CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	1.0982	1.1000	0.0018	0.2%	1.0932
High	1.1013	1.1200	0.0187	1.7%	1.1044
Low	1.0982	1.1000	0.0018	0.2%	1.0892
Close	1.0997	1.1173	0.0176	1.6%	1.0908
Range	0.0031	0.0200	0.0169	545.2%	0.0152
ATR	0.0071	0.0081	0.0009	13.2%	0.0000
Volume	37	26	-11	-29.7%	179

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1724	1.1648	1.1283
R3	1.1524	1.1448	1.1228
R2	1.1324	1.1324	1.1209
R1	1.1248	1.1248	1.1191	1.1286
PP	1.1124	1.1124	1.1124	1.1143
S1	1.1048	1.1048	1.1154	1.1086
S2	1.0924	1.0924	1.1136
S3	1.0724	1.0848	1.1118
S4	1.0524	1.0648	1.1063

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	1.1200	1.0892	0.0308	2.8%	0.0093	0.8%	91%	True	False	47
10	1.1200	1.0865	0.0335	3.0%	0.0067	0.6%	92%	True	False	29
20	1.1200	1.0829	0.0371	3.3%	0.0054	0.5%	93%	True	False	33
40	1.1200	1.0829	0.0371	3.3%	0.0055	0.5%	93%	True	False	22

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 41 trading days

Fibonacci Retracements and Extensions
4.250	1.2050
2.618	1.1724
1.618	1.1524
1.000	1.1400
0.618	1.1324
HIGH	1.1200
0.618	1.1124
0.500	1.1100
0.382	1.1076
LOW	1.1000
0.618	1.0876
1.000	1.0800
1.618	1.0676
2.618	1.0476
4.250	1.0150

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	1.1148	1.1136
PP	1.1124	1.1100
S1	1.1100	1.1064

Download as Excel Spreadsheet

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

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