CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 18-May-2016

Day Change Summary
	Previous	Current
	17-May-2016	18-May-2016	Change	Change %	Previous Week
Open	1.1397	1.1372	-0.0025	-0.2%	1.1471
High	1.1430	1.1372	-0.0058	-0.5%	1.1522
Low	1.1386	1.1304	-0.0082	-0.7%	1.1371
Close	1.1400	1.1314	-0.0087	-0.8%	1.1390
Range	0.0044	0.0068	0.0024	54.5%	0.0151
ATR	0.0057	0.0060	0.0003	4.8%	0.0000
Volume	97	82	-15	-15.5%	278

Daily Pivots for day following 18-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1534	1.1492	1.1351
R3	1.1466	1.1424	1.1332
R2	1.1398	1.1398	1.1326
R1	1.1356	1.1356	1.1320	1.1343
PP	1.1330	1.1330	1.1330	1.1323
S1	1.1288	1.1288	1.1307	1.1275
S2	1.1262	1.1262	1.1301
S3	1.1194	1.1220	1.1295
S4	1.1126	1.1152	1.1276

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	1.1504	1.1304	0.0200	1.8%	0.0053	0.5%	5%	False	True	64
10	1.1575	1.1304	0.0271	2.4%	0.0053	0.5%	4%	False	True	49
20	1.1700	1.1304	0.0396	3.5%	0.0050	0.4%	2%	False	True	35
40	1.1700	1.1274	0.0427	3.8%	0.0044	0.4%	9%	False	False	35

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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1661
2.618	1.1550
1.618	1.1482
1.000	1.1440
0.618	1.1414
HIGH	1.1372
0.618	1.1346
0.500	1.1338
0.382	1.1330
LOW	1.1304
0.618	1.1262
1.000	1.1236
1.618	1.1194
2.618	1.1126
4.250	1.1015

Fisher Pivots for day following 18-May-2016
Pivot	1 day	3 day
R1	1.1338	1.1367
PP	1.1330	1.1349
S1	1.1322	1.1331

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

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