CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	1.1203	1.1196	-0.0007	-0.1%	1.1002
High	1.1228	1.1231	0.0003	0.0%	1.1253
Low	1.1127	1.1144	0.0017	0.2%	1.0973
Close	1.1186	1.1164	-0.0022	-0.2%	1.1164
Range	0.0101	0.0087	-0.0014	-13.9%	0.0280
ATR	0.0105	0.0104	-0.0001	-1.2%	0.0000
Volume	112	246	134	119.6%	666

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1441	1.1389	1.1212
R3	1.1354	1.1302	1.1188
R2	1.1267	1.1267	1.1180
R1	1.1215	1.1215	1.1172	1.1198
PP	1.1180	1.1180	1.1180	1.1171
S1	1.1128	1.1128	1.1156	1.1111
S2	1.1093	1.1093	1.1148
S3	1.1006	1.1041	1.1140
S4	1.0919	1.0954	1.1116

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1970	1.1847	1.1318
R3	1.1690	1.1567	1.1241
R2	1.1410	1.1410	1.1215
R1	1.1287	1.1287	1.1190	1.1349
PP	1.1130	1.1130	1.1130	1.1161
S1	1.1007	1.1007	1.1138	1.1069
S2	1.0850	1.0850	1.1113
S3	1.0570	1.0727	1.1087
S4	1.0290	1.0447	1.1010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1253	1.0973	0.0280	2.5%	0.0108	1.0%	68%	False	False	133
10	1.1253	1.0893	0.0360	3.2%	0.0092	0.8%	75%	False	False	131
20	1.1253	1.0860	0.0393	3.5%	0.0094	0.8%	77%	False	False	99
40	1.1457	1.0860	0.0597	5.3%	0.0093	0.8%	51%	False	False	73

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1601
2.618	1.1459
1.618	1.1372
1.000	1.1318
0.618	1.1285
HIGH	1.1231
0.618	1.1198
0.500	1.1188
0.382	1.1177
LOW	1.1144
0.618	1.1090
1.000	1.1057
1.618	1.1003
2.618	1.0916
4.250	1.0774

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	1.1188	1.1190
PP	1.1180	1.1181
S1	1.1172	1.1173

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

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