CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 20-Apr-2016

Day Change Summary
	Previous	Current
	19-Apr-2016	20-Apr-2016	Change	Change %	Previous Week
Open	1.1428	1.1457	0.0029	0.3%	1.1510
High	1.1472	1.1457	-0.0015	-0.1%	1.1535
Low	1.1428	1.1395	-0.0033	-0.3%	1.1360
Close	1.1468	1.1395	-0.0073	-0.6%	1.1380
Range	0.0044	0.0062	0.0018	40.9%	0.0175
ATR	0.0056	0.0058	0.0001	2.1%	0.0000
Volume	16	8	-8	-50.0%	183

Daily Pivots for day following 20-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1602	1.1560	1.1429
R3	1.1540	1.1498	1.1412
R2	1.1478	1.1478	1.1406
R1	1.1436	1.1436	1.1401	1.1426
PP	1.1416	1.1416	1.1416	1.1411
S1	1.1374	1.1374	1.1389	1.1364
S2	1.1354	1.1354	1.1384
S3	1.1292	1.1312	1.1378
S4	1.1230	1.1250	1.1361

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1950	1.1840	1.1476
R3	1.1775	1.1665	1.1428
R2	1.1600	1.1600	1.1412
R1	1.1490	1.1490	1.1396	1.1457
PP	1.1425	1.1425	1.1425	1.1409
S1	1.1315	1.1315	1.1363	1.1282
S2	1.1250	1.1250	1.1347
S3	1.1075	1.1140	1.1331
S4	1.0900	1.0965	1.1283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1472	1.1360	0.0112	1.0%	0.0023	0.2%	31%	False	False	30
10	1.1550	1.1360	0.0190	1.7%	0.0032	0.3%	18%	False	False	24
20	1.1550	1.1274	0.0277	2.4%	0.0037	0.3%	44%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1721
2.618	1.1619
1.618	1.1557
1.000	1.1519
0.618	1.1495
HIGH	1.1457
0.618	1.1433
0.500	1.1426
0.382	1.1419
LOW	1.1395
0.618	1.1357
1.000	1.1333
1.618	1.1295
2.618	1.1233
4.250	1.1132

Fisher Pivots for day following 20-Apr-2016
Pivot	1 day	3 day
R1	1.1426	1.1434
PP	1.1416	1.1421
S1	1.1405	1.1408

Download as Excel Spreadsheet

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

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