CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 23-May-2016

Day Change Summary
	Previous	Current
	20-May-2016	23-May-2016	Change	Change %	Previous Week
Open	1.1298	1.1282	-0.0016	-0.1%	1.1407
High	1.1304	1.1305	0.0002	0.0%	1.1430
Low	1.1297	1.1282	-0.0015	-0.1%	1.1265
Close	1.1304	1.1305	0.0002	0.0%	1.1304
Range	0.0007	0.0023	0.0017	253.8%	0.0165
ATR	0.0056	0.0054	-0.0002	-4.2%	0.0000
Volume	18	26	8	44.4%	272

Daily Pivots for day following 23-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1366	1.1359	1.1318
R3	1.1343	1.1336	1.1311
R2	1.1320	1.1320	1.1309
R1	1.1313	1.1313	1.1307	1.1317
PP	1.1297	1.1297	1.1297	1.1299
S1	1.1290	1.1290	1.1303	1.1294
S2	1.1274	1.1274	1.1301
S3	1.1251	1.1267	1.1299
S4	1.1228	1.1244	1.1292

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1826	1.1729	1.1394
R3	1.1662	1.1565	1.1349
R2	1.1497	1.1497	1.1334
R1	1.1400	1.1400	1.1319	1.1367
PP	1.1333	1.1333	1.1333	1.1316
S1	1.1236	1.1236	1.1288	1.1202
S2	1.1168	1.1168	1.1273
S3	1.1004	1.1071	1.1258
S4	1.0839	1.0907	1.1213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1430	1.1265	0.0165	1.5%	0.0037	0.3%	24%	False	False	57
10	1.1522	1.1265	0.0257	2.3%	0.0042	0.4%	16%	False	False	54
20	1.1700	1.1265	0.0435	3.8%	0.0046	0.4%	9%	False	False	39
40	1.1700	1.1265	0.0435	3.8%	0.0044	0.4%	9%	False	False	37

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1403
2.618	1.1365
1.618	1.1342
1.000	1.1328
0.618	1.1319
HIGH	1.1305
0.618	1.1296
0.500	1.1294
0.382	1.1291
LOW	1.1282
0.618	1.1268
1.000	1.1259
1.618	1.1245
2.618	1.1222
4.250	1.1184

Fisher Pivots for day following 23-May-2016
Pivot	1 day	3 day
R1	1.1301	1.1299
PP	1.1297	1.1293
S1	1.1294	1.1287

Download as Excel Spreadsheet

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

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