CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	1.1422	1.1403	-0.0019	-0.2%	1.1276
High	1.1442	1.1457	0.0015	0.1%	1.1433
Low	1.1412	1.1400	-0.0012	-0.1%	1.1232
Close	1.1432	1.1439	0.0007	0.1%	1.1421
Range	0.0030	0.0057	0.0027	90.0%	0.0201
ATR	0.0092	0.0089	-0.0002	-2.7%	0.0000
Volume	4	6	2	50.0%	311

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1603	1.1578	1.1470
R3	1.1546	1.1521	1.1455
R2	1.1489	1.1489	1.1449
R1	1.1464	1.1464	1.1444	1.1477
PP	1.1432	1.1432	1.1432	1.1438
S1	1.1407	1.1407	1.1434	1.1420
S2	1.1375	1.1375	1.1429
S3	1.1318	1.1350	1.1423
S4	1.1261	1.1293	1.1408

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	1.1457	1.1271	0.0186	1.6%	0.0068	0.6%	90%	True	False	53
10	1.1457	1.1208	0.0249	2.2%	0.0084	0.7%	93%	True	False	39
20	1.1505	1.1172	0.0333	2.9%	0.0094	0.8%	80%	False	False	30

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

Fibonacci Retracements and Extensions
4.250	1.1699
2.618	1.1606
1.618	1.1549
1.000	1.1514
0.618	1.1492
HIGH	1.1457
0.618	1.1435
0.500	1.1429
0.382	1.1422
LOW	1.1400
0.618	1.1365
1.000	1.1343
1.618	1.1308
2.618	1.1251
4.250	1.1158

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	1.1436	1.1423
PP	1.1432	1.1406
S1	1.1429	1.1390

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

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