CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	1.1229	1.1315	0.0086	0.8%	1.1431
High	1.1298	1.1364	0.0066	0.6%	1.1749
Low	1.1218	1.1256	0.0038	0.3%	1.1196
Close	1.1277	1.1334	0.0057	0.5%	1.1223
Range	0.0080	0.0108	0.0028	35.0%	0.0553
ATR	0.0137	0.0135	-0.0002	-1.5%	0.0000
Volume	23	61	38	165.2%	966

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1642	1.1596	1.1393
R3	1.1534	1.1488	1.1364
R2	1.1426	1.1426	1.1354
R1	1.1380	1.1380	1.1344	1.1403
PP	1.1318	1.1318	1.1318	1.1330
S1	1.1272	1.1272	1.1324	1.1295
S2	1.1210	1.1210	1.1314
S3	1.1102	1.1164	1.1304
S4	1.0994	1.1056	1.1275

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	1.1597	1.1196	0.0401	3.5%	0.0150	1.3%	34%	False	False	113
10	1.1749	1.1063	0.0686	6.1%	0.0164	1.4%	40%	False	False	139
20	1.1749	1.0893	0.0856	7.6%	0.0127	1.1%	52%	False	False	142
40	1.1749	1.0860	0.0889	7.8%	0.0109	1.0%	53%	False	False	106

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1823
2.618	1.1647
1.618	1.1539
1.000	1.1472
0.618	1.1431
HIGH	1.1364
0.618	1.1323
0.500	1.1310
0.382	1.1297
LOW	1.1256
0.618	1.1189
1.000	1.1148
1.618	1.1081
2.618	1.0973
4.250	1.0797

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	1.1326	1.1316
PP	1.1318	1.1298
S1	1.1310	1.1280

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

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