CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	1.0932	1.0972	0.0040	0.4%	1.1050
High	1.0960	1.0980	0.0020	0.2%	1.1163
Low	1.0893	1.0927	0.0034	0.3%	1.0935
Close	1.0941	1.0966	0.0025	0.2%	1.1010
Range	0.0067	0.0053	-0.0014	-20.9%	0.0228
ATR	0.0099	0.0096	-0.0003	-3.3%	0.0000
Volume	199	142	-57	-28.6%	459

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1117	1.1094	1.0995
R3	1.1064	1.1041	1.0981
R2	1.1011	1.1011	1.0976
R1	1.0988	1.0988	1.0971	1.0973
PP	1.0958	1.0958	1.0958	1.0950
S1	1.0935	1.0935	1.0961	1.0920
S2	1.0905	1.0905	1.0956
S3	1.0852	1.0882	1.0951
S4	1.0799	1.0829	1.0937

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%	0.0091	0.8%	28%	False	False	135
10	1.1163	1.0893	0.0270	2.5%	0.0088	0.8%	27%	False	False	106
20	1.1241	1.0860	0.0381	3.5%	0.0093	0.8%	28%	False	False	84
40	1.1475	1.0860	0.0615	5.6%	0.0085	0.8%	17%	False	False	58

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1205
2.618	1.1119
1.618	1.1066
1.000	1.1033
0.618	1.1013
HIGH	1.0980
0.618	1.0960
0.500	1.0954
0.382	1.0947
LOW	1.0927
0.618	1.0894
1.000	1.0874
1.618	1.0841
2.618	1.0788
4.250	1.0702

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	1.0962	1.0963
PP	1.0958	1.0960
S1	1.0954	1.0958

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

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