CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 03-May-2016

Day Change Summary
	Previous	Current
	02-May-2016	03-May-2016	Change	Change %	Previous Week
Open	1.1555	1.1650	0.0095	0.8%	1.1353
High	1.1618	1.1700	0.0082	0.7%	1.1542
Low	1.1555	1.1597	0.0042	0.4%	1.1353
Close	1.1614	1.1597	-0.0017	-0.1%	1.1542
Range	0.0063	0.0103	0.0040	63.5%	0.0189
ATR	0.0060	0.0063	0.0003	5.2%	0.0000
Volume	28	96	68	242.9%	47

Daily Pivots for day following 03-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1940	1.1872	1.1654
R3	1.1837	1.1769	1.1625
R2	1.1734	1.1734	1.1616
R1	1.1666	1.1666	1.1606	1.1649
PP	1.1631	1.1631	1.1631	1.1623
S1	1.1563	1.1563	1.1588	1.1546
S2	1.1528	1.1528	1.1578
S3	1.1425	1.1460	1.1569
S4	1.1322	1.1357	1.1540

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	1.1700	1.1401	0.0299	2.6%	0.0051	0.4%	66%	True	False	30
10	1.1700	1.1319	0.0382	3.3%	0.0051	0.4%	73%	True	False	21
20	1.1700	1.1319	0.0382	3.3%	0.0038	0.3%	73%	True	False	22
40	1.1700	1.0932	0.0769	6.6%	0.0047	0.4%	87%	True	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2138
2.618	1.1970
1.618	1.1867
1.000	1.1803
0.618	1.1764
HIGH	1.1700
0.618	1.1661
0.500	1.1649
0.382	1.1636
LOW	1.1597
0.618	1.1533
1.000	1.1494
1.618	1.1430
2.618	1.1327
4.250	1.1159

Fisher Pivots for day following 03-May-2016
Pivot	1 day	3 day
R1	1.1649	1.1594
PP	1.1631	1.1592
S1	1.1614	1.1589

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

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