CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 19-May-2016

Day Change Summary
	Previous	Current
	18-May-2016	19-May-2016	Change	Change %	Previous Week
Open	1.1372	1.1309	-0.0063	-0.6%	1.1471
High	1.1372	1.1309	-0.0063	-0.6%	1.1522
Low	1.1304	1.1265	-0.0039	-0.3%	1.1371
Close	1.1314	1.1286	-0.0028	-0.2%	1.1390
Range	0.0068	0.0044	-0.0024	-35.3%	0.0151
ATR	0.0060	0.0059	-0.0001	-1.4%	0.0000
Volume	82	62	-20	-24.4%	278

Daily Pivots for day following 19-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1419	1.1396	1.1310
R3	1.1375	1.1352	1.1298
R2	1.1331	1.1331	1.1294
R1	1.1308	1.1308	1.1290	1.1297
PP	1.1287	1.1287	1.1287	1.1281
S1	1.1264	1.1264	1.1281	1.1253
S2	1.1243	1.1243	1.1277
S3	1.1199	1.1220	1.1273
S4	1.1155	1.1176	1.1261

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	1.1462	1.1265	0.0197	1.7%	0.0053	0.5%	10%	False	True	71
10	1.1551	1.1265	0.0286	2.5%	0.0048	0.4%	7%	False	True	53
20	1.1700	1.1265	0.0435	3.9%	0.0047	0.4%	5%	False	True	37
40	1.1700	1.1265	0.0435	3.9%	0.0044	0.4%	5%	False	True	36

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1496
2.618	1.1424
1.618	1.1380
1.000	1.1353
0.618	1.1336
HIGH	1.1309
0.618	1.1292
0.500	1.1287
0.382	1.1282
LOW	1.1265
0.618	1.1238
1.000	1.1221
1.618	1.1194
2.618	1.1150
4.250	1.1078

Fisher Pivots for day following 19-May-2016
Pivot	1 day	3 day
R1	1.1287	1.1347
PP	1.1287	1.1327
S1	1.1286	1.1306

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

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