CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	1.0944	1.0914	-0.0030	-0.3%	1.0961
High	1.0944	1.0966	0.0022	0.2%	1.1024
Low	1.0944	1.0914	-0.0030	-0.3%	1.0829
Close	1.0944	1.0966	0.0022	0.2%	1.0992
Range	0.0000	0.0052	0.0052		0.0195
ATR	0.0074	0.0072	-0.0002	-2.1%	0.0000
Volume	20	31	11	55.0%	52

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1104	1.1087	1.0994
R3	1.1052	1.1035	1.0980
R2	1.1000	1.1000	1.0975
R1	1.0983	1.0983	1.0970	1.0992
PP	1.0948	1.0948	1.0948	1.0953
S1	1.0931	1.0931	1.0961	1.0940
S2	1.0896	1.0896	1.0956
S3	1.0844	1.0879	1.0951
S4	1.0792	1.0827	1.0937

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	1.0914	0.0111	1.0%	0.0032	0.3%	47%	False	True	21
10	1.1024	1.0829	0.0195	1.8%	0.0047	0.4%	70%	False	False	13
20	1.1153	1.0829	0.0324	3.0%	0.0046	0.4%	42%	False	False	12

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

Fibonacci Retracements and Extensions
4.250	1.1187
2.618	1.1102
1.618	1.1050
1.000	1.1018
0.618	1.0998
HIGH	1.0966
0.618	1.0946
0.500	1.0940
0.382	1.0933
LOW	1.0914
0.618	1.0881
1.000	1.0862
1.618	1.0829
2.618	1.0777
4.250	1.0693

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	1.0957	1.0958
PP	1.0948	1.0951
S1	1.0940	1.0944

Download as Excel Spreadsheet

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

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