CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	1.1431	1.1630	0.0199	1.7%	1.1153
High	1.1749	1.1630	-0.0119	-1.0%	1.1430
Low	1.1431	1.1438	0.0007	0.1%	1.1063
Close	1.1640	1.1466	-0.0174	-1.5%	1.1396
Range	0.0318	0.0192	-0.0126	-39.6%	0.0367
ATR	0.0125	0.0130	0.0006	4.4%	0.0000
Volume	319	162	-157	-49.2%	730

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2087	1.1969	1.1572
R3	1.1895	1.1777	1.1519
R2	1.1703	1.1703	1.1501
R1	1.1585	1.1585	1.1484	1.1548
PP	1.1511	1.1511	1.1511	1.1493
S1	1.1393	1.1393	1.1448	1.1356
S2	1.1319	1.1319	1.1431
S3	1.1127	1.1201	1.1413
S4	1.0935	1.1009	1.1360

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	6.0%	0.0178	1.6%	59%	False	False	165
10	1.1749	1.1063	0.0686	6.0%	0.0133	1.2%	59%	False	False	165
20	1.1749	1.0893	0.0856	7.5%	0.0116	1.0%	67%	False	False	145
40	1.1749	1.0860	0.0889	7.8%	0.0101	0.9%	68%	False	False	97

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2446
2.618	1.2133
1.618	1.1941
1.000	1.1822
0.618	1.1749
HIGH	1.1630
0.618	1.1557
0.500	1.1534
0.382	1.1511
LOW	1.1438
0.618	1.1319
1.000	1.1246
1.618	1.1127
2.618	1.0935
4.250	1.0622

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	1.1534	1.1520
PP	1.1511	1.1502
S1	1.1489	1.1484

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

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