CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	1.1028	1.1130	0.0102	0.9%	1.1020
High	1.1127	1.1253	0.0126	1.1%	1.1036
Low	1.1008	1.1130	0.0122	1.1%	1.0893
Close	1.1074	1.1213	0.0139	1.3%	1.1016
Range	0.0119	0.0123	0.0004	3.4%	0.0143
ATR	0.0100	0.0105	0.0006	5.7%	0.0000
Volume	99	86	-13	-13.1%	646

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1568	1.1513	1.1281
R3	1.1445	1.1390	1.1247
R2	1.1322	1.1322	1.1236
R1	1.1267	1.1267	1.1224	1.1295
PP	1.1199	1.1199	1.1199	1.1212
S1	1.1144	1.1144	1.1202	1.1172
S2	1.1076	1.1076	1.1190
S3	1.0953	1.1021	1.1179
S4	1.0830	1.0898	1.1145

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	1.1253	1.0908	0.0345	3.1%	0.0103	0.9%	88%	True	False	101
10	1.1253	1.0893	0.0360	3.2%	0.0102	0.9%	89%	True	False	122
20	1.1253	1.0860	0.0393	3.5%	0.0092	0.8%	90%	True	False	85
40	1.1475	1.0860	0.0615	5.5%	0.0092	0.8%	57%	False	False	65

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

Fibonacci Retracements and Extensions
4.250	1.1776
2.618	1.1575
1.618	1.1452
1.000	1.1376
0.618	1.1329
HIGH	1.1253
0.618	1.1206
0.500	1.1192
0.382	1.1177
LOW	1.1130
0.618	1.1054
1.000	1.1007
1.618	1.0931
2.618	1.0808
4.250	1.0607

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	1.1206	1.1180
PP	1.1199	1.1146
S1	1.1192	1.1113

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

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