CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	1.3595	1.3550	-0.0045	-0.3%	1.3589
High	1.3595	1.3665	0.0070	0.5%	1.3643
Low	1.3595	1.3550	-0.0045	-0.3%	1.3436
Close	1.3589	1.3646	0.0057	0.4%	1.3617
Range	0.0000	0.0115	0.0115		0.0207
ATR	0.0066	0.0069	0.0004	5.4%	0.0000
Volume	3	9	6	200.0%	543

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3965	1.3921	1.3709
R3	1.3850	1.3806	1.3678
R2	1.3735	1.3735	1.3667
R1	1.3691	1.3691	1.3657	1.3713
PP	1.3620	1.3620	1.3620	1.3632
S1	1.3576	1.3576	1.3635	1.3598
S2	1.3505	1.3505	1.3625
S3	1.3390	1.3461	1.3614
S4	1.3275	1.3346	1.3583

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4186	1.4109	1.3731
R3	1.3979	1.3902	1.3674
R2	1.3772	1.3772	1.3655
R1	1.3695	1.3695	1.3636	1.3734
PP	1.3565	1.3565	1.3565	1.3585
S1	1.3488	1.3488	1.3598	1.3527
S2	1.3358	1.3358	1.3579
S3	1.3151	1.3281	1.3560
S4	1.2944	1.3074	1.3503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3665	1.3550	0.0115	0.8%	0.0023	0.2%	83%	True	True	123
10	1.3665	1.3436	0.0229	1.7%	0.0047	0.3%	92%	True	False	67
20	1.3740	1.3436	0.0304	2.2%	0.0040	0.3%	69%	False	False	48

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

Fibonacci Retracements and Extensions
4.250	1.4154
2.618	1.3966
1.618	1.3851
1.000	1.3780
0.618	1.3736
HIGH	1.3665
0.618	1.3621
0.500	1.3608
0.382	1.3594
LOW	1.3550
0.618	1.3479
1.000	1.3435
1.618	1.3364
2.618	1.3249
4.250	1.3061

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	1.3633	1.3633
PP	1.3620	1.3620
S1	1.3608	1.3608

Download as Excel Spreadsheet

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

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