CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	1.0815	1.0805	-0.0010	-0.1%	1.1100
High	1.0835	1.0886	0.0051	0.5%	1.1106
Low	1.0770	1.0755	-0.0015	-0.1%	1.0712
Close	1.0793	1.0856	0.0063	0.6%	1.0804
Range	0.0065	0.0131	0.0066	101.5%	0.0394
ATR	0.0095	0.0097	0.0003	2.7%	0.0000
Volume	16	90	74	462.5%	644

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1225	1.1172	1.0928
R3	1.1094	1.1041	1.0892
R2	1.0963	1.0963	1.0880
R1	1.0910	1.0910	1.0868	1.0937
PP	1.0832	1.0832	1.0832	1.0846
S1	1.0779	1.0779	1.0844	1.0806
S2	1.0701	1.0701	1.0832
S3	1.0570	1.0648	1.0820
S4	1.0439	1.0517	1.0784

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	1.0948	1.0712	0.0236	2.2%	0.0116	1.1%	61%	False	False	195
10	1.1126	1.0712	0.0414	3.8%	0.0098	0.9%	35%	False	False	148
20	1.1440	1.0712	0.0728	6.7%	0.0092	0.8%	20%	False	False	84
40	1.1540	1.0712	0.0828	7.6%	0.0093	0.9%	17%	False	False	59

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1443
2.618	1.1229
1.618	1.1098
1.000	1.1017
0.618	1.0967
HIGH	1.0886
0.618	1.0836
0.500	1.0821
0.382	1.0805
LOW	1.0755
0.618	1.0674
1.000	1.0624
1.618	1.0543
2.618	1.0412
4.250	1.0198

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	1.0844	1.0842
PP	1.0832	1.0828
S1	1.0821	1.0814

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

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