CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 16-May-2016

Day Change Summary
	Previous	Current
	13-May-2016	16-May-2016	Change	Change %	Previous Week
Open	1.1462	1.1407	-0.0055	-0.5%	1.1471
High	1.1462	1.1414	-0.0049	-0.4%	1.1522
Low	1.1371	1.1397	0.0027	0.2%	1.1371
Close	1.1390	1.1400	0.0011	0.1%	1.1390
Range	0.0092	0.0017	-0.0075	-82.0%	0.0151
ATR	0.0061	0.0058	-0.0003	-4.3%	0.0000
Volume	101	13	-88	-87.1%	278

Daily Pivots for day following 16-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1453	1.1443	1.1409
R3	1.1437	1.1427	1.1405
R2	1.1420	1.1420	1.1403
R1	1.1410	1.1410	1.1402	1.1407
PP	1.1404	1.1404	1.1404	1.1402
S1	1.1394	1.1394	1.1398	1.1390
S2	1.1387	1.1387	1.1397
S3	1.1371	1.1377	1.1395
S4	1.1354	1.1361	1.1391

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%	0.0047	0.4%	20%	False	False	51
10	1.1700	1.1371	0.0330	2.9%	0.0055	0.5%	9%	False	False	42
20	1.1700	1.1319	0.0382	3.3%	0.0050	0.4%	21%	False	False	27
40	1.1700	1.1274	0.0427	3.7%	0.0041	0.4%	30%	False	False	32

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1484
2.618	1.1457
1.618	1.1440
1.000	1.1430
0.618	1.1424
HIGH	1.1414
0.618	1.1407
0.500	1.1405
0.382	1.1403
LOW	1.1397
0.618	1.1387
1.000	1.1381
1.618	1.1370
2.618	1.1354
4.250	1.1327

Fisher Pivots for day following 16-May-2016
Pivot	1 day	3 day
R1	1.1405	1.1437
PP	1.1404	1.1425
S1	1.1402	1.1412

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

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