CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	1.1130	1.1203	0.0073	0.7%	1.1020
High	1.1253	1.1228	-0.0025	-0.2%	1.1036
Low	1.1130	1.1127	-0.0003	0.0%	1.0893
Close	1.1213	1.1186	-0.0027	-0.2%	1.1016
Range	0.0123	0.0101	-0.0022	-17.9%	0.0143
ATR	0.0105	0.0105	0.0000	-0.3%	0.0000
Volume	86	112	26	30.2%	646

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1483	1.1436	1.1242
R3	1.1382	1.1335	1.1214
R2	1.1281	1.1281	1.1205
R1	1.1234	1.1234	1.1195	1.1207
PP	1.1180	1.1180	1.1180	1.1167
S1	1.1133	1.1133	1.1177	1.1106
S2	1.1079	1.1079	1.1167
S3	1.0978	1.1032	1.1158
S4	1.0877	1.0931	1.1130

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%	0.0113	1.0%	81%	False	False	95
10	1.1253	1.0893	0.0360	3.2%	0.0102	0.9%	81%	False	False	115
20	1.1253	1.0860	0.0393	3.5%	0.0093	0.8%	83%	False	False	87
40	1.1475	1.0860	0.0615	5.5%	0.0092	0.8%	53%	False	False	68

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1657
2.618	1.1492
1.618	1.1391
1.000	1.1329
0.618	1.1290
HIGH	1.1228
0.618	1.1189
0.500	1.1178
0.382	1.1166
LOW	1.1127
0.618	1.1065
1.000	1.1026
1.618	1.0964
2.618	1.0863
4.250	1.0698

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	1.1183	1.1168
PP	1.1180	1.1149
S1	1.1178	1.1131

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

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