CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	1.1304	1.1217	-0.0087	-0.8%	1.0928
High	1.1304	1.1293	-0.0011	-0.1%	1.1304
Low	1.1200	1.1208	0.0008	0.1%	1.0928
Close	1.1225	1.1293	0.0069	0.6%	1.1225
Range	0.0104	0.0085	-0.0019	-18.3%	0.0377
ATR	0.0087	0.0086	0.0000	-0.1%	0.0000
Volume	22	38	16	72.7%	123

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1520	1.1491	1.1340
R3	1.1435	1.1406	1.1316
R2	1.1350	1.1350	1.1309
R1	1.1321	1.1321	1.1301	1.1336
PP	1.1265	1.1265	1.1265	1.1272
S1	1.1236	1.1236	1.1285	1.1251
S2	1.1180	1.1180	1.1277
S3	1.1095	1.1151	1.1270
S4	1.1010	1.1066	1.1246

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2282	1.2130	1.1432
R3	1.1905	1.1753	1.1328
R2	1.1529	1.1529	1.1294
R1	1.1377	1.1377	1.1259	1.1453
PP	1.1152	1.1152	1.1152	1.1190
S1	1.1000	1.1000	1.1190	1.1076
S2	1.0776	1.0776	1.1155
S3	1.0399	1.0624	1.1121
S4	1.0023	1.0247	1.1017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1304	1.0982	0.0322	2.9%	0.0113	1.0%	97%	False	False	29
10	1.1304	1.0892	0.0412	3.6%	0.0087	0.8%	97%	False	False	33
20	1.1304	1.0865	0.0439	3.9%	0.0064	0.6%	97%	False	False	36
40	1.1304	1.0829	0.0475	4.2%	0.0058	0.5%	98%	False	False	23

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

Fibonacci Retracements and Extensions
4.250	1.1654
2.618	1.1516
1.618	1.1431
1.000	1.1378
0.618	1.1346
HIGH	1.1293
0.618	1.1261
0.500	1.1251
0.382	1.1240
LOW	1.1208
0.618	1.1155
1.000	1.1123
1.618	1.1070
2.618	1.0985
4.250	1.0847

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	1.1279	1.1272
PP	1.1265	1.1252
S1	1.1251	1.1231

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

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