CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 14-Jul-2015

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	1.1169	1.1037	-0.0132	-1.2%	1.1051
High	1.1240	1.1117	-0.0123	-1.1%	1.1241
Low	1.1045	1.1016	-0.0029	-0.3%	1.0968
Close	1.1045	1.1056	0.0011	0.1%	1.1176
Range	0.0195	0.0101	-0.0094	-48.2%	0.0273
ATR	0.0102	0.0102	0.0000	-0.1%	0.0000
Volume	26	60	34	130.8%	496

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1366	1.1312	1.1112
R3	1.1265	1.1211	1.1084
R2	1.1164	1.1164	1.1075
R1	1.1110	1.1110	1.1065	1.1137
PP	1.1063	1.1063	1.1063	1.1077
S1	1.1009	1.1009	1.1047	1.1036
S2	1.0962	1.0962	1.1037
S3	1.0861	1.0908	1.1028
S4	1.0760	1.0807	1.1000

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	1.1016	0.0225	2.0%	0.0094	0.9%	18%	False	True	83
10	1.1249	1.0968	0.0281	2.5%	0.0089	0.8%	31%	False	False	60
20	1.1475	1.0968	0.0507	4.6%	0.0087	0.8%	17%	False	False	47

Crabel Price Patterns
NR	True
NR4	False
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	True
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1546
2.618	1.1381
1.618	1.1280
1.000	1.1218
0.618	1.1179
HIGH	1.1117
0.618	1.1078
0.500	1.1067
0.382	1.1055
LOW	1.1016
0.618	1.0954
1.000	1.0915
1.618	1.0853
2.618	1.0752
4.250	1.0587

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	1.1067	1.1129
PP	1.1063	1.1104
S1	1.1060	1.1080

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

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