CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	1.0997	1.0994	-0.0003	0.0%	1.0974
High	1.0997	1.1035	0.0038	0.3%	1.1035
Low	1.0949	1.0994	0.0045	0.4%	1.0914
Close	1.0949	1.0994	0.0045	0.4%	1.0994
Range	0.0049	0.0042	-0.0007	-14.4%	0.0122
ATR	0.0071	0.0072	0.0001	1.6%	0.0000
Volume	6	211	205	3,416.7%	295

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1132	1.1104	1.1016
R3	1.1090	1.1063	1.1005
R2	1.1049	1.1049	1.1001
R1	1.1021	1.1021	1.0997	1.1014
PP	1.1007	1.1007	1.1007	1.1004
S1	1.0980	1.0980	1.0990	1.0973
S2	1.0966	1.0966	1.0986
S3	1.0924	1.0938	1.0982
S4	1.0883	1.0897	1.0971

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1345	1.1291	1.1060
R3	1.1224	1.1169	1.1027
R2	1.1102	1.1102	1.1016
R1	1.1048	1.1048	1.1005	1.1075
PP	1.0981	1.0981	1.0981	1.0994
S1	1.0926	1.0926	1.0982	1.0954
S2	1.0859	1.0859	1.0971
S3	1.0738	1.0805	1.0960
S4	1.0616	1.0683	1.0927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1035	1.0914	0.0122	1.1%	0.0031	0.3%	66%	True	False	59
10	1.1035	1.0829	0.0206	1.9%	0.0050	0.5%	80%	True	False	34
20	1.1080	1.0829	0.0251	2.3%	0.0038	0.3%	66%	False	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1211
2.618	1.1144
1.618	1.1102
1.000	1.1077
0.618	1.1061
HIGH	1.1035
0.618	1.1019
0.500	1.1014
0.382	1.1009
LOW	1.0994
0.618	1.0968
1.000	1.0952
1.618	1.0926
2.618	1.0885
4.250	1.0817

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	1.1014	1.0987
PP	1.1007	1.0981
S1	1.1000	1.0974

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

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