CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	1.0618	1.0652	0.0034	0.3%	1.0691
High	1.0680	1.0652	-0.0028	-0.3%	1.0741
Low	1.0605	1.0625	0.0020	0.2%	1.0605
Close	1.0663	1.0638	-0.0025	-0.2%	1.0663
Range	0.0075	0.0027	-0.0048	-64.0%	0.0136
ATR	0.0087	0.0083	-0.0003	-4.0%	0.0000
Volume	147	83	-64	-43.5%	438

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0719	1.0706	1.0653
R3	1.0692	1.0679	1.0645
R2	1.0665	1.0665	1.0643
R1	1.0652	1.0652	1.0640	1.0645
PP	1.0638	1.0638	1.0638	1.0635
S1	1.0625	1.0625	1.0636	1.0618
S2	1.0611	1.0611	1.0633
S3	1.0584	1.0598	1.0631
S4	1.0557	1.0571	1.0623

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1078	1.1006	1.0738
R3	1.0942	1.0870	1.0700
R2	1.0806	1.0806	1.0688
R1	1.0734	1.0734	1.0675	1.0702
PP	1.0670	1.0670	1.0670	1.0654
S1	1.0598	1.0598	1.0651	1.0566
S2	1.0534	1.0534	1.0638
S3	1.0398	1.0462	1.0626
S4	1.0262	1.0326	1.0588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0741	1.0605	0.0136	1.3%	0.0057	0.5%	24%	False	False	104
10	1.0823	1.0605	0.0218	2.0%	0.0065	0.6%	15%	False	False	185
20	1.1106	1.0605	0.0501	4.7%	0.0082	0.8%	7%	False	False	172
40	1.1540	1.0605	0.0935	8.8%	0.0084	0.8%	4%	False	False	101

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	1.0767
2.618	1.0723
1.618	1.0696
1.000	1.0679
0.618	1.0669
HIGH	1.0652
0.618	1.0642
0.500	1.0639
0.382	1.0635
LOW	1.0625
0.618	1.0608
1.000	1.0598
1.618	1.0581
2.618	1.0554
4.250	1.0510

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	1.0639	1.0673
PP	1.0638	1.0661
S1	1.0638	1.0650

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

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