CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	1.3660	1.3800	0.0140	1.0%	1.3887
High	1.3660	1.3800	0.0140	1.0%	1.3940
Low	1.3660	1.3800	0.0140	1.0%	1.3650
Close	1.3660	1.3762	0.0102	0.7%	1.3624
Range
ATR	0.0000	0.0067	0.0067		0.0000
Volume	4	1	-3	-75.0%	52

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3787	1.3775	1.3762
R3	1.3787	1.3775	1.3762
R2	1.3787	1.3787	1.3762
R1	1.3775	1.3775	1.3762	1.3781
PP	1.3787	1.3787	1.3787	1.3791
S1	1.3775	1.3775	1.3762	1.3781
S2	1.3787	1.3787	1.3762
S3	1.3787	1.3775	1.3762
S4	1.3787	1.3775	1.3762

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	1.3888	1.3650	0.0238	1.7%	0.0025	0.2%	47%	False	False	6
10	1.4019	1.3650	0.0369	2.7%	0.0017	0.1%	30%	False	False	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	1.3800
2.618	1.3800
1.618	1.3800
1.000	1.3800
0.618	1.3800
HIGH	1.3800
0.618	1.3800
0.500	1.3800
0.382	1.3800
LOW	1.3800
0.618	1.3800
1.000	1.3800
1.618	1.3800
2.618	1.3800
4.250	1.3800

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	1.3800	1.3750
PP	1.3787	1.3737
S1	1.3775	1.3725

Download as Excel Spreadsheet

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

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