CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 17-May-2016

Day Change Summary
	Previous	Current
	16-May-2016	17-May-2016	Change	Change %	Previous Week
Open	1.1407	1.1397	-0.0010	-0.1%	1.1471
High	1.1414	1.1430	0.0016	0.1%	1.1522
Low	1.1397	1.1386	-0.0012	-0.1%	1.1371
Close	1.1400	1.1400	0.0000	0.0%	1.1390
Range	0.0017	0.0044	0.0028	166.7%	0.0151
ATR	0.0058	0.0057	-0.0001	-1.8%	0.0000
Volume	13	97	84	646.2%	278

Daily Pivots for day following 17-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1537	1.1513	1.1424
R3	1.1493	1.1469	1.1412
R2	1.1449	1.1449	1.1408
R1	1.1425	1.1425	1.1404	1.1437
PP	1.1405	1.1405	1.1405	1.1411
S1	1.1381	1.1381	1.1396	1.1393
S2	1.1361	1.1361	1.1392
S3	1.1317	1.1337	1.1388
S4	1.1273	1.1293	1.1376

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%	0.0050	0.4%	20%	False	False	57
10	1.1597	1.1371	0.0227	2.0%	0.0049	0.4%	13%	False	False	42
20	1.1700	1.1319	0.0382	3.3%	0.0050	0.4%	21%	False	False	31
40	1.1700	1.1274	0.0427	3.7%	0.0043	0.4%	30%	False	False	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1617
2.618	1.1545
1.618	1.1501
1.000	1.1474
0.618	1.1457
HIGH	1.1430
0.618	1.1413
0.500	1.1408
0.382	1.1402
LOW	1.1386
0.618	1.1358
1.000	1.1342
1.618	1.1314
2.618	1.1270
4.250	1.1199

Fisher Pivots for day following 17-May-2016
Pivot	1 day	3 day
R1	1.1408	1.1416
PP	1.1405	1.1411
S1	1.1403	1.1405

Download as Excel Spreadsheet

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

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