CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	1.1388	1.1408	0.0020	0.2%	1.1422
High	1.1440	1.1427	-0.0013	-0.1%	1.1540
Low	1.1388	1.1367	-0.0021	-0.2%	1.1388
Close	1.1430	1.1380	-0.0050	-0.4%	1.1430
Range	0.0052	0.0060	0.0008	15.4%	0.0152
ATR	0.0089	0.0087	-0.0002	-2.1%	0.0000
Volume	10	10	0	0.0%	106

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1571	1.1536	1.1413
R3	1.1511	1.1476	1.1397
R2	1.1451	1.1451	1.1391
R1	1.1416	1.1416	1.1386	1.1404
PP	1.1391	1.1391	1.1391	1.1385
S1	1.1356	1.1356	1.1375	1.1344
S2	1.1331	1.1331	1.1369
S3	1.1271	1.1296	1.1364
S4	1.1211	1.1236	1.1347

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1909	1.1821	1.1514
R3	1.1757	1.1669	1.1472
R2	1.1605	1.1605	1.1458
R1	1.1517	1.1517	1.1444	1.1561
PP	1.1453	1.1453	1.1453	1.1475
S1	1.1365	1.1365	1.1416	1.1409
S2	1.1301	1.1301	1.1402
S3	1.1149	1.1213	1.1388
S4	1.0997	1.1061	1.1346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1540	1.1367	0.0173	1.5%	0.0077	0.7%	8%	False	True	22
10	1.1540	1.1232	0.0308	2.7%	0.0077	0.7%	48%	False	False	37
20	1.1540	1.1172	0.0368	3.2%	0.0086	0.8%	57%	False	False	34

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1682
2.618	1.1584
1.618	1.1524
1.000	1.1487
0.618	1.1464
HIGH	1.1427
0.618	1.1404
0.500	1.1397
0.382	1.1390
LOW	1.1367
0.618	1.1330
1.000	1.1307
1.618	1.1270
2.618	1.1210
4.250	1.1112

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	1.1397	1.1454
PP	1.1391	1.1429
S1	1.1386	1.1405

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

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