CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	1.0926	1.0914	-0.0012	-0.1%	1.1100
High	1.0948	1.0948	0.0000	0.0%	1.1106
Low	1.0892	1.0712	-0.0180	-1.7%	1.0712
Close	1.0944	1.0804	-0.0140	-1.3%	1.0804
Range	0.0056	0.0236	0.0180	321.4%	0.0394
ATR	0.0090	0.0100	0.0010	11.6%	0.0000
Volume	161	139	-22	-13.7%	644

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1529	1.1403	1.0934
R3	1.1293	1.1167	1.0869
R2	1.1057	1.1057	1.0847
R1	1.0931	1.0931	1.0826	1.0876
PP	1.0821	1.0821	1.0821	1.0794
S1	1.0695	1.0695	1.0782	1.0640
S2	1.0585	1.0585	1.0761
S3	1.0349	1.0459	1.0739
S4	1.0113	1.0223	1.0674

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2056	1.1824	1.1021
R3	1.1662	1.1430	1.0912
R2	1.1268	1.1268	1.0876
R1	1.1036	1.1036	1.0840	1.0955
PP	1.0874	1.0874	1.0874	1.0834
S1	1.0642	1.0642	1.0768	1.0561
S2	1.0480	1.0480	1.0732
S3	1.0086	1.0248	1.0696
S4	0.9692	0.9854	1.0587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1106	1.0712	0.0394	3.6%	0.0108	1.0%	23%	False	True	128
10	1.1142	1.0712	0.0430	4.0%	0.0093	0.9%	21%	False	True	78
20	1.1540	1.0712	0.0828	7.7%	0.0090	0.8%	11%	False	True	47
40	1.1540	1.0712	0.0828	7.7%	0.0093	0.9%	11%	False	True	39

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1951
2.618	1.1566
1.618	1.1330
1.000	1.1184
0.618	1.1094
HIGH	1.0948
0.618	1.0858
0.500	1.0830
0.382	1.0802
LOW	1.0712
0.618	1.0566
1.000	1.0476
1.618	1.0330
2.618	1.0094
4.250	0.9709

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	1.0830	1.0868
PP	1.0821	1.0846
S1	1.0813	1.0825

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

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