CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	1.3740	1.3631	-0.0109	-0.8%	1.3887
High	1.3740	1.3631	-0.0109	-0.8%	1.3940
Low	1.3740	1.3631	-0.0109	-0.8%	1.3650
Close	1.3725	1.3678	-0.0047	-0.3%	1.3624
Range
ATR	0.0063	0.0066	0.0002	3.4%	0.0000
Volume	1	2	1	100.0%	52

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3647	1.3662	1.3678
R3	1.3647	1.3662	1.3678
R2	1.3647	1.3647	1.3678
R1	1.3662	1.3662	1.3678	1.3655
PP	1.3647	1.3647	1.3647	1.3643
S1	1.3662	1.3662	1.3678	1.3655
S2	1.3647	1.3647	1.3678
S3	1.3647	1.3662	1.3678
S4	1.3647	1.3662	1.3678

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4608	1.4406	1.3784
R3	1.4318	1.4116	1.3704
R2	1.4028	1.4028	1.3677
R1	1.3826	1.3826	1.3651	1.3782
PP	1.3738	1.3738	1.3738	1.3716
S1	1.3536	1.3536	1.3597	1.3492
S2	1.3448	1.3448	1.3571
S3	1.3158	1.3246	1.3544
S4	1.2868	1.2956	1.3465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3800	1.3631	0.0169	1.2%	0.0014	0.1%	28%	False	True	2
10	1.3940	1.3631	0.0309	2.3%	0.0017	0.1%	15%	False	True	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.0001

Fibonacci Retracements and Extensions
4.250	1.3631
2.618	1.3631
1.618	1.3631
1.000	1.3631
0.618	1.3631
HIGH	1.3631
0.618	1.3631
0.500	1.3631
0.382	1.3631
LOW	1.3631
0.618	1.3631
1.000	1.3631
1.618	1.3631
2.618	1.3631
4.250	1.3631

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	1.3662	1.3716
PP	1.3647	1.3703
S1	1.3631	1.3691

Download as Excel Spreadsheet

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

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