CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	1.0702	1.0736	0.0034	0.3%	1.0788
High	1.0751	1.0823	0.0072	0.7%	1.0886
Low	1.0686	1.0732	0.0046	0.4%	1.0741
Close	1.0708	1.0794	0.0086	0.8%	1.0798
Range	0.0065	0.0091	0.0026	40.0%	0.0145
ATR	0.0091	0.0093	0.0002	1.9%	0.0000
Volume	219	449	230	105.0%	947

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1056	1.1016	1.0844
R3	1.0965	1.0925	1.0819
R2	1.0874	1.0874	1.0811
R1	1.0834	1.0834	1.0802	1.0854
PP	1.0783	1.0783	1.0783	1.0793
S1	1.0743	1.0743	1.0786	1.0763
S2	1.0692	1.0692	1.0777
S3	1.0601	1.0652	1.0769
S4	1.0510	1.0561	1.0744

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	1.0877	1.0686	0.0191	1.8%	0.0079	0.7%	57%	False	False	221
10	1.0948	1.0686	0.0262	2.4%	0.0097	0.9%	41%	False	False	208
20	1.1187	1.0686	0.0501	4.6%	0.0090	0.8%	22%	False	False	137
40	1.1540	1.0686	0.0854	7.9%	0.0088	0.8%	13%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1210
2.618	1.1061
1.618	1.0970
1.000	1.0914
0.618	1.0879
HIGH	1.0823
0.618	1.0788
0.500	1.0778
0.382	1.0767
LOW	1.0732
0.618	1.0676
1.000	1.0641
1.618	1.0585
2.618	1.0494
4.250	1.0345

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	1.0789	1.0781
PP	1.0783	1.0768
S1	1.0778	1.0755

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

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