CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 11-May-2016

Day Change Summary
	Previous	Current
	10-May-2016	11-May-2016	Change	Change %	Previous Week
Open	1.1475	1.1467	-0.0008	-0.1%	1.1555
High	1.1482	1.1522	0.0040	0.3%	1.1700
Low	1.1456	1.1467	0.0012	0.1%	1.1485
Close	1.1456	1.1511	0.0055	0.5%	1.1485
Range	0.0027	0.0055	0.0028	105.7%	0.0215
ATR	0.0059	0.0059	0.0001	0.9%	0.0000
Volume	64	46	-18	-28.1%	161

Daily Pivots for day following 11-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1663	1.1641	1.1540
R3	1.1609	1.1587	1.1525
R2	1.1554	1.1554	1.1520
R1	1.1532	1.1532	1.1515	1.1543
PP	1.1500	1.1500	1.1500	1.1505
S1	1.1478	1.1478	1.1506	1.1489
S2	1.1445	1.1445	1.1501
S3	1.1391	1.1423	1.1496
S4	1.1336	1.1369	1.1481

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	1.1575	1.1456	0.0120	1.0%	0.0052	0.5%	46%	False	False	33
10	1.1700	1.1441	0.0260	2.3%	0.0053	0.5%	27%	False	False	33
20	1.1700	1.1319	0.0382	3.3%	0.0043	0.4%	50%	False	False	27
40	1.1700	1.1274	0.0427	3.7%	0.0043	0.4%	56%	False	False	30

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1753
2.618	1.1664
1.618	1.1610
1.000	1.1576
0.618	1.1555
HIGH	1.1522
0.618	1.1501
0.500	1.1494
0.382	1.1488
LOW	1.1467
0.618	1.1433
1.000	1.1413
1.618	1.1379
2.618	1.1324
4.250	1.1235

Fisher Pivots for day following 11-May-2016
Pivot	1 day	3 day
R1	1.1505	1.1503
PP	1.1500	1.1496
S1	1.1494	1.1489

Download as Excel Spreadsheet

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

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