CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 07-Oct-2009

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	1.4668	1.4697	0.0029	0.2%	1.4611
High	1.4746	1.4727	-0.0019	-0.1%	1.4660
Low	1.4665	1.4643	-0.0022	-0.2%	1.4480
Close	1.4705	1.4662	-0.0043	-0.3%	1.4583
Range	0.0081	0.0084	0.0003	3.7%	0.0180
ATR	0.0091	0.0090	0.0000	-0.5%	0.0000
Volume	63	114	51	81.0%	329

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4929	1.4880	1.4708
R3	1.4845	1.4796	1.4685
R2	1.4761	1.4761	1.4677
R1	1.4712	1.4712	1.4670	1.4695
PP	1.4677	1.4677	1.4677	1.4669
S1	1.4628	1.4628	1.4654	1.4611
S2	1.4593	1.4593	1.4647
S3	1.4509	1.4544	1.4639
S4	1.4425	1.4460	1.4616

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5114	1.5029	1.4682
R3	1.4934	1.4849	1.4633
R2	1.4754	1.4754	1.4616
R1	1.4669	1.4669	1.4600	1.4622
PP	1.4574	1.4574	1.4574	1.4551
S1	1.4489	1.4489	1.4567	1.4442
S2	1.4394	1.4394	1.4550
S3	1.4214	1.4309	1.4534
S4	1.4034	1.4129	1.4484

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4746	1.4480	0.0266	1.8%	0.0102	0.7%	68%	False	False	104
10	1.4786	1.4480	0.0306	2.1%	0.0095	0.6%	59%	False	False	95
20	1.4840	1.4480	0.0360	2.5%	0.0088	0.6%	51%	False	False	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5084
2.618	1.4947
1.618	1.4863
1.000	1.4811
0.618	1.4779
HIGH	1.4727
0.618	1.4695
0.500	1.4685
0.382	1.4675
LOW	1.4643
0.618	1.4591
1.000	1.4559
1.618	1.4507
2.618	1.4423
4.250	1.4286

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	1.4685	1.4672
PP	1.4677	1.4668
S1	1.4670	1.4665

Download as Excel Spreadsheet

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

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