CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	1.0782	1.0691	-0.0091	-0.8%	1.0761
High	1.0782	1.0701	-0.0081	-0.8%	1.0823
Low	1.0706	1.0664	-0.0042	-0.4%	1.0686
Close	1.0715	1.0688	-0.0027	-0.3%	1.0715
Range	0.0076	0.0037	-0.0039	-51.3%	0.0137
ATR	0.0093	0.0090	-0.0003	-3.2%	0.0000
Volume	339	149	-190	-56.0%	1,334

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0795	1.0779	1.0708
R3	1.0758	1.0742	1.0698
R2	1.0721	1.0721	1.0695
R1	1.0705	1.0705	1.0691	1.0695
PP	1.0684	1.0684	1.0684	1.0679
S1	1.0668	1.0668	1.0685	1.0658
S2	1.0647	1.0647	1.0681
S3	1.0610	1.0631	1.0678
S4	1.0573	1.0594	1.0668

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1152	1.1071	1.0790
R3	1.1015	1.0934	1.0753
R2	1.0878	1.0878	1.0740
R1	1.0797	1.0797	1.0728	1.0769
PP	1.0741	1.0741	1.0741	1.0728
S1	1.0660	1.0660	1.0702	1.0632
S2	1.0604	1.0604	1.0690
S3	1.0467	1.0523	1.0677
S4	1.0330	1.0386	1.0640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0823	1.0664	0.0159	1.5%	0.0065	0.6%	15%	False	True	249
10	1.0886	1.0664	0.0222	2.1%	0.0079	0.7%	11%	False	True	189
20	1.1142	1.0664	0.0478	4.5%	0.0087	0.8%	5%	False	True	159
40	1.1540	1.0664	0.0876	8.2%	0.0087	0.8%	3%	False	True	94

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	0.0019
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.0858
2.618	1.0798
1.618	1.0761
1.000	1.0738
0.618	1.0724
HIGH	1.0701
0.618	1.0687
0.500	1.0683
0.382	1.0678
LOW	1.0664
0.618	1.0641
1.000	1.0627
1.618	1.0604
2.618	1.0567
4.250	1.0507

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	1.0686	1.0744
PP	1.0684	1.0725
S1	1.0683	1.0707

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

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