CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	1.1086	1.1109	0.0023	0.2%	1.0881
High	1.1102	1.1123	0.0021	0.2%	1.1059
Low	1.1076	1.1023	-0.0053	-0.5%	1.0860
Close	1.1087	1.1054	-0.0033	-0.3%	1.1028
Range	0.0026	0.0100	0.0074	284.6%	0.0199
ATR	0.0098	0.0098	0.0000	0.1%	0.0000
Volume	46	119	73	158.7%	223

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1367	1.1310	1.1109
R3	1.1267	1.1210	1.1082
R2	1.1167	1.1167	1.1072
R1	1.1110	1.1110	1.1063	1.1089
PP	1.1067	1.1067	1.1067	1.1056
S1	1.1010	1.1010	1.1045	1.0989
S2	1.0967	1.0967	1.1036
S3	1.0867	1.0910	1.1027
S4	1.0767	1.0810	1.0999

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	1.0973	0.0190	1.7%	0.0077	0.7%	43%	False	False	55
10	1.1163	1.0860	0.0303	2.7%	0.0083	0.8%	64%	False	False	49
20	1.1241	1.0860	0.0381	3.4%	0.0088	0.8%	51%	False	False	54

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1548
2.618	1.1385
1.618	1.1285
1.000	1.1223
0.618	1.1185
HIGH	1.1123
0.618	1.1085
0.500	1.1073
0.382	1.1061
LOW	1.1023
0.618	1.0961
1.000	1.0923
1.618	1.0861
2.618	1.0761
4.250	1.0598

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	1.1073	1.1093
PP	1.1067	1.1080
S1	1.1060	1.1067

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

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