CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 03-Apr-2015

Day Change Summary
	Previous	Current
	02-Apr-2015	03-Apr-2015	Change	Change %	Previous Week
Open	1.0875	1.0930	0.0055	0.5%	1.0888
High	1.0942	1.1070	0.0128	1.2%	1.1070
Low	1.0875	1.0930	0.0055	0.5%	1.0770
Close	1.0942	1.1040	0.0098	0.9%	1.1040
Range	0.0067	0.0140	0.0073	109.0%	0.0300
ATR	0.0122	0.0123	0.0001	1.1%	0.0000
Volume	37	13	-24	-64.9%	177

Daily Pivots for day following 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1433	1.1377	1.1117
R3	1.1293	1.1237	1.1079
R2	1.1153	1.1153	1.1066
R1	1.1097	1.1097	1.1053	1.1125
PP	1.1013	1.1013	1.1013	1.1028
S1	1.0957	1.0957	1.1027	1.0985
S2	1.0873	1.0873	1.1014
S3	1.0733	1.0817	1.1002
S4	1.0593	1.0677	1.0963

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1860	1.1750	1.1205
R3	1.1560	1.1450	1.1123
R2	1.1260	1.1260	1.1095
R1	1.1150	1.1150	1.1068	1.1205
PP	1.0960	1.0960	1.0960	1.0988
S1	1.0850	1.0850	1.1013	1.0905
S2	1.0660	1.0660	1.0985
S3	1.0360	1.0550	1.0958
S4	1.0060	1.0250	1.0875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1070	1.0770	0.0300	2.7%	0.0075	0.7%	90%	True	False	35
10	1.1100	1.0770	0.0330	3.0%	0.0099	0.9%	82%	False	False	31
20	1.1100	1.0520	0.0580	5.3%	0.0128	1.2%	90%	False	False	39
40	1.1500	1.0520	0.0980	8.9%	0.0093	0.8%	53%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1665
2.618	1.1437
1.618	1.1297
1.000	1.1210
0.618	1.1157
HIGH	1.1070
0.618	1.1017
0.500	1.1000
0.382	1.0983
LOW	1.0930
0.618	1.0843
1.000	1.0790
1.618	1.0703
2.618	1.0563
4.250	1.0335

Fisher Pivots for day following 03-Apr-2015
Pivot	1 day	3 day
R1	1.1027	1.1003
PP	1.1013	1.0967
S1	1.1000	1.0930

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

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