CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 21-Apr-2016

Day Change Summary
	Previous	Current
	20-Apr-2016	21-Apr-2016	Change	Change %	Previous Week
Open	1.1457	1.1453	-0.0004	0.0%	1.1510
High	1.1457	1.1491	0.0034	0.3%	1.1535
Low	1.1395	1.1388	-0.0007	-0.1%	1.1360
Close	1.1395	1.1388	-0.0007	-0.1%	1.1380
Range	0.0062	0.0103	0.0041	66.1%	0.0175
ATR	0.0058	0.0061	0.0003	5.6%	0.0000
Volume	8	15	7	87.5%	183

Daily Pivots for day following 21-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1731	1.1663	1.1445
R3	1.1628	1.1560	1.1416
R2	1.1525	1.1525	1.1407
R1	1.1457	1.1457	1.1397	1.1440
PP	1.1422	1.1422	1.1422	1.1414
S1	1.1354	1.1354	1.1379	1.1337
S2	1.1319	1.1319	1.1369
S3	1.1216	1.1251	1.1360
S4	1.1113	1.1148	1.1331

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	1.1491	1.1380	0.0112	1.0%	0.0042	0.4%	8%	True	False	8
10	1.1535	1.1360	0.0175	1.5%	0.0035	0.3%	16%	False	False	26
20	1.1550	1.1274	0.0277	2.4%	0.0041	0.4%	41%	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	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.1929
2.618	1.1761
1.618	1.1658
1.000	1.1594
0.618	1.1555
HIGH	1.1491
0.618	1.1452
0.500	1.1440
0.382	1.1427
LOW	1.1388
0.618	1.1324
1.000	1.1285
1.618	1.1221
2.618	1.1118
4.250	1.0950

Fisher Pivots for day following 21-Apr-2016
Pivot	1 day	3 day
R1	1.1440	1.1440
PP	1.1422	1.1422
S1	1.1405	1.1405

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

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