CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	1.1391	1.1422	0.0031	0.3%	1.1276
High	1.1433	1.1442	0.0009	0.1%	1.1433
Low	1.1323	1.1412	0.0089	0.8%	1.1232
Close	1.1421	1.1432	0.0011	0.1%	1.1421
Range	0.0110	0.0030	-0.0080	-72.7%	0.0201
ATR	0.0096	0.0092	-0.0005	-4.9%	0.0000
Volume	17	4	-13	-76.5%	311

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1519	1.1505	1.1449
R3	1.1489	1.1475	1.1440
R2	1.1459	1.1459	1.1438
R1	1.1445	1.1445	1.1435	1.1452
PP	1.1429	1.1429	1.1429	1.1432
S1	1.1415	1.1415	1.1429	1.1422
S2	1.1399	1.1399	1.1427
S3	1.1369	1.1385	1.1424
S4	1.1339	1.1355	1.1416

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	1.1442	1.1232	0.0210	1.8%	0.0076	0.7%	95%	True	False	53
10	1.1442	1.1208	0.0234	2.0%	0.0085	0.7%	96%	True	False	39
20	1.1505	1.1172	0.0333	2.9%	0.0095	0.8%	78%	False	False	30

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 24 trading days

Fibonacci Retracements and Extensions
4.250	1.1570
2.618	1.1521
1.618	1.1491
1.000	1.1472
0.618	1.1461
HIGH	1.1442
0.618	1.1431
0.500	1.1427
0.382	1.1423
LOW	1.1412
0.618	1.1393
1.000	1.1382
1.618	1.1363
2.618	1.1333
4.250	1.1285

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	1.1430	1.1410
PP	1.1429	1.1389
S1	1.1427	1.1367

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

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