CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 17-Feb-2016

Day Change Summary
	Previous	Current
	16-Feb-2016	17-Feb-2016	Change	Change %	Previous Week
Open	1.1296	1.1190	-0.0106	-0.9%	1.1217
High	1.1296	1.1217	-0.0079	-0.7%	1.1450
Low	1.1215	1.1190	-0.0025	-0.2%	1.1208
Close	1.1222	1.1217	-0.0005	0.0%	1.1335
Range	0.0081	0.0027	-0.0054	-67.1%	0.0242
ATR	0.0092	0.0088	-0.0004	-4.7%	0.0000
Volume	63	6	-57	-90.5%	156

Daily Pivots for day following 17-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1287	1.1278	1.1231
R3	1.1261	1.1252	1.1224
R2	1.1234	1.1234	1.1221
R1	1.1225	1.1225	1.1219	1.1230
PP	1.1208	1.1208	1.1208	1.1210
S1	1.1199	1.1199	1.1214	1.1203
S2	1.1181	1.1181	1.1212
S3	1.1155	1.1172	1.1209
S4	1.1128	1.1146	1.1202

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	1.1190	0.0260	2.3%	0.0076	0.7%	10%	False	True	23
10	1.1450	1.1000	0.0450	4.0%	0.0099	0.9%	48%	False	False	29
20	1.1450	1.0865	0.0585	5.2%	0.0077	0.7%	60%	False	False	30
40	1.1450	1.0829	0.0621	5.5%	0.0057	0.5%	62%	False	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 16 trading days

Fibonacci Retracements and Extensions
4.250	1.1329
2.618	1.1286
1.618	1.1259
1.000	1.1243
0.618	1.1233
HIGH	1.1217
0.618	1.1206
0.500	1.1203
0.382	1.1200
LOW	1.1190
0.618	1.1174
1.000	1.1164
1.618	1.1147
2.618	1.1121
4.250	1.1077

Fisher Pivots for day following 17-Feb-2016
Pivot	1 day	3 day
R1	1.1212	1.1284
PP	1.1208	1.1261
S1	1.1203	1.1239

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

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