CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	1.0988	1.1000	0.0012	0.1%	1.1169
High	1.1008	1.1059	0.0051	0.5%	1.1240
Low	1.0920	1.1000	0.0080	0.7%	1.0878
Close	1.0951	1.1045	0.0094	0.9%	1.0895
Range	0.0088	0.0059	-0.0029	-33.0%	0.0362
ATR	0.0099	0.0099	0.0001	0.7%	0.0000
Volume	39	68	29	74.4%	175

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1212	1.1187	1.1077
R3	1.1153	1.1128	1.1061
R2	1.1094	1.1094	1.1056
R1	1.1069	1.1069	1.1050	1.1082
PP	1.1035	1.1035	1.1035	1.1041
S1	1.1010	1.1010	1.1040	1.1023
S2	1.0976	1.0976	1.1034
S3	1.0917	1.0951	1.1029
S4	1.0858	1.0892	1.1013

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2090	1.1855	1.1094
R3	1.1728	1.1493	1.0995
R2	1.1366	1.1366	1.0961
R1	1.1131	1.1131	1.0928	1.1068
PP	1.1004	1.1004	1.1004	1.0973
S1	1.0769	1.0769	1.0862	1.0706
S2	1.0642	1.0642	1.0829
S3	1.0280	1.0407	1.0795
S4	0.9918	1.0045	1.0696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1059	1.0860	0.0199	1.8%	0.0082	0.7%	93%	True	False	41
10	1.1241	1.0860	0.0381	3.4%	0.0098	0.9%	49%	False	False	62
20	1.1311	1.0860	0.0451	4.1%	0.0092	0.8%	41%	False	False	49

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	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1310
2.618	1.1213
1.618	1.1154
1.000	1.1118
0.618	1.1095
HIGH	1.1059
0.618	1.1036
0.500	1.1030
0.382	1.1023
LOW	1.1000
0.618	1.0964
1.000	1.0941
1.618	1.0905
2.618	1.0846
4.250	1.0749

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	1.1040	1.1017
PP	1.1035	1.0988
S1	1.1030	1.0960

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

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