CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	1.3580	1.3610	0.0030	0.2%	1.3583
High	1.3580	1.3610	0.0030	0.2%	1.3700
Low	1.3580	1.3561	-0.0019	-0.1%	1.3512
Close	1.3588	1.3599	0.0011	0.1%	1.3588
Range	0.0000	0.0049	0.0049		0.0188
ATR	0.0070	0.0069	-0.0002	-2.1%	0.0000
Volume	4	251	247	6,175.0%	20

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3737	1.3717	1.3626
R3	1.3688	1.3668	1.3612
R2	1.3639	1.3639	1.3608
R1	1.3619	1.3619	1.3603	1.3605
PP	1.3590	1.3590	1.3590	1.3583
S1	1.3570	1.3570	1.3595	1.3556
S2	1.3541	1.3541	1.3590
S3	1.3492	1.3521	1.3586
S4	1.3443	1.3472	1.3572

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4164	1.4064	1.3691
R3	1.3976	1.3876	1.3640
R2	1.3788	1.3788	1.3622
R1	1.3688	1.3688	1.3605	1.3738
PP	1.3600	1.3600	1.3600	1.3625
S1	1.3500	1.3500	1.3571	1.3550
S2	1.3412	1.3412	1.3554
S3	1.3224	1.3312	1.3536
S4	1.3036	1.3124	1.3485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3700	1.3512	0.0188	1.4%	0.0033	0.2%	46%	False	False	54
10	1.3800	1.3512	0.0288	2.1%	0.0017	0.1%	30%	False	False	28
20	1.4136	1.3512	0.0624	4.6%	0.0018	0.1%	14%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3818
2.618	1.3738
1.618	1.3689
1.000	1.3659
0.618	1.3640
HIGH	1.3610
0.618	1.3591
0.500	1.3586
0.382	1.3580
LOW	1.3561
0.618	1.3531
1.000	1.3512
1.618	1.3482
2.618	1.3433
4.250	1.3353

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	1.3595	1.3586
PP	1.3590	1.3574
S1	1.3586	1.3561

Download as Excel Spreadsheet

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

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