CME Euro FX (E) Future December 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	1.3509	1.3513	0.0004	0.0%	1.3742
High	1.3509	1.3513	0.0004	0.0%	1.3742
Low	1.3509	1.3513	0.0004	0.0%	1.3560
Close	1.3509	1.3513	0.0004	0.0%	1.3584
Range
ATR
Volume	55	30	-25	-45.5%	133

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3513	1.3513	1.3513
R3	1.3513	1.3513	1.3513
R2	1.3513	1.3513	1.3513
R1	1.3513	1.3513	1.3513	1.3513
PP	1.3513	1.3513	1.3513	1.3513
S1	1.3513	1.3513	1.3513	1.3513
S2	1.3513	1.3513	1.3513
S3	1.3513	1.3513	1.3513
S4	1.3513	1.3513	1.3513

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4175	1.4061	1.3684
R3	1.3993	1.3879	1.3634
R2	1.3811	1.3811	1.3617
R1	1.3697	1.3697	1.3601	1.3663
PP	1.3629	1.3629	1.3629	1.3612
S1	1.3515	1.3515	1.3567	1.3481
S2	1.3447	1.3447	1.3551
S3	1.3265	1.3333	1.3534
S4	1.3083	1.3151	1.3484

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3613	1.3509	0.0104	0.8%	0.0011	0.1%	4%	False	False	44
10	1.3742	1.3509	0.0233	1.7%	0.0005	0.0%	2%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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

Fibonacci Retracements and Extensions
4.250	1.3513
2.618	1.3513
1.618	1.3513
1.000	1.3513
0.618	1.3513
HIGH	1.3513
0.618	1.3513
0.500	1.3513
0.382	1.3513
LOW	1.3513
0.618	1.3513
1.000	1.3513
1.618	1.3513
2.618	1.3513
4.250	1.3513

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	1.3513	1.3552
PP	1.3513	1.3539
S1	1.3513	1.3526

Download as Excel Spreadsheet

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

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