CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	1.1107	1.1074	-0.0033	-0.3%	1.1296
High	1.1107	1.1086	-0.0021	-0.2%	1.1296
Low	1.1089	1.1074	-0.0015	-0.1%	1.1154
Close	1.1101	1.1086	-0.0016	-0.1%	1.1212
Range	0.0018	0.0012	-0.0006	-34.3%	0.0142
ATR	0.0087	0.0083	-0.0004	-4.9%	0.0000
Volume	24	15	-9	-37.5%	98

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1116	1.1112	1.1092
R3	1.1105	1.1101	1.1089
R2	1.1093	1.1093	1.1088
R1	1.1089	1.1089	1.1087	1.1091
PP	1.1082	1.1082	1.1082	1.1083
S1	1.1078	1.1078	1.1084	1.1080
S2	1.1070	1.1070	1.1083
S3	1.1059	1.1066	1.1082
S4	1.1047	1.1055	1.1079

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	1.1217	1.1074	0.0143	1.3%	0.0026	0.2%	8%	False	True	14
10	1.1450	1.1074	0.0376	3.4%	0.0056	0.5%	3%	False	True	25
20	1.1450	1.0892	0.0558	5.0%	0.0072	0.6%	35%	False	False	29
40	1.1450	1.0829	0.0621	5.6%	0.0056	0.5%	41%	False	False	26

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 28 trading days

Fibonacci Retracements and Extensions
4.250	1.1134
2.618	1.1116
1.618	1.1104
1.000	1.1097
0.618	1.1093
HIGH	1.1086
0.618	1.1081
0.500	1.1080
0.382	1.1078
LOW	1.1074
0.618	1.1067
1.000	1.1063
1.618	1.1055
2.618	1.1044
4.250	1.1025

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	1.1084	1.1143
PP	1.1082	1.1124
S1	1.1080	1.1105

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

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