CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	1.1000	1.1158	0.0158	1.4%	1.0932
High	1.1200	1.1302	0.0102	0.9%	1.1044
Low	1.1000	1.1158	0.0158	1.4%	1.0892
Close	1.1173	1.1292	0.0119	1.1%	1.0908
Range	0.0200	0.0144	-0.0056	-28.0%	0.0152
ATR	0.0081	0.0085	0.0005	5.6%	0.0000
Volume	26	24	-2	-7.7%	179

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1683	1.1631	1.1371
R3	1.1539	1.1487	1.1331
R2	1.1395	1.1395	1.1318
R1	1.1343	1.1343	1.1305	1.1369
PP	1.1251	1.1251	1.1251	1.1263
S1	1.1199	1.1199	1.1278	1.1225
S2	1.1107	1.1107	1.1265
S3	1.0963	1.1055	1.1252
S4	1.0819	1.0911	1.1212

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	1.1302	1.0892	0.0410	3.6%	0.0107	1.0%	97%	True	False	33
10	1.1302	1.0875	0.0427	3.8%	0.0072	0.6%	98%	True	False	28
20	1.1302	1.0865	0.0437	3.9%	0.0059	0.5%	98%	True	False	34
40	1.1302	1.0829	0.0473	4.2%	0.0057	0.5%	98%	True	False	23

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1914
2.618	1.1679
1.618	1.1535
1.000	1.1446
0.618	1.1391
HIGH	1.1302
0.618	1.1247
0.500	1.1230
0.382	1.1213
LOW	1.1158
0.618	1.1069
1.000	1.1014
1.618	1.0925
2.618	1.0781
4.250	1.0546

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	1.1271	1.1242
PP	1.1251	1.1192
S1	1.1230	1.1142

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

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