CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	1.0953	1.0987	0.0034	0.3%	1.0961
High	1.1024	1.0992	-0.0032	-0.3%	1.1024
Low	1.0953	1.0970	0.0017	0.2%	1.0829
Close	1.1024	1.0992	-0.0032	-0.3%	1.0992
Range	0.0071	0.0022	-0.0049	-69.0%	0.0195
ATR	0.0084	0.0082	-0.0002	-2.5%	0.0000
Volume	14	15	1	7.1%	52

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1051	1.1043	1.1004
R3	1.1029	1.1021	1.0998
R2	1.1007	1.1007	1.0996
R1	1.0999	1.0999	1.0994	1.1003
PP	1.0985	1.0985	1.0985	1.0987
S1	1.0977	1.0977	1.0990	1.0981
S2	1.0963	1.0963	1.0988
S3	1.0941	1.0955	1.0986
S4	1.0919	1.0933	1.0980

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1533	1.1458	1.1099
R3	1.1338	1.1263	1.1046
R2	1.1143	1.1143	1.1028
R1	1.1068	1.1068	1.1010	1.1106
PP	1.0948	1.0948	1.0948	1.0967
S1	1.0873	1.0873	1.0974	1.0911
S2	1.0753	1.0753	1.0956
S3	1.0558	1.0678	1.0938
S4	1.0363	1.0483	1.0885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1024	1.0829	0.0195	1.8%	0.0069	0.6%	84%	False	False	10
10	1.1080	1.0829	0.0251	2.3%	0.0041	0.4%	65%	False	False	6
20	1.1153	1.0829	0.0324	2.9%	0.0051	0.5%	50%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1086
2.618	1.1050
1.618	1.1028
1.000	1.1014
0.618	1.1006
HIGH	1.0992
0.618	1.0984
0.500	1.0981
0.382	1.0978
LOW	1.0970
0.618	1.0956
1.000	1.0948
1.618	1.0934
2.618	1.0912
4.250	1.0877

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	1.0988	1.0970
PP	1.0985	1.0948
S1	1.0981	1.0927

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

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