CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	1.0855	1.0833	-0.0022	-0.2%	1.0861
High	1.0855	1.0836	-0.0019	-0.2%	1.1100
Low	1.0770	1.0790	0.0020	0.2%	1.0855
Close	1.0791	1.0811	0.0020	0.2%	1.0953
Range	0.0085	0.0046	-0.0039	-45.9%	0.0245
ATR	0.0127	0.0121	-0.0006	-4.5%	0.0000
Volume	24	91	67	279.2%	137

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0950	1.0927	1.0836
R3	1.0904	1.0881	1.0824
R2	1.0858	1.0858	1.0819
R1	1.0835	1.0835	1.0815	1.0824
PP	1.0812	1.0812	1.0812	1.0807
S1	1.0789	1.0789	1.0807	1.0778
S2	1.0766	1.0766	1.0803
S3	1.0720	1.0743	1.0798
S4	1.0674	1.0697	1.0786

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	1.0770	0.0330	3.1%	0.0095	0.9%	12%	False	False	34
10	1.1100	1.0670	0.0430	4.0%	0.0124	1.1%	33%	False	False	36
20	1.1120	1.0520	0.0600	5.5%	0.0131	1.2%	49%	False	False	40
40	1.1535	1.0520	0.1015	9.4%	0.0090	0.8%	29%	False	False	26

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1032
2.618	1.0956
1.618	1.0910
1.000	1.0882
0.618	1.0864
HIGH	1.0836
0.618	1.0818
0.500	1.0813
0.382	1.0808
LOW	1.0790
0.618	1.0762
1.000	1.0744
1.618	1.0716
2.618	1.0670
4.250	1.0595

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	1.0813	1.0835
PP	1.0812	1.0827
S1	1.0812	1.0819

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

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