CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	1.1125	1.1018	-0.0107	-1.0%	1.1408
High	1.1142	1.1039	-0.0103	-0.9%	1.1430
Low	1.0958	1.0995	0.0037	0.3%	1.1059
Close	1.0958	1.1031	0.0073	0.7%	1.1059
Range	0.0184	0.0044	-0.0140	-76.1%	0.0371
ATR	0.0095	0.0094	-0.0001	-1.1%	0.0000
Volume	89	19	-70	-78.7%	60

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1154	1.1136	1.1055
R3	1.1110	1.1092	1.1043
R2	1.1066	1.1066	1.1039
R1	1.1048	1.1048	1.1035	1.1057
PP	1.1022	1.1022	1.1022	1.1026
S1	1.1004	1.1004	1.1027	1.1013
S2	1.0978	1.0978	1.1023
S3	1.0934	1.0960	1.1019
S4	1.0890	1.0916	1.1007

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	1.1187	1.0958	0.0229	2.1%	0.0085	0.8%	32%	False	False	33
10	1.1440	1.0958	0.0482	4.4%	0.0086	0.8%	15%	False	False	20
20	1.1540	1.0958	0.0582	5.3%	0.0088	0.8%	13%	False	False	33

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1226
2.618	1.1154
1.618	1.1110
1.000	1.1083
0.618	1.1066
HIGH	1.1039
0.618	1.1022
0.500	1.1017
0.382	1.1012
LOW	1.0995
0.618	1.0968
1.000	1.0951
1.618	1.0924
2.618	1.0880
4.250	1.0808

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	1.1026	1.1050
PP	1.1022	1.1044
S1	1.1017	1.1037

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

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