CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 04-Nov-2015

Day Change Summary
	Previous	Current
	03-Nov-2015	04-Nov-2015	Change	Change %	Previous Week
Open	1.1045	1.1000	-0.0045	-0.4%	1.1088
High	1.1080	1.1023	-0.0057	-0.5%	1.1142
Low	1.0995	1.0903	-0.0092	-0.8%	1.0958
Close	1.1021	1.0917	-0.0104	-0.9%	1.1058
Range	0.0085	0.0120	0.0035	41.2%	0.0184
ATR	0.0091	0.0093	0.0002	2.3%	0.0000
Volume	177	132	-45	-25.4%	141

Daily Pivots for day following 04-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1308	1.1232	1.0983
R3	1.1188	1.1112	1.0950
R2	1.1068	1.1068	1.0939
R1	1.0992	1.0992	1.0928	1.0970
PP	1.0948	1.0948	1.0948	1.0937
S1	1.0872	1.0872	1.0906	1.0850
S2	1.0828	1.0828	1.0895
S3	1.0708	1.0752	1.0884
S4	1.0588	1.0632	1.0851

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	1.1126	1.0903	0.0223	2.0%	0.0077	0.7%	6%	False	True	74
10	1.1400	1.0903	0.0497	4.6%	0.0101	0.9%	3%	False	True	53
20	1.1540	1.0903	0.0637	5.8%	0.0085	0.8%	2%	False	True	33
40	1.1540	1.0903	0.0637	5.8%	0.0090	0.8%	2%	False	True	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1533
2.618	1.1337
1.618	1.1217
1.000	1.1143
0.618	1.1097
HIGH	1.1023
0.618	1.0977
0.500	1.0963
0.382	1.0949
LOW	1.0903
0.618	1.0829
1.000	1.0783
1.618	1.0709
2.618	1.0589
4.250	1.0393

Fisher Pivots for day following 04-Nov-2015
Pivot	1 day	3 day
R1	1.0963	1.1005
PP	1.0948	1.0975
S1	1.0932	1.0946

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

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