CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	1.1376	1.1390	0.0014	0.1%	1.0928
High	1.1380	1.1450	0.0070	0.6%	1.1304
Low	1.1253	1.1369	0.0116	1.0%	1.0928
Close	1.1363	1.1404	0.0041	0.4%	1.1225
Range	0.0127	0.0082	-0.0046	-35.8%	0.0377
ATR	0.0091	0.0091	0.0000	-0.3%	0.0000
Volume	10	23	13	130.0%	123

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1652	1.1609	1.1448
R3	1.1570	1.1528	1.1426
R2	1.1489	1.1489	1.1418
R1	1.1446	1.1446	1.1411	1.1468
PP	1.1407	1.1407	1.1407	1.1418
S1	1.1365	1.1365	1.1396	1.1386
S2	1.1326	1.1326	1.1389
S3	1.1244	1.1283	1.1381
S4	1.1163	1.1202	1.1359

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	1.1450	1.1200	0.0250	2.2%	0.0096	0.8%	81%	True	False	32
10	1.1450	1.0892	0.0558	4.9%	0.0102	0.9%	92%	True	False	32
20	1.1450	1.0865	0.0585	5.1%	0.0075	0.7%	92%	True	False	37
40	1.1450	1.0829	0.0621	5.4%	0.0061	0.5%	93%	True	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0003
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1796
2.618	1.1663
1.618	1.1582
1.000	1.1532
0.618	1.1500
HIGH	1.1450
0.618	1.1419
0.500	1.1409
0.382	1.1400
LOW	1.1369
0.618	1.1318
1.000	1.1287
1.618	1.1237
2.618	1.1155
4.250	1.1022

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	1.1409	1.1386
PP	1.1407	1.1369
S1	1.1405	1.1352

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

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