CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 13-May-2016

Day Change Summary
	Previous	Current
	12-May-2016	13-May-2016	Change	Change %	Previous Week
Open	1.1504	1.1462	-0.0042	-0.4%	1.1471
High	1.1504	1.1462	-0.0042	-0.4%	1.1522
Low	1.1459	1.1371	-0.0088	-0.8%	1.1371
Close	1.1459	1.1390	-0.0069	-0.6%	1.1390
Range	0.0045	0.0092	0.0047	103.3%	0.0151
ATR	0.0059	0.0061	0.0002	4.0%	0.0000
Volume	31	101	70	225.8%	278

Daily Pivots for day following 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1682	1.1627	1.1440
R3	1.1590	1.1536	1.1415
R2	1.1499	1.1499	1.1406
R1	1.1444	1.1444	1.1398	1.1426
PP	1.1407	1.1407	1.1407	1.1398
S1	1.1353	1.1353	1.1381	1.1334
S2	1.1316	1.1316	1.1373
S3	1.1224	1.1261	1.1364
S4	1.1133	1.1170	1.1339

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1880	1.1786	1.1473
R3	1.1729	1.1635	1.1431
R2	1.1578	1.1578	1.1417
R1	1.1484	1.1484	1.1403	1.1456
PP	1.1427	1.1427	1.1427	1.1413
S1	1.1333	1.1333	1.1376	1.1305
S2	1.1276	1.1276	1.1362
S3	1.1125	1.1182	1.1348
S4	1.0974	1.1031	1.1306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1522	1.1371	0.0151	1.3%	0.0048	0.4%	13%	False	True	55
10	1.1700	1.1371	0.0330	2.9%	0.0060	0.5%	6%	False	True	43
20	1.1700	1.1319	0.0382	3.3%	0.0049	0.4%	19%	False	False	27
40	1.1700	1.1274	0.0427	3.7%	0.0042	0.4%	27%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1851
2.618	1.1702
1.618	1.1610
1.000	1.1554
0.618	1.1519
HIGH	1.1462
0.618	1.1427
0.500	1.1416
0.382	1.1405
LOW	1.1371
0.618	1.1314
1.000	1.1279
1.618	1.1222
2.618	1.1131
4.250	1.0982

Fisher Pivots for day following 13-May-2016
Pivot	1 day	3 day
R1	1.1416	1.1446
PP	1.1407	1.1427
S1	1.1398	1.1408

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

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