CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 28-Apr-2016

Day Change Summary
	Previous	Current
	27-Apr-2016	28-Apr-2016	Change	Change %	Previous Week
Open	1.1401	1.1447	0.0046	0.4%	1.1407
High	1.1419	1.1447	0.0028	0.2%	1.1491
Low	1.1401	1.1441	0.0040	0.3%	1.1319
Close	1.1419	1.1441	0.0022	0.2%	1.1321
Range	0.0018	0.0006	-0.0012	-65.7%	0.0173
ATR	0.0057	0.0055	-0.0002	-3.6%	0.0000
Volume	1	15	14	1,400.0%	59

Daily Pivots for day following 28-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1461	1.1457	1.1444
R3	1.1455	1.1451	1.1442
R2	1.1449	1.1449	1.1442
R1	1.1445	1.1445	1.1441	1.1444
PP	1.1443	1.1443	1.1443	1.1442
S1	1.1439	1.1439	1.1440	1.1438
S2	1.1437	1.1437	1.1439
S3	1.1431	1.1433	1.1439
S4	1.1425	1.1427	1.1437

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	1.1447	1.1319	0.0128	1.1%	0.0022	0.2%	95%	True	False	10
10	1.1491	1.1319	0.0173	1.5%	0.0032	0.3%	71%	False	False	9
20	1.1550	1.1319	0.0232	2.0%	0.0033	0.3%	53%	False	False	21
40	1.1550	1.0932	0.0619	5.4%	0.0044	0.4%	82%	False	False	24

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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1472
2.618	1.1462
1.618	1.1456
1.000	1.1453
0.618	1.1450
HIGH	1.1447
0.618	1.1444
0.500	1.1444
0.382	1.1443
LOW	1.1441
0.618	1.1437
1.000	1.1435
1.618	1.1431
2.618	1.1425
4.250	1.1415

Fisher Pivots for day following 28-Apr-2016
Pivot	1 day	3 day
R1	1.1444	1.1429
PP	1.1443	1.1418
S1	1.1442	1.1407

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

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