CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	1.1093	1.1125	0.0032	0.3%	1.1408
High	1.1125	1.1142	0.0017	0.2%	1.1430
Low	1.1091	1.0958	-0.0133	-1.2%	1.1059
Close	1.1098	1.0958	-0.0140	-1.3%	1.1059
Range	0.0034	0.0184	0.0150	441.2%	0.0371
ATR	0.0088	0.0095	0.0007	7.7%	0.0000
Volume	2	89	87	4,350.0%	60

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1571	1.1449	1.1059
R3	1.1387	1.1265	1.1009
R2	1.1203	1.1203	1.0992
R1	1.1081	1.1081	1.0975	1.1050
PP	1.1019	1.1019	1.1019	1.1004
S1	1.0897	1.0897	1.0941	1.0866
S2	1.0835	1.0835	1.0924
S3	1.0651	1.0713	1.0907
S4	1.0467	1.0529	1.0857

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	1.1400	1.0958	0.0442	4.0%	0.0124	1.1%	0%	False	True	32
10	1.1540	1.0958	0.0582	5.3%	0.0094	0.9%	0%	False	True	26
20	1.1540	1.0958	0.0582	5.3%	0.0089	0.8%	0%	False	True	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1924
2.618	1.1624
1.618	1.1440
1.000	1.1326
0.618	1.1256
HIGH	1.1142
0.618	1.1072
0.500	1.1050
0.382	1.1028
LOW	1.0958
0.618	1.0844
1.000	1.0774
1.618	1.0660
2.618	1.0476
4.250	1.0176

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	1.1050	1.1050
PP	1.1019	1.1019
S1	1.0989	1.0989

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

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