CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	1.3434	1.3510	0.0076	0.6%	1.3236
High	1.3434	1.3575	0.0141	1.0%	1.3575
Low	1.3434	1.3500	0.0066	0.5%	1.3236
Close	1.3434	1.3552	0.0118	0.9%	1.3552
Range	0.0000	0.0075	0.0075		0.0339
ATR	0.0067	0.0072	0.0005	7.8%	0.0000
Volume	2	2	0	0.0%	9

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3767	1.3735	1.3593
R3	1.3692	1.3660	1.3573
R2	1.3617	1.3617	1.3566
R1	1.3585	1.3585	1.3559	1.3601
PP	1.3542	1.3542	1.3542	1.3551
S1	1.3510	1.3510	1.3545	1.3526
S2	1.3467	1.3467	1.3538
S3	1.3392	1.3435	1.3531
S4	1.3317	1.3360	1.3511

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4471	1.4351	1.3738
R3	1.4132	1.4012	1.3645
R2	1.3793	1.3793	1.3614
R1	1.3673	1.3673	1.3583	1.3733
PP	1.3454	1.3454	1.3454	1.3485
S1	1.3334	1.3334	1.3521	1.3394
S2	1.3115	1.3115	1.3490
S3	1.2776	1.2995	1.3459
S4	1.2437	1.2656	1.3366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3575	1.3236	0.0339	2.5%	0.0015	0.1%	93%	True	False	2
10	1.3575	1.2838	0.0737	5.4%	0.0037	0.3%	97%	True	False	4
20	1.3575	1.2838	0.0737	5.4%	0.0029	0.2%	97%	True	False	2
40	1.3575	1.2838	0.0737	5.4%	0.0018	0.1%	97%	True	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3894
2.618	1.3771
1.618	1.3696
1.000	1.3650
0.618	1.3621
HIGH	1.3575
0.618	1.3546
0.500	1.3538
0.382	1.3529
LOW	1.3500
0.618	1.3454
1.000	1.3425
1.618	1.3379
2.618	1.3304
4.250	1.3181

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	1.3547	1.3534
PP	1.3542	1.3517
S1	1.3538	1.3499

Download as Excel Spreadsheet

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

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