CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	1.1033	1.0983	-0.0050	-0.5%	1.1050
High	1.1033	1.1154	0.0121	1.1%	1.1163
Low	1.0935	1.0966	0.0031	0.3%	1.0935
Close	1.0963	1.1010	0.0047	0.4%	1.1010
Range	0.0098	0.0188	0.0090	91.8%	0.0228
ATR	0.0100	0.0106	0.0007	6.5%	0.0000
Volume	183	85	-98	-53.6%	459

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1607	1.1497	1.1113
R3	1.1419	1.1309	1.1062
R2	1.1231	1.1231	1.1044
R1	1.1121	1.1121	1.1027	1.1176
PP	1.1043	1.1043	1.1043	1.1071
S1	1.0933	1.0933	1.0993	1.0988
S2	1.0855	1.0855	1.0976
S3	1.0667	1.0745	1.0958
S4	1.0479	1.0557	1.0907

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1720	1.1593	1.1135
R3	1.1492	1.1365	1.1073
R2	1.1264	1.1264	1.1052
R1	1.1137	1.1137	1.1031	1.1087
PP	1.1036	1.1036	1.1036	1.1011
S1	1.0909	1.0909	1.0989	1.0859
S2	1.0808	1.0808	1.0968
S3	1.0580	1.0681	1.0947
S4	1.0352	1.0453	1.0885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1163	1.0935	0.0228	2.1%	0.0110	1.0%	33%	False	False	91
10	1.1163	1.0860	0.0303	2.8%	0.0095	0.9%	50%	False	False	68
20	1.1241	1.0860	0.0381	3.5%	0.0097	0.9%	39%	False	False	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.1953
2.618	1.1646
1.618	1.1458
1.000	1.1342
0.618	1.1270
HIGH	1.1154
0.618	1.1082
0.500	1.1060
0.382	1.1038
LOW	1.0966
0.618	1.0850
1.000	1.0778
1.618	1.0662
2.618	1.0474
4.250	1.0167

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	1.1060	1.1045
PP	1.1043	1.1033
S1	1.1027	1.1022

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

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