CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 09-May-2016

Day Change Summary
	Previous	Current
	06-May-2016	09-May-2016	Change	Change %	Previous Week
Open	1.1515	1.1471	-0.0044	-0.4%	1.1555
High	1.1551	1.1488	-0.0063	-0.5%	1.1700
Low	1.1485	1.1465	-0.0020	-0.2%	1.1485
Close	1.1485	1.1474	-0.0011	-0.1%	1.1485
Range	0.0066	0.0023	-0.0043	-65.2%	0.0215
ATR	0.0064	0.0061	-0.0003	-4.6%	0.0000
Volume	6	36	30	500.0%	161

Daily Pivots for day following 09-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1545	1.1532	1.1487
R3	1.1522	1.1509	1.1480
R2	1.1499	1.1499	1.1478
R1	1.1486	1.1486	1.1476	1.1493
PP	1.1476	1.1476	1.1476	1.1479
S1	1.1463	1.1463	1.1472	1.1470
S2	1.1453	1.1453	1.1470
S3	1.1430	1.1440	1.1468
S4	1.1407	1.1417	1.1461

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2202	1.2058	1.1603
R3	1.1987	1.1843	1.1544
R2	1.1772	1.1772	1.1524
R1	1.1628	1.1628	1.1505	1.1593
PP	1.1557	1.1557	1.1557	1.1539
S1	1.1413	1.1413	1.1465	1.1378
S2	1.1342	1.1342	1.1446
S3	1.1127	1.1198	1.1426
S4	1.0912	1.0983	1.1367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1700	1.1465	0.0235	2.0%	0.0064	0.6%	4%	False	True	33
10	1.1700	1.1368	0.0332	2.9%	0.0050	0.4%	32%	False	False	24
20	1.1700	1.1319	0.0382	3.3%	0.0043	0.4%	41%	False	False	23
40	1.1700	1.1204	0.0497	4.3%	0.0041	0.4%	54%	False	False	27

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1586
2.618	1.1548
1.618	1.1525
1.000	1.1511
0.618	1.1502
HIGH	1.1488
0.618	1.1479
0.500	1.1477
0.382	1.1474
LOW	1.1465
0.618	1.1451
1.000	1.1442
1.618	1.1428
2.618	1.1405
4.250	1.1367

Fisher Pivots for day following 09-May-2016
Pivot	1 day	3 day
R1	1.1477	1.1520
PP	1.1476	1.1505
S1	1.1475	1.1489

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

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