CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	1.1243	1.1326	0.0083	0.7%	1.1235
High	1.1329	1.1331	0.0002	0.0%	1.1374
Low	1.1232	1.1271	0.0039	0.3%	1.1208
Close	1.1329	1.1308	-0.0021	-0.2%	1.1287
Range	0.0097	0.0060	-0.0037	-38.1%	0.0166
ATR	0.0099	0.0097	-0.0003	-2.8%	0.0000
Volume	6	232	226	3,766.7%	100

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1483	1.1456	1.1341
R3	1.1423	1.1396	1.1325
R2	1.1363	1.1363	1.1319
R1	1.1336	1.1336	1.1314	1.1320
PP	1.1303	1.1303	1.1303	1.1295
S1	1.1276	1.1276	1.1303	1.1260
S2	1.1243	1.1243	1.1297
S3	1.1183	1.1216	1.1292
S4	1.1123	1.1156	1.1275

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1788	1.1703	1.1378
R3	1.1622	1.1537	1.1333
R2	1.1456	1.1456	1.1317
R1	1.1371	1.1371	1.1302	1.1414
PP	1.1290	1.1290	1.1290	1.1311
S1	1.1205	1.1205	1.1272	1.1248
S2	1.1124	1.1124	1.1257
S3	1.0958	1.1039	1.1241
S4	1.0792	1.0873	1.1196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1374	1.1208	0.0166	1.5%	0.0094	0.8%	60%	False	False	69
10	1.1374	1.1192	0.0182	1.6%	0.0093	0.8%	64%	False	False	41
20	1.1505	1.1172	0.0333	2.9%	0.0096	0.8%	41%	False	False	34

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	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1586
2.618	1.1488
1.618	1.1428
1.000	1.1391
0.618	1.1368
HIGH	1.1331
0.618	1.1308
0.500	1.1301
0.382	1.1294
LOW	1.1271
0.618	1.1234
1.000	1.1211
1.618	1.1174
2.618	1.1114
4.250	1.1016

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	1.1306	1.1300
PP	1.1303	1.1292
S1	1.1301	1.1285

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

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