CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	1.1630	1.1565	-0.0065	-0.6%	1.1153
High	1.1630	1.1597	-0.0033	-0.3%	1.1430
Low	1.1438	1.1333	-0.0105	-0.9%	1.1063
Close	1.1466	1.1388	-0.0078	-0.7%	1.1396
Range	0.0192	0.0264	0.0072	37.5%	0.0367
ATR	0.0130	0.0140	0.0010	7.3%	0.0000
Volume	162	267	105	64.8%	730

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2231	1.2074	1.1533
R3	1.1967	1.1810	1.1461
R2	1.1703	1.1703	1.1436
R1	1.1546	1.1546	1.1412	1.1493
PP	1.1439	1.1439	1.1439	1.1413
S1	1.1282	1.1282	1.1364	1.1229
S2	1.1175	1.1175	1.1340
S3	1.0911	1.1018	1.1315
S4	1.0647	1.0754	1.1243

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	1.1152	0.0597	5.2%	0.0209	1.8%	40%	False	False	198
10	1.1749	1.1063	0.0686	6.0%	0.0147	1.3%	47%	False	False	183
20	1.1749	1.0893	0.0856	7.5%	0.0124	1.1%	58%	False	False	152
40	1.1749	1.0860	0.0889	7.8%	0.0106	0.9%	59%	False	False	103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2719
2.618	1.2288
1.618	1.2024
1.000	1.1861
0.618	1.1760
HIGH	1.1597
0.618	1.1496
0.500	1.1465
0.382	1.1434
LOW	1.1333
0.618	1.1170
1.000	1.1069
1.618	1.0906
2.618	1.0642
4.250	1.0211

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	1.1465	1.1541
PP	1.1439	1.1490
S1	1.1414	1.1439

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

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