CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	1.3610	1.3668	0.0058	0.4%	1.3583
High	1.3610	1.3668	0.0058	0.4%	1.3700
Low	1.3561	1.3502	-0.0059	-0.4%	1.3512
Close	1.3599	1.3514	-0.0085	-0.6%	1.3588
Range	0.0049	0.0166	0.0117	238.8%	0.0188
ATR	0.0069	0.0076	0.0007	10.1%	0.0000
Volume	251	2	-249	-99.2%	20

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4059	1.3953	1.3605
R3	1.3893	1.3787	1.3560
R2	1.3727	1.3727	1.3544
R1	1.3621	1.3621	1.3529	1.3591
PP	1.3561	1.3561	1.3561	1.3547
S1	1.3455	1.3455	1.3499	1.3425
S2	1.3395	1.3395	1.3484
S3	1.3229	1.3289	1.3468
S4	1.3063	1.3123	1.3423

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	1.3668	1.3502	0.0166	1.2%	0.0043	0.3%	7%	True	True	52
10	1.3800	1.3502	0.0298	2.2%	0.0033	0.2%	4%	False	True	28
20	1.4050	1.3502	0.0548	4.1%	0.0026	0.2%	2%	False	True	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 23 trading days

Fibonacci Retracements and Extensions
4.250	1.4374
2.618	1.4103
1.618	1.3937
1.000	1.3834
0.618	1.3771
HIGH	1.3668
0.618	1.3605
0.500	1.3585
0.382	1.3565
LOW	1.3502
0.618	1.3399
1.000	1.3336
1.618	1.3233
2.618	1.3067
4.250	1.2797

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	1.3585	1.3585
PP	1.3561	1.3561
S1	1.3538	1.3538

Download as Excel Spreadsheet

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

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