CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	1.4844	1.4914	0.0070	0.5%	1.4865
High	1.4922	1.5007	0.0085	0.6%	1.5035
Low	1.4821	1.4874	0.0053	0.4%	1.4815
Close	1.4887	1.4976	0.0089	0.6%	1.4887
Range	0.0101	0.0133	0.0032	31.7%	0.0220
ATR	0.0122	0.0123	0.0001	0.6%	0.0000
Volume	891	291	-600	-67.3%	3,017

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5351	1.5297	1.5049
R3	1.5218	1.5164	1.5013
R2	1.5085	1.5085	1.5000
R1	1.5031	1.5031	1.4988	1.5058
PP	1.4952	1.4952	1.4952	1.4966
S1	1.4898	1.4898	1.4964	1.4925
S2	1.4819	1.4819	1.4952
S3	1.4686	1.4765	1.4939
S4	1.4553	1.4632	1.4903

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5572	1.5450	1.5008
R3	1.5352	1.5230	1.4948
R2	1.5132	1.5132	1.4927
R1	1.5010	1.5010	1.4907	1.5071
PP	1.4912	1.4912	1.4912	1.4943
S1	1.4790	1.4790	1.4867	1.4851
S2	1.4692	1.4692	1.4847
S3	1.4472	1.4570	1.4827
S4	1.4252	1.4350	1.4766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5035	1.4815	0.0220	1.5%	0.0115	0.8%	73%	False	False	517
10	1.5035	1.4625	0.0410	2.7%	0.0125	0.8%	86%	False	False	539
20	1.5050	1.4625	0.0425	2.8%	0.0127	0.8%	83%	False	False	396
40	1.5050	1.4480	0.0570	3.8%	0.0114	0.8%	87%	False	False	288

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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5572
2.618	1.5355
1.618	1.5222
1.000	1.5140
0.618	1.5089
HIGH	1.5007
0.618	1.4956
0.500	1.4941
0.382	1.4925
LOW	1.4874
0.618	1.4792
1.000	1.4741
1.618	1.4659
2.618	1.4526
4.250	1.4309

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	1.4964	1.4954
PP	1.4952	1.4933
S1	1.4941	1.4911

Download as Excel Spreadsheet

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

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