CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	1.1032	1.1014	-0.0018	-0.2%	1.0972
High	1.1032	1.1016	-0.0016	-0.1%	1.1066
Low	1.1032	1.1011	-0.0021	-0.2%	1.0972
Close	1.1032	1.1016	-0.0016	-0.1%	1.1046
Range	0.0000	0.0005	0.0005		0.0094
ATR	0.0084	0.0080	-0.0005	-5.4%	0.0000
Volume	0	2	2		22

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1029	1.1028	1.1019
R3	1.1024	1.1023	1.1017
R2	1.1019	1.1019	1.1017
R1	1.1018	1.1018	1.1016	1.1019
PP	1.1014	1.1014	1.1014	1.1015
S1	1.1013	1.1013	1.1016	1.1014
S2	1.1009	1.1009	1.1015
S3	1.1004	1.1008	1.1015
S4	1.0999	1.1003	1.1013

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1310	1.1272	1.1098
R3	1.1216	1.1178	1.1072
R2	1.1122	1.1122	1.1063
R1	1.1084	1.1084	1.1055	1.1103
PP	1.1028	1.1028	1.1028	1.1038
S1	1.0990	1.0990	1.1037	1.1009
S2	1.0934	1.0934	1.1029
S3	1.0840	1.0896	1.1020
S4	1.0746	1.0802	1.0994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1080	1.0992	0.0088	0.8%	0.0008	0.1%	27%	False	False	3
10	1.1100	1.0899	0.0201	1.8%	0.0032	0.3%	58%	False	False	7
20	1.1153	1.0688	0.0465	4.2%	0.0064	0.6%	71%	False	False	19

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1037
2.618	1.1029
1.618	1.1024
1.000	1.1021
0.618	1.1019
HIGH	1.1016
0.618	1.1014
0.500	1.1014
0.382	1.1013
LOW	1.1011
0.618	1.1008
1.000	1.1006
1.618	1.1003
2.618	1.0998
4.250	1.0990

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	1.1015	1.1046
PP	1.1014	1.1036
S1	1.1014	1.1026

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

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