CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	1.0851	1.0761	-0.0090	-0.8%	1.0788
High	1.0877	1.0817	-0.0060	-0.6%	1.0886
Low	1.0774	1.0737	-0.0037	-0.3%	1.0741
Close	1.0798	1.0737	-0.0061	-0.6%	1.0798
Range	0.0103	0.0080	-0.0023	-22.3%	0.0145
ATR	0.0098	0.0096	-0.0001	-1.3%	0.0000
Volume	111	238	127	114.4%	947

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1004	1.0950	1.0781
R3	1.0924	1.0870	1.0759
R2	1.0844	1.0844	1.0752
R1	1.0790	1.0790	1.0744	1.0777
PP	1.0764	1.0764	1.0764	1.0757
S1	1.0710	1.0710	1.0730	1.0697
S2	1.0684	1.0684	1.0722
S3	1.0604	1.0630	1.0715
S4	1.0524	1.0550	1.0693

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1243	1.1166	1.0878
R3	1.1098	1.1021	1.0838
R2	1.0953	1.0953	1.0825
R1	1.0876	1.0876	1.0811	1.0915
PP	1.0808	1.0808	1.0808	1.0828
S1	1.0731	1.0731	1.0785	1.0770
S2	1.0663	1.0663	1.0771
S3	1.0518	1.0586	1.0758
S4	1.0373	1.0441	1.0718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0886	1.0737	0.0149	1.4%	0.0092	0.9%	0%	False	True	129
10	1.1080	1.0712	0.0368	3.4%	0.0102	1.0%	7%	False	False	179
20	1.1430	1.0712	0.0718	6.7%	0.0095	0.9%	3%	False	False	101
40	1.1540	1.0712	0.0828	7.7%	0.0091	0.8%	3%	False	False	67

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	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1157
2.618	1.1026
1.618	1.0946
1.000	1.0897
0.618	1.0866
HIGH	1.0817
0.618	1.0786
0.500	1.0777
0.382	1.0768
LOW	1.0737
0.618	1.0688
1.000	1.0657
1.618	1.0608
2.618	1.0528
4.250	1.0397

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	1.0777	1.0812
PP	1.0764	1.0787
S1	1.0750	1.0762

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

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