CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	1.1183	1.1291	0.0108	1.0%	1.1153
High	1.1283	1.1430	0.0147	1.3%	1.1430
Low	1.1152	1.1291	0.0139	1.2%	1.1063
Close	1.1240	1.1396	0.0156	1.4%	1.1396
Range	0.0131	0.0139	0.0008	6.1%	0.0367
ATR	0.0101	0.0107	0.0006	6.3%	0.0000
Volume	122	122	0	0.0%	730

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1789	1.1732	1.1472
R3	1.1650	1.1593	1.1434
R2	1.1511	1.1511	1.1421
R1	1.1454	1.1454	1.1409	1.1483
PP	1.1372	1.1372	1.1372	1.1387
S1	1.1315	1.1315	1.1383	1.1344
S2	1.1233	1.1233	1.1371
S3	1.1094	1.1176	1.1358
S4	1.0955	1.1037	1.1320

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2397	1.2264	1.1598
R3	1.2030	1.1897	1.1497
R2	1.1663	1.1663	1.1463
R1	1.1530	1.1530	1.1430	1.1597
PP	1.1296	1.1296	1.1296	1.1330
S1	1.1163	1.1163	1.1362	1.1230
S2	1.0929	1.0929	1.1329
S3	1.0562	1.0796	1.1295
S4	1.0195	1.0429	1.1194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1430	1.1063	0.0367	3.2%	0.0101	0.9%	91%	True	False	146
10	1.1430	1.0973	0.0457	4.0%	0.0104	0.9%	93%	True	False	139
20	1.1430	1.0893	0.0537	4.7%	0.0099	0.9%	94%	True	False	125
40	1.1430	1.0860	0.0570	5.0%	0.0097	0.8%	94%	True	False	87

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	0.0017
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.2021
2.618	1.1794
1.618	1.1655
1.000	1.1569
0.618	1.1516
HIGH	1.1430
0.618	1.1377
0.500	1.1361
0.382	1.1344
LOW	1.1291
0.618	1.1205
1.000	1.1152
1.618	1.1066
2.618	1.0927
4.250	1.0700

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	1.1384	1.1346
PP	1.1372	1.1296
S1	1.1361	1.1247

Download as Excel Spreadsheet

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

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