CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	1.1088	1.1093	0.0005	0.0%	1.1408
High	1.1122	1.1125	0.0003	0.0%	1.1430
Low	1.1088	1.1091	0.0003	0.0%	1.1059
Close	1.1101	1.1098	-0.0003	0.0%	1.1059
Range	0.0034	0.0034	0.0000	0.0%	0.0371
ATR	0.0093	0.0088	-0.0004	-4.5%	0.0000
Volume	24	2	-22	-91.7%	60

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1207	1.1186	1.1117
R3	1.1173	1.1152	1.1107
R2	1.1139	1.1139	1.1104
R1	1.1118	1.1118	1.1101	1.1129
PP	1.1105	1.1105	1.1105	1.1110
S1	1.1084	1.1084	1.1095	1.1095
S2	1.1071	1.1071	1.1092
S3	1.1037	1.1050	1.1089
S4	1.1003	1.1016	1.1079

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2296	1.2048	1.1263
R3	1.1925	1.1677	1.1161
R2	1.1554	1.1554	1.1127
R1	1.1306	1.1306	1.1093	1.1245
PP	1.1183	1.1183	1.1183	1.1152
S1	1.0935	1.0935	1.1025	1.0874
S2	1.0812	1.0812	1.0991
S3	1.0441	1.0564	1.0957
S4	1.0070	1.0193	1.0855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1421	1.1059	0.0362	3.3%	0.0093	0.8%	11%	False	False	14
10	1.1540	1.1059	0.0481	4.3%	0.0085	0.8%	8%	False	False	18
20	1.1540	1.1059	0.0481	4.3%	0.0085	0.8%	8%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014

Fibonacci Retracements and Extensions
4.250	1.1270
2.618	1.1214
1.618	1.1180
1.000	1.1159
0.618	1.1146
HIGH	1.1125
0.618	1.1112
0.500	1.1108
0.382	1.1104
LOW	1.1091
0.618	1.1070
1.000	1.1057
1.618	1.1036
2.618	1.1002
4.250	1.0947

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	1.1108	1.1123
PP	1.1105	1.1115
S1	1.1101	1.1106

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

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