CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 05-Nov-2015

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	1.1000	1.0926	-0.0074	-0.7%	1.1088
High	1.1023	1.0948	-0.0075	-0.7%	1.1142
Low	1.0903	1.0892	-0.0011	-0.1%	1.0958
Close	1.0917	1.0944	0.0027	0.2%	1.1058
Range	0.0120	0.0056	-0.0064	-53.3%	0.0184
ATR	0.0093	0.0090	-0.0003	-2.8%	0.0000
Volume	132	161	29	22.0%	141

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1096	1.1076	1.0975
R3	1.1040	1.1020	1.0959
R2	1.0984	1.0984	1.0954
R1	1.0964	1.0964	1.0949	1.0974
PP	1.0928	1.0928	1.0928	1.0933
S1	1.0908	1.0908	1.0939	1.0918
S2	1.0872	1.0872	1.0934
S3	1.0816	1.0852	1.0929
S4	1.0760	1.0796	1.0913

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	1.0892	0.0234	2.1%	0.0079	0.7%	22%	False	True	102
10	1.1187	1.0892	0.0295	2.7%	0.0082	0.8%	18%	False	True	67
20	1.1540	1.0892	0.0648	5.9%	0.0084	0.8%	8%	False	True	41
40	1.1540	1.0892	0.0648	5.9%	0.0089	0.8%	8%	False	True	37

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1186
2.618	1.1095
1.618	1.1039
1.000	1.1004
0.618	1.0983
HIGH	1.0948
0.618	1.0927
0.500	1.0920
0.382	1.0913
LOW	1.0892
0.618	1.0857
1.000	1.0836
1.618	1.0801
2.618	1.0745
4.250	1.0654

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	1.0936	1.0986
PP	1.0928	1.0972
S1	1.0920	1.0958

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

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