CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	1.0761	1.0728	-0.0033	-0.3%	1.0788
High	1.0817	1.0749	-0.0068	-0.6%	1.0886
Low	1.0737	1.0695	-0.0042	-0.4%	1.0741
Close	1.0737	1.0709	-0.0028	-0.3%	1.0798
Range	0.0080	0.0054	-0.0026	-32.5%	0.0145
ATR	0.0096	0.0093	-0.0003	-3.1%	0.0000
Volume	238	89	-149	-62.6%	947

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0880	1.0848	1.0739
R3	1.0826	1.0794	1.0724
R2	1.0772	1.0772	1.0719
R1	1.0740	1.0740	1.0714	1.0729
PP	1.0718	1.0718	1.0718	1.0712
S1	1.0686	1.0686	1.0704	1.0675
S2	1.0664	1.0664	1.0699
S3	1.0610	1.0632	1.0694
S4	1.0556	1.0578	1.0679

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	1.0695	0.0191	1.8%	0.0087	0.8%	7%	False	True	108
10	1.1023	1.0695	0.0328	3.1%	0.0099	0.9%	4%	False	True	170
20	1.1421	1.0695	0.0726	6.8%	0.0095	0.9%	2%	False	True	105
40	1.1540	1.0695	0.0845	7.9%	0.0090	0.8%	2%	False	True	69

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0024
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0979
2.618	1.0890
1.618	1.0836
1.000	1.0803
0.618	1.0782
HIGH	1.0749
0.618	1.0728
0.500	1.0722
0.382	1.0716
LOW	1.0695
0.618	1.0662
1.000	1.0641
1.618	1.0608
2.618	1.0554
4.250	1.0466

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	1.0722	1.0786
PP	1.0718	1.0760
S1	1.0713	1.0735

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

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