CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	1.1303	1.1229	-0.0074	-0.7%	1.1431
High	1.1340	1.1298	-0.0042	-0.4%	1.1749
Low	1.1196	1.1218	0.0022	0.2%	1.1196
Close	1.1223	1.1277	0.0054	0.5%	1.1223
Range	0.0144	0.0080	-0.0064	-44.4%	0.0553
ATR	0.0141	0.0137	-0.0004	-3.1%	0.0000
Volume	73	23	-50	-68.5%	966

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1504	1.1471	1.1321
R3	1.1424	1.1391	1.1299
R2	1.1344	1.1344	1.1292
R1	1.1311	1.1311	1.1284	1.1328
PP	1.1264	1.1264	1.1264	1.1273
S1	1.1231	1.1231	1.1270	1.1248
S2	1.1184	1.1184	1.1262
S3	1.1104	1.1151	1.1255
S4	1.1024	1.1071	1.1233

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	1.1630	1.1196	0.0434	3.8%	0.0166	1.5%	19%	False	False	134
10	1.1749	1.1063	0.0686	6.1%	0.0160	1.4%	31%	False	False	153
20	1.1749	1.0893	0.0856	7.6%	0.0126	1.1%	45%	False	False	144
40	1.1749	1.0860	0.0889	7.9%	0.0110	1.0%	47%	False	False	106

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1638
2.618	1.1507
1.618	1.1427
1.000	1.1378
0.618	1.1347
HIGH	1.1298
0.618	1.1267
0.500	1.1258
0.382	1.1249
LOW	1.1218
0.618	1.1169
1.000	1.1138
1.618	1.1089
2.618	1.1009
4.250	1.0878

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	1.1271	1.1298
PP	1.1264	1.1291
S1	1.1258	1.1284

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

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