CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 06-Apr-2016

Day Change Summary
	Previous	Current
	05-Apr-2016	06-Apr-2016	Change	Change %	Previous Week
Open	1.1479	1.1514	0.0035	0.3%	1.1274
High	1.1485	1.1514	0.0029	0.3%	1.1508
Low	1.1468	1.1506	0.0038	0.3%	1.1274
Close	1.1485	1.1506	0.0021	0.2%	1.1495
Range	0.0017	0.0009	-0.0009	-50.0%	0.0235
ATR	0.0067	0.0064	-0.0003	-4.0%	0.0000
Volume	37	1	-36	-97.3%	369

Daily Pivots for day following 06-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1534	1.1528	1.1510
R3	1.1525	1.1520	1.1508
R2	1.1517	1.1517	1.1507
R1	1.1511	1.1511	1.1506	1.1510
PP	1.1508	1.1508	1.1508	1.1508
S1	1.1503	1.1503	1.1505	1.1501
S2	1.1500	1.1500	1.1504
S3	1.1491	1.1494	1.1503
S4	1.1483	1.1486	1.1501

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2129	1.2047	1.1624
R3	1.1895	1.1812	1.1559
R2	1.1660	1.1660	1.1538
R1	1.1578	1.1578	1.1516	1.1619
PP	1.1426	1.1426	1.1426	1.1446
S1	1.1343	1.1343	1.1474	1.1384
S2	1.1191	1.1191	1.1452
S3	1.0957	1.1109	1.1431
S4	1.0722	1.0874	1.1366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1514	1.1446	0.0069	0.6%	0.0031	0.3%	88%	True	False	28
10	1.1514	1.1274	0.0241	2.1%	0.0042	0.4%	96%	True	False	45
20	1.1514	1.0932	0.0583	5.1%	0.0056	0.5%	99%	True	False	30

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 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1550
2.618	1.1536
1.618	1.1528
1.000	1.1523
0.618	1.1519
HIGH	1.1514
0.618	1.1511
0.500	1.1510
0.382	1.1509
LOW	1.1506
0.618	1.1500
1.000	1.1497
1.618	1.1492
2.618	1.1483
4.250	1.1469

Fisher Pivots for day following 06-Apr-2016
Pivot	1 day	3 day
R1	1.1510	1.1500
PP	1.1508	1.1494
S1	1.1507	1.1488

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

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