CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 26-Feb-2016

Day Change Summary
	Previous	Current
	25-Feb-2016	26-Feb-2016	Change	Change %	Previous Week
Open	1.1079	1.1134	0.0056	0.5%	1.1107
High	1.1115	1.1138	0.0023	0.2%	1.1138
Low	1.1073	1.0994	-0.0080	-0.7%	1.0994
Close	1.1115	1.1004	-0.0112	-1.0%	1.1004
Range	0.0042	0.0145	0.0103	244.0%	0.0145
ATR	0.0078	0.0082	0.0005	6.2%	0.0000
Volume	10	231	221	2,210.0%	294

Daily Pivots for day following 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1479	1.1386	1.1083
R3	1.1334	1.1241	1.1043
R2	1.1190	1.1190	1.1030
R1	1.1097	1.1097	1.1017	1.1071
PP	1.1045	1.1045	1.1045	1.1032
S1	1.0952	1.0952	1.0990	1.0926
S2	1.0901	1.0901	1.0977
S3	1.0756	1.0808	1.0964
S4	1.0612	1.0663	1.0924

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1479	1.1386	1.1083
R3	1.1334	1.1241	1.1043
R2	1.1190	1.1190	1.1030
R1	1.1097	1.1097	1.1017	1.1071
PP	1.1045	1.1045	1.1045	1.1032
S1	1.0952	1.0952	1.0990	1.0926
S2	1.0901	1.0901	1.0977
S3	1.0756	1.0808	1.0964
S4	1.0612	1.0663	1.0924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1138	1.0994	0.0145	1.3%	0.0053	0.5%	7%	True	True	58
10	1.1377	1.0994	0.0384	3.5%	0.0051	0.5%	3%	False	True	40
20	1.1450	1.0892	0.0558	5.1%	0.0076	0.7%	20%	False	False	36
40	1.1450	1.0829	0.0621	5.6%	0.0062	0.6%	28%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.1752
2.618	1.1516
1.618	1.1372
1.000	1.1283
0.618	1.1227
HIGH	1.1138
0.618	1.1083
0.500	1.1066
0.382	1.1049
LOW	1.0994
0.618	1.0904
1.000	1.0849
1.618	1.0760
2.618	1.0615
4.250	1.0379

Fisher Pivots for day following 26-Feb-2016
Pivot	1 day	3 day
R1	1.1066	1.1066
PP	1.1045	1.1045
S1	1.1024	1.1024

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

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