CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	1.0983	1.1020	0.0037	0.3%	1.1050
High	1.1154	1.1036	-0.0118	-1.1%	1.1163
Low	1.0966	1.0987	0.0021	0.2%	1.0935
Close	1.1010	1.0993	-0.0017	-0.2%	1.1010
Range	0.0188	0.0049	-0.0139	-73.9%	0.0228
ATR	0.0106	0.0102	-0.0004	-3.8%	0.0000
Volume	85	149	64	75.3%	459

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1152	1.1122	1.1020
R3	1.1103	1.1073	1.1006
R2	1.1054	1.1054	1.1002
R1	1.1024	1.1024	1.0997	1.1015
PP	1.1005	1.1005	1.1005	1.1001
S1	1.0975	1.0975	1.0989	1.0966
S2	1.0956	1.0956	1.0984
S3	1.0907	1.0926	1.0980
S4	1.0858	1.0877	1.0966

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1720	1.1593	1.1135
R3	1.1492	1.1365	1.1073
R2	1.1264	1.1264	1.1052
R1	1.1137	1.1137	1.1031	1.1087
PP	1.1036	1.1036	1.1036	1.1011
S1	1.0909	1.0909	1.0989	1.0859
S2	1.0808	1.0808	1.0968
S3	1.0580	1.0681	1.0947
S4	1.0352	1.0453	1.0885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1154	1.0935	0.0219	2.0%	0.0092	0.8%	26%	False	False	116
10	1.1163	1.0860	0.0303	2.8%	0.0095	0.9%	44%	False	False	78
20	1.1241	1.0860	0.0381	3.5%	0.0094	0.9%	35%	False	False	69

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1244
2.618	1.1164
1.618	1.1115
1.000	1.1085
0.618	1.1066
HIGH	1.1036
0.618	1.1017
0.500	1.1012
0.382	1.1006
LOW	1.0987
0.618	1.0957
1.000	1.0938
1.618	1.0908
2.618	1.0859
4.250	1.0779

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	1.1012	1.1045
PP	1.1005	1.1027
S1	1.0999	1.1010

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

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