CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	1.1369	1.1303	-0.0066	-0.6%	1.1431
High	1.1400	1.1340	-0.0060	-0.5%	1.1749
Low	1.1248	1.1196	-0.0052	-0.5%	1.1196
Close	1.1304	1.1223	-0.0081	-0.7%	1.1223
Range	0.0152	0.0144	-0.0008	-5.3%	0.0553
ATR	0.0141	0.0141	0.0000	0.2%	0.0000
Volume	145	73	-72	-49.7%	966

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1685	1.1598	1.1302
R3	1.1541	1.1454	1.1263
R2	1.1397	1.1397	1.1249
R1	1.1310	1.1310	1.1236	1.1282
PP	1.1253	1.1253	1.1253	1.1239
S1	1.1166	1.1166	1.1210	1.1138
S2	1.1109	1.1109	1.1197
S3	1.0965	1.1022	1.1183
S4	1.0821	1.0878	1.1144

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.3048	1.2689	1.1527
R3	1.2495	1.2136	1.1375
R2	1.1942	1.1942	1.1324
R1	1.1583	1.1583	1.1274	1.1486
PP	1.1389	1.1389	1.1389	1.1341
S1	1.1030	1.1030	1.1172	1.0933
S2	1.0836	1.0836	1.1122
S3	1.0283	1.0477	1.1071
S4	0.9730	0.9924	1.0919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1749	1.1196	0.0553	4.9%	0.0214	1.9%	5%	False	True	193
10	1.1749	1.1063	0.0686	6.1%	0.0157	1.4%	23%	False	False	169
20	1.1749	1.0893	0.0856	7.6%	0.0125	1.1%	39%	False	False	150
40	1.1749	1.0860	0.0889	7.9%	0.0111	1.0%	41%	False	False	109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1952
2.618	1.1717
1.618	1.1573
1.000	1.1484
0.618	1.1429
HIGH	1.1340
0.618	1.1285
0.500	1.1268
0.382	1.1251
LOW	1.1196
0.618	1.1107
1.000	1.1052
1.618	1.0963
2.618	1.0819
4.250	1.0584

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	1.1268	1.1397
PP	1.1253	1.1339
S1	1.1238	1.1281

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

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