CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 29-Apr-2016

Day Change Summary
	Previous	Current
	28-Apr-2016	29-Apr-2016	Change	Change %	Previous Week
Open	1.1447	1.1478	0.0031	0.3%	1.1353
High	1.1447	1.1542	0.0096	0.8%	1.1542
Low	1.1441	1.1478	0.0037	0.3%	1.1353
Close	1.1441	1.1542	0.0101	0.9%	1.1542
Range	0.0006	0.0065	0.0059	975.0%	0.0189
ATR	0.0055	0.0058	0.0003	6.1%	0.0000
Volume	15	14	-1	-6.7%	47

Daily Pivots for day following 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1714	1.1692	1.1577
R3	1.1649	1.1628	1.1559
R2	1.1585	1.1585	1.1553
R1	1.1563	1.1563	1.1547	1.1574
PP	1.1520	1.1520	1.1520	1.1526
S1	1.1499	1.1499	1.1536	1.1510
S2	1.1456	1.1456	1.1530
S3	1.1391	1.1434	1.1524
S4	1.1327	1.1370	1.1506

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2046	1.1983	1.1645
R3	1.1857	1.1794	1.1593
R2	1.1668	1.1668	1.1576
R1	1.1605	1.1605	1.1559	1.1636
PP	1.1479	1.1479	1.1479	1.1495
S1	1.1416	1.1416	1.1524	1.1447
S2	1.1290	1.1290	1.1507
S3	1.1101	1.1227	1.1490
S4	1.0912	1.1038	1.1438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1542	1.1353	0.0189	1.6%	0.0025	0.2%	100%	True	False	9
10	1.1542	1.1319	0.0224	1.9%	0.0038	0.3%	100%	True	False	10
20	1.1550	1.1319	0.0232	2.0%	0.0033	0.3%	96%	False	False	19
40	1.1550	1.0932	0.0619	5.4%	0.0046	0.4%	99%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1816
2.618	1.1711
1.618	1.1646
1.000	1.1607
0.618	1.1582
HIGH	1.1542
0.618	1.1517
0.500	1.1510
0.382	1.1502
LOW	1.1478
0.618	1.1438
1.000	1.1413
1.618	1.1373
2.618	1.1309
4.250	1.1203

Fisher Pivots for day following 29-Apr-2016
Pivot	1 day	3 day
R1	1.1531	1.1518
PP	1.1520	1.1495
S1	1.1510	1.1472

Download as Excel Spreadsheet

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

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