CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	1.1305	1.1391	0.0086	0.8%	1.1276
High	1.1373	1.1433	0.0060	0.5%	1.1433
Low	1.1292	1.1323	0.0031	0.3%	1.1232
Close	1.1327	1.1421	0.0094	0.8%	1.1421
Range	0.0081	0.0110	0.0029	35.8%	0.0201
ATR	0.0095	0.0096	0.0001	1.1%	0.0000
Volume	7	17	10	142.9%	311

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1722	1.1682	1.1482
R3	1.1612	1.1572	1.1451
R2	1.1502	1.1502	1.1441
R1	1.1462	1.1462	1.1431	1.1482
PP	1.1392	1.1392	1.1392	1.1403
S1	1.1352	1.1352	1.1411	1.1372
S2	1.1282	1.1282	1.1401
S3	1.1172	1.1242	1.1391
S4	1.1062	1.1132	1.1361

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1965	1.1894	1.1532
R3	1.1764	1.1693	1.1476
R2	1.1563	1.1563	1.1458
R1	1.1492	1.1492	1.1439	1.1528
PP	1.1362	1.1362	1.1362	1.1380
S1	1.1291	1.1291	1.1403	1.1327
S2	1.1161	1.1161	1.1384
S3	1.0960	1.1090	1.1366
S4	1.0759	1.0889	1.1310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1433	1.1232	0.0201	1.8%	0.0089	0.8%	94%	True	False	62
10	1.1433	1.1208	0.0225	2.0%	0.0092	0.8%	95%	True	False	41
20	1.1505	1.1172	0.0333	2.9%	0.0096	0.8%	75%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1901
2.618	1.1721
1.618	1.1611
1.000	1.1543
0.618	1.1501
HIGH	1.1433
0.618	1.1391
0.500	1.1378
0.382	1.1365
LOW	1.1323
0.618	1.1255
1.000	1.1213
1.618	1.1145
2.618	1.1035
4.250	1.0856

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	1.1407	1.1398
PP	1.1392	1.1375
S1	1.1378	1.1352

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

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