CME Euro FX (E) Future December 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	1.3609	1.3562	-0.0047	-0.3%	1.3594
High	1.3609	1.3562	-0.0047	-0.3%	1.3609
Low	1.3609	1.3562	-0.0047	-0.3%	1.3485
Close	1.3609	1.3562	-0.0047	-0.3%	1.3609
Range
ATR	0.0065	0.0064	-0.0001	-2.0%	0.0000
Volume	6	6	0	0.0%	176

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3562	1.3562	1.3562
R3	1.3562	1.3562	1.3562
R2	1.3562	1.3562	1.3562
R1	1.3562	1.3562	1.3562	1.3562
PP	1.3562	1.3562	1.3562	1.3562
S1	1.3562	1.3562	1.3562	1.3562
S2	1.3562	1.3562	1.3562
S3	1.3562	1.3562	1.3562
S4	1.3562	1.3562	1.3562

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3940	1.3898	1.3677
R3	1.3816	1.3774	1.3643
R2	1.3692	1.3692	1.3632
R1	1.3650	1.3650	1.3620	1.3671
PP	1.3568	1.3568	1.3568	1.3578
S1	1.3526	1.3526	1.3598	1.3547
S2	1.3444	1.3444	1.3586
S3	1.3320	1.3402	1.3575
S4	1.3196	1.3278	1.3541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3609	1.3485	0.0124	0.9%	0.0007	0.1%	62%	False	False	25
10	1.3742	1.3485	0.0257	1.9%	0.0009	0.1%	30%	False	False	31

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	1.3562
2.618	1.3562
1.618	1.3562
1.000	1.3562
0.618	1.3562
HIGH	1.3562
0.618	1.3562
0.500	1.3562
0.382	1.3562
LOW	1.3562
0.618	1.3562
1.000	1.3562
1.618	1.3562
2.618	1.3562
4.250	1.3562

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	1.3562	1.3557
PP	1.3562	1.3552
S1	1.3562	1.3547

Download as Excel Spreadsheet

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

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