CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 10-May-2016

Day Change Summary
	Previous	Current
	09-May-2016	10-May-2016	Change	Change %	Previous Week
Open	1.1471	1.1475	0.0004	0.0%	1.1555
High	1.1488	1.1482	-0.0006	-0.1%	1.1700
Low	1.1465	1.1456	-0.0010	-0.1%	1.1485
Close	1.1474	1.1456	-0.0019	-0.2%	1.1485
Range	0.0023	0.0027	0.0004	15.2%	0.0215
ATR	0.0061	0.0059	-0.0002	-4.1%	0.0000
Volume	36	64	28	77.8%	161

Daily Pivots for day following 10-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1544	1.1526	1.1470
R3	1.1517	1.1500	1.1463
R2	1.1491	1.1491	1.1460
R1	1.1473	1.1473	1.1458	1.1469
PP	1.1464	1.1464	1.1464	1.1462
S1	1.1447	1.1447	1.1453	1.1442
S2	1.1438	1.1438	1.1451
S3	1.1411	1.1420	1.1448
S4	1.1385	1.1394	1.1441

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	1.1597	1.1456	0.0142	1.2%	0.0049	0.4%	0%	False	True	27
10	1.1700	1.1401	0.0299	2.6%	0.0050	0.4%	18%	False	False	29
20	1.1700	1.1319	0.0382	3.3%	0.0043	0.4%	36%	False	False	26
40	1.1700	1.1220	0.0480	4.2%	0.0042	0.4%	49%	False	False	29

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1595
2.618	1.1551
1.618	1.1525
1.000	1.1509
0.618	1.1498
HIGH	1.1482
0.618	1.1472
0.500	1.1469
0.382	1.1466
LOW	1.1456
0.618	1.1439
1.000	1.1429
1.618	1.1413
2.618	1.1386
4.250	1.1343

Fisher Pivots for day following 10-May-2016
Pivot	1 day	3 day
R1	1.1469	1.1503
PP	1.1464	1.1487
S1	1.1460	1.1471

Download as Excel Spreadsheet

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

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