CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	1.0994	1.0967	-0.0027	-0.2%	1.0974
High	1.1035	1.1012	-0.0023	-0.2%	1.1035
Low	1.0994	1.0967	-0.0027	-0.2%	1.0914
Close	1.0994	1.1010	0.0016	0.1%	1.0994
Range	0.0042	0.0045	0.0004	8.4%	0.0122
ATR	0.0072	0.0070	-0.0002	-2.7%	0.0000
Volume	211	16	-195	-92.4%	295

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1131	1.1115	1.1034
R3	1.1086	1.1070	1.1022
R2	1.1041	1.1041	1.1018
R1	1.1025	1.1025	1.1014	1.1033
PP	1.0996	1.0996	1.0996	1.1000
S1	1.0980	1.0980	1.1005	1.0988
S2	1.0951	1.0951	1.1001
S3	1.0906	1.0935	1.0997
S4	1.0861	1.0890	1.0985

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%	0.0037	0.3%	79%	False	False	56
10	1.1035	1.0829	0.0206	1.9%	0.0042	0.4%	88%	False	False	34
20	1.1080	1.0829	0.0251	2.3%	0.0038	0.3%	72%	False	False	20

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1203
2.618	1.1130
1.618	1.1085
1.000	1.1057
0.618	1.1040
HIGH	1.1012
0.618	1.0995
0.500	1.0990
0.382	1.0984
LOW	1.0967
0.618	1.0939
1.000	1.0922
1.618	1.0894
2.618	1.0849
4.250	1.0776

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	1.1003	1.1004
PP	1.0996	1.0998
S1	1.0990	1.0992

Download as Excel Spreadsheet

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

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