CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	1.0928	1.0982	0.0055	0.5%	1.0932
High	1.0974	1.1013	0.0040	0.4%	1.1044
Low	1.0928	1.0982	0.0055	0.5%	1.0892
Close	1.0974	1.0997	0.0023	0.2%	1.0908
Range	0.0046	0.0031	-0.0015	-32.6%	0.0152
ATR	0.0074	0.0071	-0.0002	-3.3%	0.0000
Volume	14	37	23	164.3%	179

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1090	1.1074	1.1014
R3	1.1059	1.1043	1.1005
R2	1.1028	1.1028	1.1002
R1	1.1012	1.1012	1.0999	1.1020
PP	1.0997	1.0997	1.0997	1.1001
S1	1.0981	1.0981	1.0994	1.0989
S2	1.0966	1.0966	1.0991
S3	1.0935	1.0950	1.0988
S4	1.0904	1.0919	1.0979

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%	0.0061	0.6%	69%	False	False	44
10	1.1044	1.0865	0.0179	1.6%	0.0054	0.5%	73%	False	False	30
20	1.1044	1.0829	0.0215	2.0%	0.0048	0.4%	78%	False	False	32
40	1.1153	1.0829	0.0324	2.9%	0.0051	0.5%	52%	False	False	22

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0001
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1145
2.618	1.1094
1.618	1.1063
1.000	1.1044
0.618	1.1032
HIGH	1.1013
0.618	1.1001
0.500	1.0998
0.382	1.0994
LOW	1.0982
0.618	1.0963
1.000	1.0951
1.618	1.0932
2.618	1.0901
4.250	1.0850

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	1.0998	1.0982
PP	1.0997	1.0967
S1	1.0997	1.0953

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

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