CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	1.1565	1.1369	-0.0196	-1.7%	1.1153
High	1.1597	1.1400	-0.0197	-1.7%	1.1430
Low	1.1333	1.1248	-0.0085	-0.8%	1.1063
Close	1.1388	1.1304	-0.0084	-0.7%	1.1396
Range	0.0264	0.0152	-0.0112	-42.4%	0.0367
ATR	0.0140	0.0141	0.0001	0.6%	0.0000
Volume	267	145	-122	-45.7%	730

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1773	1.1691	1.1388
R3	1.1621	1.1539	1.1346
R2	1.1469	1.1469	1.1332
R1	1.1387	1.1387	1.1318	1.1352
PP	1.1317	1.1317	1.1317	1.1300
S1	1.1235	1.1235	1.1290	1.1200
S2	1.1165	1.1165	1.1276
S3	1.1013	1.1083	1.1262
S4	1.0861	1.0931	1.1220

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	1.1248	0.0501	4.4%	0.0213	1.9%	11%	False	True	203
10	1.1749	1.1063	0.0686	6.1%	0.0152	1.3%	35%	False	False	186
20	1.1749	1.0893	0.0856	7.6%	0.0127	1.1%	48%	False	False	151
40	1.1749	1.0860	0.0889	7.9%	0.0108	1.0%	50%	False	False	107

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2046
2.618	1.1798
1.618	1.1646
1.000	1.1552
0.618	1.1494
HIGH	1.1400
0.618	1.1342
0.500	1.1324
0.382	1.1306
LOW	1.1248
0.618	1.1154
1.000	1.1096
1.618	1.1002
2.618	1.0850
4.250	1.0602

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	1.1324	1.1439
PP	1.1317	1.1394
S1	1.1311	1.1349

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

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