CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 26-Apr-2016

Day Change Summary
	Previous	Current
	25-Apr-2016	26-Apr-2016	Change	Change %	Previous Week
Open	1.1353	1.1388	0.0035	0.3%	1.1407
High	1.1353	1.1403	0.0050	0.4%	1.1491
Low	1.1353	1.1368	0.0015	0.1%	1.1319
Close	1.1353	1.1384	0.0031	0.3%	1.1321
Range	0.0000	0.0035	0.0035		0.0173
ATR	0.0059	0.0059	-0.0001	-1.2%	0.0000
Volume	0	17	17		59

Daily Pivots for day following 26-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1488	1.1470	1.1402
R3	1.1454	1.1436	1.1393
R2	1.1419	1.1419	1.1390
R1	1.1401	1.1401	1.1387	1.1393
PP	1.1385	1.1385	1.1385	1.1381
S1	1.1367	1.1367	1.1380	1.1359
S2	1.1350	1.1350	1.1377
S3	1.1316	1.1332	1.1374
S4	1.1281	1.1298	1.1365

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%	0.0050	0.4%	38%	False	False	11
10	1.1491	1.1319	0.0173	1.5%	0.0035	0.3%	38%	False	False	23
20	1.1550	1.1319	0.0232	2.0%	0.0037	0.3%	28%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1549
2.618	1.1493
1.618	1.1458
1.000	1.1437
0.618	1.1424
HIGH	1.1403
0.618	1.1389
0.500	1.1385
0.382	1.1381
LOW	1.1368
0.618	1.1347
1.000	1.1334
1.618	1.1312
2.618	1.1278
4.250	1.1221

Fisher Pivots for day following 26-Apr-2016
Pivot	1 day	3 day
R1	1.1385	1.1376
PP	1.1385	1.1368
S1	1.1384	1.1361

Download as Excel Spreadsheet

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

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