CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	1.1029	1.0938	-0.0091	-0.8%	1.0861
High	1.1100	1.0990	-0.0110	-1.0%	1.1100
Low	1.0920	1.0860	-0.0060	-0.5%	1.0855
Close	1.0920	1.0953	0.0033	0.3%	1.0953
Range	0.0180	0.0130	-0.0050	-27.8%	0.0245
ATR	0.0132	0.0132	0.0000	-0.1%	0.0000
Volume	24	19	-5	-20.8%	137

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1324	1.1269	1.1025
R3	1.1194	1.1139	1.0989
R2	1.1064	1.1064	1.0977
R1	1.1009	1.1009	1.0965	1.1037
PP	1.0934	1.0934	1.0934	1.0948
S1	1.0879	1.0879	1.0941	1.0907
S2	1.0804	1.0804	1.0929
S3	1.0674	1.0749	1.0917
S4	1.0544	1.0619	1.0882

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1704	1.1574	1.1088
R3	1.1459	1.1329	1.1020
R2	1.1214	1.1214	1.0998
R1	1.1084	1.1084	1.0975	1.1149
PP	1.0969	1.0969	1.0969	1.1002
S1	1.0839	1.0839	1.0931	1.0904
S2	1.0724	1.0724	1.0908
S3	1.0479	1.0594	1.0886
S4	1.0234	1.0349	1.0818

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1100	1.0855	0.0245	2.2%	0.0122	1.1%	40%	False	False	27
10	1.1100	1.0553	0.0547	5.0%	0.0163	1.5%	73%	False	False	36
20	1.1280	1.0520	0.0760	6.9%	0.0131	1.2%	57%	False	False	34
40	1.1542	1.0520	0.1022	9.3%	0.0091	0.8%	42%	False	False	23

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1543
2.618	1.1330
1.618	1.1200
1.000	1.1120
0.618	1.1070
HIGH	1.0990
0.618	1.0940
0.500	1.0925
0.382	1.0910
LOW	1.0860
0.618	1.0780
1.000	1.0730
1.618	1.0650
2.618	1.0520
4.250	1.0308

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	1.0944	1.0980
PP	1.0934	1.0971
S1	1.0925	1.0962

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

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