CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 05-May-2016

Day Change Summary
	Previous	Current
	04-May-2016	05-May-2016	Change	Change %	Previous Week
Open	1.1568	1.1575	0.0007	0.1%	1.1353
High	1.1597	1.1575	-0.0022	-0.2%	1.1542
Low	1.1560	1.1485	-0.0075	-0.6%	1.1353
Close	1.1591	1.1487	-0.0105	-0.9%	1.1542
Range	0.0037	0.0090	0.0053	143.2%	0.0189
ATR	0.0061	0.0064	0.0003	5.3%	0.0000
Volume	16	15	-1	-6.3%	47

Daily Pivots for day following 05-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1786	1.1726	1.1536
R3	1.1696	1.1636	1.1511
R2	1.1606	1.1606	1.1503
R1	1.1546	1.1546	1.1495	1.1531
PP	1.1516	1.1516	1.1516	1.1508
S1	1.1456	1.1456	1.1478	1.1441
S2	1.1426	1.1426	1.1470
S3	1.1336	1.1366	1.1462
S4	1.1246	1.1276	1.1437

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	1.1478	0.0223	1.9%	0.0072	0.6%	4%	False	False	33
10	1.1700	1.1319	0.0382	3.3%	0.0047	0.4%	44%	False	False	22
20	1.1700	1.1319	0.0382	3.3%	0.0041	0.4%	44%	False	False	24
40	1.1700	1.0932	0.0769	6.7%	0.0050	0.4%	72%	False	False	27

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1958
2.618	1.1811
1.618	1.1721
1.000	1.1665
0.618	1.1631
HIGH	1.1575
0.618	1.1541
0.500	1.1530
0.382	1.1519
LOW	1.1485
0.618	1.1429
1.000	1.1395
1.618	1.1339
2.618	1.1249
4.250	1.1103

Fisher Pivots for day following 05-May-2016
Pivot	1 day	3 day
R1	1.1530	1.1593
PP	1.1516	1.1557
S1	1.1501	1.1522

Download as Excel Spreadsheet

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

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