How to export mesh in fbx format with the textures packed?

Hello everyone at CG Cookie, I hope everyone is good. My name is Sarfraz Ahmed. I am having some issue regarding the fbx format in blender. I am actually trying to export my mesh from blender to 3ds max but the problem is that the textures that I assign in blender are not transferred through fbx. Only mesh is packed but not the textures. I, at this moment, don't have the 3ds max software so I picked unity5 instead of max and tried to import the model there. I found the solution on the internet where at the time of export on the left panel I have to choose the copy path mode and click icon on the side to pack the textures in the fbx binary. But when I import my model in unity5, its the same gray model with no textures and I had to assign all the textures again, manually in unity. They are not packed. Someone else proposed another method where I chose the relative path mode so that the fbx will find the textures in the same directory. But this method didn't work as well.

I am sure someone in the CGCookie community is going to help me with this.

Thanks

-Sarfraz