CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	1.1160	1.1157	-0.0004	0.0%	1.1296
High	1.1174	1.1212	0.0038	0.3%	1.1296
Low	1.1154	1.1157	0.0003	0.0%	1.1154
Close	1.1174	1.1212	0.0038	0.3%	1.1212
Range	0.0020	0.0056	0.0036	177.5%	0.0142
ATR	0.0086	0.0084	-0.0002	-2.5%	0.0000
Volume	8	21	13	162.5%	98

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1360	1.1342	1.1243
R3	1.1305	1.1286	1.1227
R2	1.1249	1.1249	1.1222
R1	1.1231	1.1231	1.1217	1.1240
PP	1.1194	1.1194	1.1194	1.1198
S1	1.1175	1.1175	1.1207	1.1184
S2	1.1138	1.1138	1.1202
S3	1.1083	1.1120	1.1197
S4	1.1027	1.1064	1.1181

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1645	1.1570	1.1290
R3	1.1504	1.1429	1.1251
R2	1.1362	1.1362	1.1238
R1	1.1287	1.1287	1.1225	1.1254
PP	1.1221	1.1221	1.1221	1.1204
S1	1.1146	1.1146	1.1199	1.1112
S2	1.1079	1.1079	1.1186
S3	1.0938	1.1004	1.1173
S4	1.0796	1.0863	1.1134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1377	1.1154	0.0223	2.0%	0.0049	0.4%	26%	False	False	23
10	1.1450	1.1154	0.0296	2.6%	0.0072	0.6%	20%	False	False	27
20	1.1450	1.0875	0.0575	5.1%	0.0072	0.6%	59%	False	False	28
40	1.1450	1.0829	0.0621	5.5%	0.0058	0.5%	62%	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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1448
2.618	1.1357
1.618	1.1302
1.000	1.1268
0.618	1.1246
HIGH	1.1212
0.618	1.1191
0.500	1.1184
0.382	1.1178
LOW	1.1157
0.618	1.1122
1.000	1.1101
1.618	1.1067
2.618	1.1011
4.250	1.0921

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	1.1203	1.1203
PP	1.1194	1.1194
S1	1.1184	1.1185

Download as Excel Spreadsheet

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

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