CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	1.0965	1.0908	-0.0057	-0.5%	1.1169
High	1.1003	1.0946	-0.0057	-0.5%	1.1240
Low	1.0905	1.0878	-0.0027	-0.2%	1.0878
Close	1.0922	1.0895	-0.0027	-0.2%	1.0895
Range	0.0098	0.0068	-0.0030	-30.6%	0.0362
ATR	0.0102	0.0100	-0.0002	-2.4%	0.0000
Volume	73	3	-70	-95.9%	175

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1110	1.1071	1.0932
R3	1.1042	1.1003	1.0914
R2	1.0974	1.0974	1.0907
R1	1.0935	1.0935	1.0901	1.0921
PP	1.0906	1.0906	1.0906	1.0899
S1	1.0867	1.0867	1.0889	1.0853
S2	1.0838	1.0838	1.0883
S3	1.0770	1.0799	1.0876
S4	1.0702	1.0731	1.0858

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2090	1.1855	1.1094
R3	1.1728	1.1493	1.0995
R2	1.1366	1.1366	1.0961
R1	1.1131	1.1131	1.0928	1.1068
PP	1.1004	1.1004	1.1004	1.0973
S1	1.0769	1.0769	1.0862	1.0706
S2	1.0642	1.0642	1.0829
S3	1.0280	1.0407	1.0795
S4	0.9918	1.0045	1.0696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1240	1.0878	0.0362	3.3%	0.0113	1.0%	5%	False	True	35
10	1.1241	1.0878	0.0363	3.3%	0.0100	0.9%	5%	False	True	67
20	1.1457	1.0878	0.0579	5.3%	0.0092	0.8%	3%	False	True	46

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1235
2.618	1.1124
1.618	1.1056
1.000	1.1014
0.618	1.0988
HIGH	1.0946
0.618	1.0920
0.500	1.0912
0.382	1.0904
LOW	1.0878
0.618	1.0836
1.000	1.0810
1.618	1.0768
2.618	1.0700
4.250	1.0589

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	1.0912	1.0978
PP	1.0906	1.0950
S1	1.0901	1.0923

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

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