CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	1.1059	1.1096	0.0037	0.3%	1.1049
High	1.1110	1.1096	-0.0014	-0.1%	1.1311
Low	1.1059	1.1046	-0.0013	-0.1%	1.1049
Close	1.1110	1.1060	-0.0050	-0.5%	1.1136
Range	0.0051	0.0050	-0.0001	-2.0%	0.0262
ATR	0.0090	0.0088	-0.0002	-2.1%	0.0000
Volume	51	33	-18	-35.3%	42

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1217	1.1189	1.1088
R3	1.1167	1.1139	1.1074
R2	1.1117	1.1117	1.1069
R1	1.1089	1.1089	1.1065	1.1078
PP	1.1067	1.1067	1.1067	1.1062
S1	1.1039	1.1039	1.1055	1.1028
S2	1.1017	1.1017	1.1051
S3	1.0967	1.0989	1.1046
S4	1.0917	1.0939	1.1033

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1951	1.1806	1.1280
R3	1.1689	1.1544	1.1208
R2	1.1427	1.1427	1.1184
R1	1.1282	1.1282	1.1160	1.1355
PP	1.1165	1.1165	1.1165	1.1202
S1	1.1020	1.1020	1.1112	1.1093
S2	1.0903	1.0903	1.1088
S3	1.0641	1.0758	1.1064
S4	1.0379	1.0496	1.0992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1163	1.0968	0.0195	1.8%	0.0078	0.7%	47%	False	False	50
10	1.1311	1.0968	0.0343	3.1%	0.0086	0.8%	27%	False	False	37
20	1.1475	1.0968	0.0507	4.6%	0.0076	0.7%	18%	False	False	31

Crabel Price Patterns
NR	True
NR4	True
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1309
2.618	1.1227
1.618	1.1177
1.000	1.1146
0.618	1.1127
HIGH	1.1096
0.618	1.1077
0.500	1.1071
0.382	1.1065
LOW	1.1046
0.618	1.1015
1.000	1.0996
1.618	1.0965
2.618	1.0915
4.250	1.0834

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	1.1071	1.1053
PP	1.1067	1.1046
S1	1.1064	1.1039

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

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