CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	1.0972	1.0993	0.0021	0.2%	1.1020
High	1.0980	1.1022	0.0042	0.4%	1.1036
Low	1.0927	1.0908	-0.0019	-0.2%	1.0893
Close	1.0966	1.1016	0.0050	0.5%	1.1016
Range	0.0053	0.0114	0.0061	115.1%	0.0143
ATR	0.0096	0.0097	0.0001	1.3%	0.0000
Volume	142	55	-87	-61.3%	646

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1324	1.1284	1.1079
R3	1.1210	1.1170	1.1047
R2	1.1096	1.1096	1.1037
R1	1.1056	1.1056	1.1026	1.1076
PP	1.0982	1.0982	1.0982	1.0992
S1	1.0942	1.0942	1.1006	1.0962
S2	1.0868	1.0868	1.0995
S3	1.0754	1.0828	1.0985
S4	1.0640	1.0714	1.0953

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1411	1.1356	1.1095
R3	1.1268	1.1213	1.1055
R2	1.1125	1.1125	1.1042
R1	1.1070	1.1070	1.1029	1.1026
PP	1.0982	1.0982	1.0982	1.0960
S1	1.0927	1.0927	1.1003	1.0883
S2	1.0839	1.0839	1.0990
S3	1.0696	1.0784	1.0977
S4	1.0553	1.0641	1.0937

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1036	1.0893	0.0143	1.3%	0.0076	0.7%	86%	False	False	129
10	1.1163	1.0893	0.0270	2.5%	0.0093	0.8%	46%	False	False	110
20	1.1240	1.0860	0.0380	3.4%	0.0095	0.9%	41%	False	False	75
40	1.1475	1.0860	0.0615	5.6%	0.0087	0.8%	25%	False	False	59

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1507
2.618	1.1320
1.618	1.1206
1.000	1.1136
0.618	1.1092
HIGH	1.1022
0.618	1.0978
0.500	1.0965
0.382	1.0952
LOW	1.0908
0.618	1.0838
1.000	1.0794
1.618	1.0724
2.618	1.0610
4.250	1.0424

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	1.0999	1.0997
PP	1.0982	1.0977
S1	1.0965	1.0958

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

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