CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 25-Feb-2016

Day Change Summary
	Previous	Current
	24-Feb-2016	25-Feb-2016	Change	Change %	Previous Week
Open	1.1050	1.1079	0.0029	0.3%	1.1296
High	1.1102	1.1115	0.0014	0.1%	1.1296
Low	1.1050	1.1073	0.0023	0.2%	1.1154
Close	1.1090	1.1115	0.0026	0.2%	1.1212
Range	0.0052	0.0042	-0.0010	-18.4%	0.0142
ATR	0.0080	0.0078	-0.0003	-3.4%	0.0000
Volume	14	10	-4	-28.6%	98

Daily Pivots for day following 25-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1227	1.1213	1.1138
R3	1.1185	1.1171	1.1127
R2	1.1143	1.1143	1.1123
R1	1.1129	1.1129	1.1119	1.1136
PP	1.1101	1.1101	1.1101	1.1105
S1	1.1087	1.1087	1.1111	1.1094
S2	1.1059	1.1059	1.1107
S3	1.1017	1.1045	1.1103
S4	1.0975	1.1003	1.1092

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	1.1212	1.1050	0.0162	1.5%	0.0036	0.3%	40%	False	False	16
10	1.1450	1.1050	0.0400	3.6%	0.0045	0.4%	16%	False	False	20
20	1.1450	1.0892	0.0558	5.0%	0.0073	0.7%	40%	False	False	30
40	1.1450	1.0829	0.0621	5.6%	0.0058	0.5%	46%	False	False	26

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1294
2.618	1.1225
1.618	1.1183
1.000	1.1157
0.618	1.1141
HIGH	1.1115
0.618	1.1099
0.500	1.1094
0.382	1.1089
LOW	1.1073
0.618	1.1047
1.000	1.1031
1.618	1.1005
2.618	1.0963
4.250	1.0895

Fisher Pivots for day following 25-Feb-2016
Pivot	1 day	3 day
R1	1.1108	1.1104
PP	1.1101	1.1093
S1	1.1094	1.1083

Download as Excel Spreadsheet

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

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