CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	1.1291	1.1431	0.0140	1.2%	1.1153
High	1.1430	1.1749	0.0319	2.8%	1.1430
Low	1.1291	1.1431	0.0140	1.2%	1.1063
Close	1.1396	1.1640	0.0244	2.1%	1.1396
Range	0.0139	0.0318	0.0179	128.8%	0.0367
ATR	0.0107	0.0125	0.0018	16.3%	0.0000
Volume	122	319	197	161.5%	730

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2561	1.2418	1.1815
R3	1.2243	1.2100	1.1727
R2	1.1925	1.1925	1.1698
R1	1.1782	1.1782	1.1669	1.1854
PP	1.1607	1.1607	1.1607	1.1642
S1	1.1464	1.1464	1.1611	1.1536
S2	1.1289	1.1289	1.1582
S3	1.0971	1.1146	1.1553
S4	1.0653	1.0828	1.1465

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	1.1749	1.1063	0.0686	5.9%	0.0153	1.3%	84%	True	False	172
10	1.1749	1.1008	0.0741	6.4%	0.0125	1.1%	85%	True	False	159
20	1.1749	1.0893	0.0856	7.4%	0.0108	0.9%	87%	True	False	139
40	1.1749	1.0860	0.0889	7.6%	0.0103	0.9%	88%	True	False	93

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	0.0015
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	1.3101
2.618	1.2582
1.618	1.2264
1.000	1.2067
0.618	1.1946
HIGH	1.1749
0.618	1.1628
0.500	1.1590
0.382	1.1552
LOW	1.1431
0.618	1.1234
1.000	1.1113
1.618	1.0916
2.618	1.0598
4.250	1.0080

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	1.1623	1.1577
PP	1.1607	1.1514
S1	1.1590	1.1451

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

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