CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	1.0914	1.0788	-0.0126	-1.2%	1.1100
High	1.0948	1.0845	-0.0103	-0.9%	1.1106
Low	1.0712	1.0781	0.0069	0.6%	1.0712
Close	1.0804	1.0821	0.0017	0.2%	1.0804
Range	0.0236	0.0064	-0.0172	-72.9%	0.0394
ATR	0.0100	0.0098	-0.0003	-2.6%	0.0000
Volume	139	540	401	288.5%	644

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1008	1.0978	1.0856
R3	1.0944	1.0914	1.0839
R2	1.0880	1.0880	1.0833
R1	1.0850	1.0850	1.0827	1.0865
PP	1.0816	1.0816	1.0816	1.0823
S1	1.0786	1.0786	1.0815	1.0801
S2	1.0752	1.0752	1.0809
S3	1.0688	1.0722	1.0803
S4	1.0624	1.0658	1.0786

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	1.1080	1.0712	0.0368	3.4%	0.0112	1.0%	30%	False	False	229
10	1.1142	1.0712	0.0430	4.0%	0.0096	0.9%	25%	False	False	130
20	1.1540	1.0712	0.0828	7.7%	0.0092	0.8%	13%	False	False	74
40	1.1540	1.0712	0.0828	7.7%	0.0093	0.9%	13%	False	False	52

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1117
2.618	1.1013
1.618	1.0949
1.000	1.0909
0.618	1.0885
HIGH	1.0845
0.618	1.0821
0.500	1.0813
0.382	1.0805
LOW	1.0781
0.618	1.0741
1.000	1.0717
1.618	1.0677
2.618	1.0613
4.250	1.0509

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	1.0818	1.0830
PP	1.0816	1.0827
S1	1.0813	1.0824

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

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