CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	1.1050	1.1086	0.0036	0.3%	1.0881
High	1.1163	1.1102	-0.0061	-0.5%	1.1059
Low	1.1025	1.1076	0.0051	0.5%	1.0860
Close	1.1144	1.1087	-0.0057	-0.5%	1.1028
Range	0.0138	0.0026	-0.0112	-81.2%	0.0199
ATR	0.0100	0.0098	-0.0002	-2.3%	0.0000
Volume	26	46	20	76.9%	223

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1166	1.1153	1.1101
R3	1.1140	1.1127	1.1094
R2	1.1114	1.1114	1.1092
R1	1.1101	1.1101	1.1089	1.1108
PP	1.1088	1.1088	1.1088	1.1092
S1	1.1075	1.1075	1.1085	1.1082
S2	1.1062	1.1062	1.1082
S3	1.1036	1.1049	1.1080
S4	1.1010	1.1023	1.1073

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	1.0920	0.0243	2.2%	0.0074	0.7%	69%	False	False	39
10	1.1163	1.0860	0.0303	2.7%	0.0084	0.8%	75%	False	False	38
20	1.1249	1.0860	0.0389	3.5%	0.0086	0.8%	58%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.1213
2.618	1.1170
1.618	1.1144
1.000	1.1128
0.618	1.1118
HIGH	1.1102
0.618	1.1092
0.500	1.1089
0.382	1.1086
LOW	1.1076
0.618	1.1060
1.000	1.1050
1.618	1.1034
2.618	1.1008
4.250	1.0966

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	1.1089	1.1081
PP	1.1088	1.1074
S1	1.1088	1.1068

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

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