CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	1.1168	1.1110	-0.0058	-0.5%	1.1443
High	1.1168	1.1145	-0.0023	-0.2%	1.1443
Low	1.1100	1.1110	0.0010	0.1%	1.1184
Close	1.1100	1.1136	0.0036	0.3%	1.1212
Range	0.0068	0.0035	-0.0033	-48.5%	0.0259
ATR	0.0088	0.0085	-0.0003	-3.5%	0.0000
Volume	7	2	-5	-71.4%	158

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1235	1.1221	1.1155
R3	1.1200	1.1186	1.1146
R2	1.1165	1.1165	1.1142
R1	1.1151	1.1151	1.1139	1.1158
PP	1.1130	1.1130	1.1130	1.1134
S1	1.1116	1.1116	1.1133	1.1123
S2	1.1095	1.1095	1.1130
S3	1.1060	1.1081	1.1126
S4	1.1025	1.1046	1.1117

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2057	1.1893	1.1354
R3	1.1798	1.1634	1.1283
R2	1.1539	1.1539	1.1259
R1	1.1375	1.1375	1.1236	1.1328
PP	1.1280	1.1280	1.1280	1.1256
S1	1.1116	1.1116	1.1188	1.1069
S2	1.1021	1.1021	1.1165
S3	1.0762	1.0857	1.1141
S4	1.0503	1.0598	1.1070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1311	1.1049	0.0262	2.4%	0.0100	0.9%	33%	False	False	17
10	1.1457	1.1049	0.0408	3.7%	0.0084	0.8%	21%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1294
2.618	1.1237
1.618	1.1202
1.000	1.1180
0.618	1.1167
HIGH	1.1145
0.618	1.1132
0.500	1.1128
0.382	1.1123
LOW	1.1110
0.618	1.1088
1.000	1.1075
1.618	1.1053
2.618	1.1018
4.250	1.0961

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	1.1133	1.1175
PP	1.1130	1.1162
S1	1.1128	1.1149

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

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