CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 12-Mar-2010

Day Change Summary
	Previous	Current
	11-Mar-2010	12-Mar-2010	Change	Change %	Previous Week
Open	1.3657	1.3712	0.0055	0.4%	1.3629
High	1.3670	1.3805	0.0135	1.0%	1.3805
Low	1.3645	1.3712	0.0067	0.5%	1.3550
Close	1.3669	1.3754	0.0085	0.6%	1.3754
Range	0.0025	0.0093	0.0068	272.0%	0.0255
ATR	0.0066	0.0071	0.0005	7.6%	0.0000
Volume	26	18	-8	-30.8%	162

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4036	1.3988	1.3805
R3	1.3943	1.3895	1.3780
R2	1.3850	1.3850	1.3771
R1	1.3802	1.3802	1.3763	1.3826
PP	1.3757	1.3757	1.3757	1.3769
S1	1.3709	1.3709	1.3745	1.3733
S2	1.3664	1.3664	1.3737
S3	1.3571	1.3616	1.3728
S4	1.3478	1.3523	1.3703

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4468	1.4366	1.3894
R3	1.4213	1.4111	1.3824
R2	1.3958	1.3958	1.3801
R1	1.3856	1.3856	1.3777	1.3907
PP	1.3703	1.3703	1.3703	1.3729
S1	1.3601	1.3601	1.3731	1.3652
S2	1.3448	1.3448	1.3707
S3	1.3193	1.3346	1.3684
S4	1.2938	1.3091	1.3614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3805	1.3550	0.0255	1.9%	0.0047	0.3%	80%	True	False	32
10	1.3805	1.3436	0.0369	2.7%	0.0052	0.4%	86%	True	False	70
20	1.3805	1.3436	0.0369	2.7%	0.0046	0.3%	86%	True	False	50

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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4200
2.618	1.4048
1.618	1.3955
1.000	1.3898
0.618	1.3862
HIGH	1.3805
0.618	1.3769
0.500	1.3759
0.382	1.3748
LOW	1.3712
0.618	1.3655
1.000	1.3619
1.618	1.3562
2.618	1.3469
4.250	1.3317

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	1.3759	1.3729
PP	1.3757	1.3703
S1	1.3756	1.3678

Download as Excel Spreadsheet

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

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