CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	1.0992	1.0932	-0.0060	-0.5%	1.1050
High	1.1022	1.0960	-0.0062	-0.6%	1.1163
Low	1.0925	1.0893	-0.0032	-0.3%	1.0935
Close	1.0936	1.0941	0.0005	0.0%	1.1010
Range	0.0097	0.0067	-0.0030	-30.9%	0.0228
ATR	0.0102	0.0099	-0.0002	-2.4%	0.0000
Volume	101	199	98	97.0%	459

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1132	1.1104	1.0978
R3	1.1065	1.1037	1.0959
R2	1.0998	1.0998	1.0953
R1	1.0970	1.0970	1.0947	1.0984
PP	1.0931	1.0931	1.0931	1.0939
S1	1.0903	1.0903	1.0935	1.0917
S2	1.0864	1.0864	1.0929
S3	1.0797	1.0836	1.0923
S4	1.0730	1.0769	1.0904

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	1.0893	0.0261	2.4%	0.0100	0.9%	18%	False	True	143
10	1.1163	1.0893	0.0270	2.5%	0.0088	0.8%	18%	False	True	99
20	1.1241	1.0860	0.0381	3.5%	0.0093	0.8%	21%	False	False	79
40	1.1475	1.0860	0.0615	5.6%	0.0084	0.8%	13%	False	False	54

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1245
2.618	1.1135
1.618	1.1068
1.000	1.1027
0.618	1.1001
HIGH	1.0960
0.618	1.0934
0.500	1.0927
0.382	1.0919
LOW	1.0893
0.618	1.0852
1.000	1.0826
1.618	1.0785
2.618	1.0718
4.250	1.0608

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	1.0936	1.0965
PP	1.0931	1.0957
S1	1.0927	1.0949

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

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