CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	1.1393	1.1490	0.0097	0.9%	1.1360
High	1.1465	1.1508	0.0043	0.4%	1.1360
Low	1.1393	1.1490	0.0097	0.9%	1.1277
Close	1.1438	1.1490	0.0052	0.5%	1.1277
Range	0.0072	0.0018	-0.0054	-75.0%	0.0084
ATR	0.0072	0.0072	0.0000	-0.2%	0.0000
Volume	272	31	-241	-88.6%	81

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1550	1.1538	1.1500
R3	1.1532	1.1520	1.1495
R2	1.1514	1.1514	1.1493
R1	1.1502	1.1502	1.1492	1.1499
PP	1.1496	1.1496	1.1496	1.1495
S1	1.1484	1.1484	1.1488	1.1481
S2	1.1478	1.1478	1.1487
S3	1.1460	1.1466	1.1485
S4	1.1442	1.1448	1.1480

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1555	1.1499	1.1322
R3	1.1471	1.1416	1.1299
R2	1.1388	1.1388	1.1292
R1	1.1332	1.1332	1.1284	1.1318
PP	1.1304	1.1304	1.1304	1.1297
S1	1.1249	1.1249	1.1269	1.1235
S2	1.1221	1.1221	1.1261
S3	1.1137	1.1165	1.1254
S4	1.1054	1.1082	1.1231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1508	1.1274	0.0235	2.0%	0.0053	0.5%	92%	True	False	65
10	1.1508	1.1274	0.0235	2.0%	0.0048	0.4%	92%	True	False	43
20	1.1508	1.0932	0.0577	5.0%	0.0055	0.5%	97%	True	False	28

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1585
2.618	1.1555
1.618	1.1537
1.000	1.1526
0.618	1.1519
HIGH	1.1508
0.618	1.1501
0.500	1.1499
0.382	1.1497
LOW	1.1490
0.618	1.1479
1.000	1.1472
1.618	1.1461
2.618	1.1443
4.250	1.1414

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	1.1499	1.1458
PP	1.1496	1.1426
S1	1.1493	1.1394

Download as Excel Spreadsheet

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

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