CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	1.0967	1.1040	0.0073	0.7%	1.0974
High	1.1012	1.1040	0.0028	0.2%	1.1035
Low	1.0967	1.0966	-0.0001	0.0%	1.0914
Close	1.1010	1.0975	-0.0035	-0.3%	1.0994
Range	0.0045	0.0074	0.0029	63.3%	0.0122
ATR	0.0070	0.0070	0.0000	0.4%	0.0000
Volume	16	35	19	118.8%	295

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1214	1.1168	1.1015
R3	1.1141	1.1095	1.0995
R2	1.1067	1.1067	1.0988
R1	1.1021	1.1021	1.0982	1.1007
PP	1.0994	1.0994	1.0994	1.0987
S1	1.0948	1.0948	1.0968	1.0934
S2	1.0920	1.0920	1.0962
S3	1.0847	1.0874	1.0955
S4	1.0773	1.0801	1.0935

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	1.1040	1.0914	0.0126	1.1%	0.0052	0.5%	49%	True	False	59
10	1.1040	1.0829	0.0211	1.9%	0.0042	0.4%	69%	True	False	37
20	1.1080	1.0829	0.0251	2.3%	0.0041	0.4%	58%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1352
2.618	1.1232
1.618	1.1158
1.000	1.1113
0.618	1.1085
HIGH	1.1040
0.618	1.1011
0.500	1.1003
0.382	1.0994
LOW	1.0966
0.618	1.0921
1.000	1.0893
1.618	1.0847
2.618	1.0774
4.250	1.0654

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	1.1003	1.1003
PP	1.0994	1.0994
S1	1.0984	1.0984

Download as Excel Spreadsheet

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

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