CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	1.1166	1.1169	0.0003	0.0%	1.1051
High	1.1241	1.1240	-0.0001	0.0%	1.1241
Low	1.1166	1.1045	-0.0121	-1.1%	1.0968
Close	1.1176	1.1045	-0.0131	-1.2%	1.1176
Range	0.0075	0.0195	0.0120	160.0%	0.0273
ATR	0.0095	0.0102	0.0007	7.5%	0.0000
Volume	245	26	-219	-89.4%	496

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1695	1.1565	1.1152
R3	1.1500	1.1370	1.1099
R2	1.1305	1.1305	1.1081
R1	1.1175	1.1175	1.1063	1.1143
PP	1.1110	1.1110	1.1110	1.1094
S1	1.0980	1.0980	1.1027	1.0948
S2	1.0915	1.0915	1.1009
S3	1.0720	1.0785	1.0991
S4	1.0525	1.0590	1.0938

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1947	1.1835	1.1326
R3	1.1674	1.1562	1.1251
R2	1.1401	1.1401	1.1226
R1	1.1289	1.1289	1.1201	1.1345
PP	1.1128	1.1128	1.1128	1.1157
S1	1.1016	1.1016	1.1151	1.1072
S2	1.0855	1.0855	1.1126
S3	1.0582	1.0743	1.1101
S4	1.0309	1.0470	1.1026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1241	1.0968	0.0273	2.5%	0.0101	0.9%	28%	False	False	82
10	1.1311	1.0968	0.0343	3.1%	0.0105	1.0%	22%	False	False	56
20	1.1475	1.0968	0.0507	4.6%	0.0085	0.8%	15%	False	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2069
2.618	1.1751
1.618	1.1556
1.000	1.1435
0.618	1.1361
HIGH	1.1240
0.618	1.1166
0.500	1.1143
0.382	1.1119
LOW	1.1045
0.618	1.0924
1.000	1.0850
1.618	1.0729
2.618	1.0534
4.250	1.0216

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	1.1143	1.1143
PP	1.1110	1.1110
S1	1.1078	1.1078

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

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