CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	1.1377	1.1296	-0.0082	-0.7%	1.1217
High	1.1377	1.1296	-0.0082	-0.7%	1.1450
Low	1.1315	1.1215	-0.0100	-0.9%	1.1208
Close	1.1335	1.1222	-0.0113	-1.0%	1.1335
Range	0.0063	0.0081	0.0018	28.8%	0.0242
ATR	0.0090	0.0092	0.0002	2.3%	0.0000
Volume	17	63	46	270.6%	156

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1486	1.1434	1.1266
R3	1.1405	1.1354	1.1244
R2	1.1325	1.1325	1.1236
R1	1.1273	1.1273	1.1229	1.1259
PP	1.1244	1.1244	1.1244	1.1237
S1	1.1193	1.1193	1.1214	1.1178
S2	1.1164	1.1164	1.1207
S3	1.1083	1.1112	1.1199
S4	1.1003	1.1032	1.1177

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2057	1.1938	1.1468
R3	1.1815	1.1696	1.1401
R2	1.1573	1.1573	1.1379
R1	1.1454	1.1454	1.1357	1.1513
PP	1.1331	1.1331	1.1331	1.1361
S1	1.1212	1.1212	1.1312	1.1271
S2	1.1089	1.1089	1.1290
S3	1.0847	1.0970	1.1268
S4	1.0605	1.0728	1.1201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1450	1.1215	0.0235	2.1%	0.0087	0.8%	3%	False	True	36
10	1.1450	1.0982	0.0468	4.2%	0.0100	0.9%	51%	False	False	32
20	1.1450	1.0865	0.0585	5.2%	0.0078	0.7%	61%	False	False	30
40	1.1450	1.0829	0.0621	5.5%	0.0058	0.5%	63%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1638
2.618	1.1506
1.618	1.1426
1.000	1.1376
0.618	1.1345
HIGH	1.1296
0.618	1.1265
0.500	1.1255
0.382	1.1246
LOW	1.1215
0.618	1.1165
1.000	1.1135
1.618	1.1085
2.618	1.1004
4.250	1.0873

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	1.1255	1.1333
PP	1.1244	1.1296
S1	1.1233	1.1259

Download as Excel Spreadsheet

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

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