CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	1.1031	1.1100	0.0069	0.6%	1.1088
High	1.1126	1.1106	-0.0020	-0.2%	1.1142
Low	1.1031	1.1065	0.0034	0.3%	1.0958
Close	1.1058	1.1067	0.0009	0.1%	1.1058
Range	0.0095	0.0041	-0.0054	-56.8%	0.0184
ATR	0.0094	0.0091	-0.0003	-3.5%	0.0000
Volume	7	35	28	400.0%	141

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1202	1.1176	1.1090
R3	1.1161	1.1135	1.1078
R2	1.1120	1.1120	1.1075
R1	1.1094	1.1094	1.1071	1.1087
PP	1.1079	1.1079	1.1079	1.1076
S1	1.1053	1.1053	1.1063	1.1046
S2	1.1038	1.1038	1.1059
S3	1.0997	1.1012	1.1056
S4	1.0956	1.0971	1.1044

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%	0.0080	0.7%	59%	False	False	30
10	1.1430	1.0958	0.0472	4.3%	0.0088	0.8%	23%	False	False	22
20	1.1540	1.0958	0.0582	5.3%	0.0082	0.7%	19%	False	False	30

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

Fibonacci Retracements and Extensions
4.250	1.1280
2.618	1.1213
1.618	1.1172
1.000	1.1147
0.618	1.1131
HIGH	1.1106
0.618	1.1090
0.500	1.1086
0.382	1.1081
LOW	1.1065
0.618	1.1040
1.000	1.1024
1.618	1.0999
2.618	1.0958
4.250	1.0891

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	1.1086	1.1065
PP	1.1079	1.1063
S1	1.1073	1.1061

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

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