CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	1.1217	1.1318	0.0101	0.9%	1.0928
High	1.1293	1.1400	0.0107	0.9%	1.1304
Low	1.1208	1.1318	0.0110	1.0%	1.0928
Close	1.1293	1.1369	0.0076	0.7%	1.1225
Range	0.0085	0.0082	-0.0003	-3.5%	0.0377
ATR	0.0086	0.0088	0.0001	1.7%	0.0000
Volume	38	68	30	78.9%	123

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1608	1.1571	1.1414
R3	1.1526	1.1489	1.1392
R2	1.1444	1.1444	1.1384
R1	1.1407	1.1407	1.1377	1.1426
PP	1.1362	1.1362	1.1362	1.1372
S1	1.1325	1.1325	1.1361	1.1344
S2	1.1280	1.1280	1.1354
S3	1.1198	1.1243	1.1346
S4	1.1116	1.1161	1.1324

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	1.1400	1.1000	0.0400	3.5%	0.0123	1.1%	92%	True	False	35
10	1.1400	1.0892	0.0508	4.5%	0.0092	0.8%	94%	True	False	39
20	1.1400	1.0865	0.0535	4.7%	0.0067	0.6%	94%	True	False	38
40	1.1400	1.0829	0.0571	5.0%	0.0058	0.5%	95%	True	False	24

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	1.1749
2.618	1.1615
1.618	1.1533
1.000	1.1482
0.618	1.1451
HIGH	1.1400
0.618	1.1369
0.500	1.1359
0.382	1.1349
LOW	1.1318
0.618	1.1267
1.000	1.1236
1.618	1.1185
2.618	1.1103
4.250	1.0970

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	1.1366	1.1346
PP	1.1362	1.1323
S1	1.1359	1.1300

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

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