CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	1.3465	1.3532	0.0067	0.5%	1.3610
High	1.3465	1.3601	0.0136	1.0%	1.3668
Low	1.3465	1.3532	0.0067	0.5%	1.3465
Close	1.3537	1.3614	0.0077	0.6%	1.3614
Range	0.0000	0.0069	0.0069		0.0203
ATR	0.0069	0.0069	0.0000	0.0%	0.0000
Volume	10	1	-9	-90.0%	267

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3789	1.3771	1.3652
R3	1.3720	1.3702	1.3633
R2	1.3651	1.3651	1.3627
R1	1.3633	1.3633	1.3620	1.3642
PP	1.3582	1.3582	1.3582	1.3587
S1	1.3564	1.3564	1.3608	1.3573
S2	1.3513	1.3513	1.3601
S3	1.3444	1.3495	1.3595
S4	1.3375	1.3426	1.3576

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4191	1.4106	1.3726
R3	1.3988	1.3903	1.3670
R2	1.3785	1.3785	1.3651
R1	1.3700	1.3700	1.3633	1.3743
PP	1.3582	1.3582	1.3582	1.3604
S1	1.3497	1.3497	1.3595	1.3540
S2	1.3379	1.3379	1.3577
S3	1.3176	1.3294	1.3558
S4	1.2973	1.3091	1.3502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3668	1.3465	0.0203	1.5%	0.0057	0.4%	73%	False	False	53
10	1.3700	1.3465	0.0235	1.7%	0.0040	0.3%	63%	False	False	29
20	1.3940	1.3465	0.0475	3.5%	0.0029	0.2%	31%	False	False	17

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	0.0000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3894
2.618	1.3782
1.618	1.3713
1.000	1.3670
0.618	1.3644
HIGH	1.3601
0.618	1.3575
0.500	1.3567
0.382	1.3558
LOW	1.3532
0.618	1.3489
1.000	1.3463
1.618	1.3420
2.618	1.3351
4.250	1.3239

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	1.3598	1.3587
PP	1.3582	1.3560
S1	1.3567	1.3533

Download as Excel Spreadsheet

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

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