CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	1.0642	1.0685	0.0043	0.4%	1.0691
High	1.0702	1.0693	-0.0009	-0.1%	1.0741
Low	1.0642	1.0601	-0.0041	-0.4%	1.0605
Close	1.0696	1.0682	-0.0014	-0.1%	1.0663
Range	0.0060	0.0092	0.0032	53.3%	0.0136
ATR	0.0082	0.0083	0.0001	1.1%	0.0000
Volume	101	368	267	264.4%	438

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0935	1.0900	1.0733
R3	1.0843	1.0808	1.0707
R2	1.0751	1.0751	1.0699
R1	1.0716	1.0716	1.0690	1.0688
PP	1.0659	1.0659	1.0659	1.0644
S1	1.0624	1.0624	1.0674	1.0596
S2	1.0567	1.0567	1.0665
S3	1.0475	1.0532	1.0657
S4	1.0383	1.0440	1.0631

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	1.0601	0.0140	1.3%	0.0072	0.7%	58%	False	True	162
10	1.0823	1.0601	0.0222	2.1%	0.0067	0.6%	36%	False	True	199
20	1.1023	1.0601	0.0422	4.0%	0.0083	0.8%	19%	False	True	185
40	1.1540	1.0601	0.0939	8.8%	0.0082	0.8%	9%	False	True	111

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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1084
2.618	1.0934
1.618	1.0842
1.000	1.0785
0.618	1.0750
HIGH	1.0693
0.618	1.0658
0.500	1.0647
0.382	1.0636
LOW	1.0601
0.618	1.0544
1.000	1.0509
1.618	1.0452
2.618	1.0360
4.250	1.0210

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	1.0670	1.0672
PP	1.0659	1.0662
S1	1.0647	1.0652

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

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