CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 22-Apr-2016

Day Change Summary
	Previous	Current
	21-Apr-2016	22-Apr-2016	Change	Change %	Previous Week
Open	1.1453	1.1370	-0.0083	-0.7%	1.1407
High	1.1491	1.1370	-0.0121	-1.1%	1.1491
Low	1.1388	1.1319	-0.0070	-0.6%	1.1319
Close	1.1388	1.1321	-0.0067	-0.6%	1.1321
Range	0.0103	0.0052	-0.0052	-50.0%	0.0173
ATR	0.0061	0.0062	0.0001	1.0%	0.0000
Volume	15	19	4	26.7%	59

Daily Pivots for day following 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1491	1.1458	1.1349
R3	1.1440	1.1406	1.1335
R2	1.1388	1.1388	1.1330
R1	1.1355	1.1355	1.1326	1.1346
PP	1.1337	1.1337	1.1337	1.1332
S1	1.1303	1.1303	1.1316	1.1294
S2	1.1285	1.1285	1.1312
S3	1.1234	1.1252	1.1307
S4	1.1182	1.1200	1.1293

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1894	1.1780	1.1416
R3	1.1722	1.1608	1.1368
R2	1.1549	1.1549	1.1353
R1	1.1435	1.1435	1.1337	1.1406
PP	1.1377	1.1377	1.1377	1.1362
S1	1.1263	1.1263	1.1305	1.1234
S2	1.1204	1.1204	1.1289
S3	1.1032	1.1090	1.1274
S4	1.0859	1.0918	1.1226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1491	1.1319	0.0173	1.5%	0.0052	0.5%	1%	False	True	11
10	1.1535	1.1319	0.0217	1.9%	0.0040	0.4%	1%	False	True	24
20	1.1550	1.1274	0.0277	2.4%	0.0043	0.4%	17%	False	False	36

Crabel Price Patterns
NR	True
NR4	False
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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1589
2.618	1.1505
1.618	1.1453
1.000	1.1422
0.618	1.1402
HIGH	1.1370
0.618	1.1350
0.500	1.1344
0.382	1.1338
LOW	1.1319
0.618	1.1287
1.000	1.1267
1.618	1.1235
2.618	1.1184
4.250	1.1100

Fisher Pivots for day following 22-Apr-2016
Pivot	1 day	3 day
R1	1.1344	1.1405
PP	1.1337	1.1377
S1	1.1329	1.1349

Download as Excel Spreadsheet

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

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