CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	1.0999	1.1050	0.0051	0.5%	1.0881
High	1.1033	1.1163	0.0130	1.2%	1.1059
Low	1.0973	1.1025	0.0052	0.5%	1.0860
Close	1.1028	1.1144	0.0116	1.1%	1.1028
Range	0.0060	0.0138	0.0078	130.0%	0.0199
ATR	0.0097	0.0100	0.0003	3.0%	0.0000
Volume	17	26	9	52.9%	223

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1525	1.1472	1.1220
R3	1.1387	1.1334	1.1182
R2	1.1249	1.1249	1.1169
R1	1.1196	1.1196	1.1157	1.1223
PP	1.1111	1.1111	1.1111	1.1124
S1	1.1058	1.1058	1.1131	1.1085
S2	1.0973	1.0973	1.1119
S3	1.0835	1.0920	1.1106
S4	1.0697	1.0782	1.1068

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1579	1.1503	1.1137
R3	1.1380	1.1304	1.1083
R2	1.1181	1.1181	1.1064
R1	1.1105	1.1105	1.1046	1.1143
PP	1.0982	1.0982	1.0982	1.1002
S1	1.0906	1.0906	1.1010	1.0944
S2	1.0783	1.0783	1.0992
S3	1.0584	1.0707	1.0973
S4	1.0385	1.0508	1.0919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1163	1.0860	0.0303	2.7%	0.0098	0.9%	94%	True	False	39
10	1.1163	1.0860	0.0303	2.7%	0.0091	0.8%	94%	True	False	39
20	1.1311	1.0860	0.0451	4.0%	0.0098	0.9%	63%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1750
2.618	1.1524
1.618	1.1386
1.000	1.1301
0.618	1.1248
HIGH	1.1163
0.618	1.1110
0.500	1.1094
0.382	1.1078
LOW	1.1025
0.618	1.0940
1.000	1.0887
1.618	1.0802
2.618	1.0664
4.250	1.0439

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	1.1127	1.1119
PP	1.1111	1.1093
S1	1.1094	1.1068

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

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