CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	1.0970	1.1008	0.0038	0.3%	1.0932
High	1.1044	1.1008	-0.0037	-0.3%	1.1044
Low	1.0970	1.0892	-0.0078	-0.7%	1.0892
Close	1.1037	1.0908	-0.0129	-1.2%	1.0908
Range	0.0074	0.0116	0.0042	56.1%	0.0152
ATR	0.0069	0.0074	0.0005	7.9%	0.0000
Volume	95	65	-30	-31.6%	179

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1282	1.1211	1.0972
R3	1.1167	1.1095	1.0940
R2	1.1051	1.1051	1.0929
R1	1.0980	1.0980	1.0919	1.0958
PP	1.0936	1.0936	1.0936	1.0925
S1	1.0864	1.0864	1.0897	1.0842
S2	1.0820	1.0820	1.0887
S3	1.0705	1.0749	1.0876
S4	1.0589	1.0633	1.0844

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1404	1.1308	1.0992
R3	1.1252	1.1156	1.0950
R2	1.1100	1.1100	1.0936
R1	1.1004	1.1004	1.0922	1.0976
PP	1.0948	1.0948	1.0948	1.0934
S1	1.0852	1.0852	1.0894	1.0824
S2	1.0796	1.0796	1.0880
S3	1.0644	1.0700	1.0866
S4	1.0492	1.0548	1.0824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1044	1.0892	0.0152	1.4%	0.0055	0.5%	11%	False	True	35
10	1.1044	1.0865	0.0179	1.6%	0.0055	0.5%	24%	False	False	48
20	1.1044	1.0829	0.0215	2.0%	0.0053	0.5%	37%	False	False	31
40	1.1153	1.0688	0.0465	4.3%	0.0058	0.5%	47%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	1.1498
2.618	1.1310
1.618	1.1194
1.000	1.1123
0.618	1.1079
HIGH	1.1008
0.618	1.0963
0.500	1.0950
0.382	1.0936
LOW	1.0892
0.618	1.0821
1.000	1.0777
1.618	1.0705
2.618	1.0590
4.250	1.0401

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	1.0950	1.0968
PP	1.0936	1.0948
S1	1.0922	1.0928

Download as Excel Spreadsheet

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

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