CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	1.0993	1.1002	0.0009	0.1%	1.1020
High	1.1022	1.1081	0.0059	0.5%	1.1036
Low	1.0908	1.0973	0.0065	0.6%	1.0893
Close	1.1016	1.1064	0.0048	0.4%	1.1016
Range	0.0114	0.0108	-0.0006	-5.3%	0.0143
ATR	0.0097	0.0098	0.0001	0.8%	0.0000
Volume	55	123	68	123.6%	646

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1363	1.1322	1.1123
R3	1.1255	1.1214	1.1094
R2	1.1147	1.1147	1.1084
R1	1.1106	1.1106	1.1074	1.1127
PP	1.1039	1.1039	1.1039	1.1050
S1	1.0998	1.0998	1.1054	1.1019
S2	1.0931	1.0931	1.1044
S3	1.0823	1.0890	1.1034
S4	1.0715	1.0782	1.1005

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	1.1081	1.0893	0.0188	1.7%	0.0088	0.8%	91%	True	False	124
10	1.1154	1.0893	0.0261	2.4%	0.0090	0.8%	66%	False	False	120
20	1.1163	1.0860	0.0303	2.7%	0.0091	0.8%	67%	False	False	80
40	1.1475	1.0860	0.0615	5.6%	0.0088	0.8%	33%	False	False	62

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1540
2.618	1.1364
1.618	1.1256
1.000	1.1189
0.618	1.1148
HIGH	1.1081
0.618	1.1040
0.500	1.1027
0.382	1.1014
LOW	1.0973
0.618	1.0906
1.000	1.0865
1.618	1.0798
2.618	1.0690
4.250	1.0514

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	1.1052	1.1041
PP	1.1039	1.1018
S1	1.1027	1.0995

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

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