CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	1.1018	1.1031	0.0013	0.1%	1.1088
High	1.1039	1.1126	0.0087	0.8%	1.1142
Low	1.0995	1.1031	0.0036	0.3%	1.0958
Close	1.1031	1.1058	0.0027	0.2%	1.1058
Range	0.0044	0.0095	0.0051	115.9%	0.0184
ATR	0.0094	0.0094	0.0000	0.1%	0.0000
Volume	19	7	-12	-63.2%	141

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1357	1.1302	1.1110
R3	1.1262	1.1207	1.1084
R2	1.1167	1.1167	1.1075
R1	1.1112	1.1112	1.1067	1.1140
PP	1.1072	1.1072	1.1072	1.1085
S1	1.1017	1.1017	1.1049	1.1045
S2	1.0977	1.0977	1.1041
S3	1.0882	1.0922	1.1032
S4	1.0787	1.0827	1.1006

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1605	1.1515	1.1159
R3	1.1421	1.1331	1.1109
R2	1.1237	1.1237	1.1092
R1	1.1147	1.1147	1.1075	1.1100
PP	1.1053	1.1053	1.1053	1.1029
S1	1.0963	1.0963	1.1041	1.0916
S2	1.0869	1.0869	1.1024
S3	1.0685	1.0779	1.1007
S4	1.0501	1.0595	1.0957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1142	1.0958	0.0184	1.7%	0.0078	0.7%	54%	False	False	28
10	1.1430	1.0958	0.0472	4.3%	0.0090	0.8%	21%	False	False	20
20	1.1540	1.0958	0.0582	5.3%	0.0085	0.8%	17%	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1530
2.618	1.1375
1.618	1.1280
1.000	1.1221
0.618	1.1185
HIGH	1.1126
0.618	1.1090
0.500	1.1079
0.382	1.1067
LOW	1.1031
0.618	1.0972
1.000	1.0936
1.618	1.0877
2.618	1.0782
4.250	1.0627

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	1.1079	1.1055
PP	1.1072	1.1053
S1	1.1065	1.1050

Download as Excel Spreadsheet

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

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