CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 12-May-2016

Day Change Summary
	Previous	Current
	11-May-2016	12-May-2016	Change	Change %	Previous Week
Open	1.1467	1.1504	0.0037	0.3%	1.1555
High	1.1522	1.1504	-0.0018	-0.2%	1.1700
Low	1.1467	1.1459	-0.0009	-0.1%	1.1485
Close	1.1511	1.1459	-0.0052	-0.5%	1.1485
Range	0.0055	0.0045	-0.0010	-17.4%	0.0215
ATR	0.0059	0.0059	-0.0001	-0.9%	0.0000
Volume	46	31	-15	-32.6%	161

Daily Pivots for day following 12-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1609	1.1579	1.1483
R3	1.1564	1.1534	1.1471
R2	1.1519	1.1519	1.1467
R1	1.1489	1.1489	1.1463	1.1481
PP	1.1474	1.1474	1.1474	1.1470
S1	1.1444	1.1444	1.1454	1.1436
S2	1.1429	1.1429	1.1450
S3	1.1384	1.1399	1.1446
S4	1.1339	1.1354	1.1434

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	1.1551	1.1456	0.0096	0.8%	0.0043	0.4%	3%	False	False	36
10	1.1700	1.1456	0.0245	2.1%	0.0057	0.5%	1%	False	False	35
20	1.1700	1.1319	0.0382	3.3%	0.0045	0.4%	37%	False	False	22
40	1.1700	1.1274	0.0427	3.7%	0.0043	0.4%	43%	False	False	30

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1695
2.618	1.1621
1.618	1.1576
1.000	1.1549
0.618	1.1531
HIGH	1.1504
0.618	1.1486
0.500	1.1481
0.382	1.1476
LOW	1.1459
0.618	1.1431
1.000	1.1414
1.618	1.1386
2.618	1.1341
4.250	1.1267

Fisher Pivots for day following 12-May-2016
Pivot	1 day	3 day
R1	1.1481	1.1489
PP	1.1474	1.1479
S1	1.1466	1.1469

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

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