High	1.1302	1.1304	0.0002	0.0%	1.1304
Low	1.1158	1.1200	0.0042	0.4%	1.0928
Close	1.1292	1.1225	-0.0067	-0.6%	1.1225
Range	0.0144	0.0104	-0.0040	-27.8%	0.0377
ATR	0.0085	0.0087	0.0001	1.6%	0.0000
Volume	24	22	-2	-8.3%	123

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1555	1.1494	1.1282
R3	1.1451	1.1390	1.1253
R2	1.1347	1.1347	1.1244
R1	1.1286	1.1286	1.1234	1.1264
PP	1.1243	1.1243	1.1243	1.1232
S1	1.1182	1.1182	1.1215	1.1160
S2	1.1139	1.1139	1.1205
S3	1.1035	1.1078	1.1196
S4	1.0931	1.0974	1.1167

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2282	1.2130	1.1432
R3	1.1905	1.1753	1.1328
R2	1.1529	1.1529	1.1294
R1	1.1377	1.1377	1.1259	1.1453
PP	1.1152	1.1152	1.1152	1.1190
S1	1.1000	1.1000	1.1190	1.1076
S2	1.0776	1.0776	1.1155
S3	1.0399	1.0624	1.1121
S4	1.0023	1.0247	1.1017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1304	1.0928	0.0377	3.4%	0.0105	0.9%	79%	True	False	24
10	1.1304	1.0892	0.0412	3.7%	0.0080	0.7%	81%	True	False	30
20	1.1304	1.0865	0.0439	3.9%	0.0061	0.5%	82%	True	False	35
40	1.1304	1.0829	0.0475	4.2%	0.0059	0.5%	83%	True	False	23

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	True
Stretch	0.0001
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1746
2.618	1.1576
1.618	1.1472
1.000	1.1408
0.618	1.1368
HIGH	1.1304
0.618	1.1264
0.500	1.1252
0.382	1.1240
LOW	1.1200
0.618	1.1136
1.000	1.1096
1.618	1.1032
2.618	1.0928
4.250	1.0758

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	1.1252	1.1200
PP	1.1243	1.1176
S1	1.1234	1.1152

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

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