CME Euro FX (E) Future December 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	1.3567	1.3613	0.0046	0.3%	1.3562
High	1.3567	1.3613	0.0046	0.3%	1.3687
Low	1.3567	1.3613	0.0046	0.3%	1.3562
Close	1.3567	1.3613	0.0046	0.3%	1.3613
Range
ATR	0.0068	0.0066	-0.0002	-2.3%	0.0000
Volume	6	6	0	0.0%	30

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3613	1.3613	1.3613
R3	1.3613	1.3613	1.3613
R2	1.3613	1.3613	1.3613
R1	1.3613	1.3613	1.3613	1.3613
PP	1.3613	1.3613	1.3613	1.3613
S1	1.3613	1.3613	1.3613	1.3613
S2	1.3613	1.3613	1.3613
S3	1.3613	1.3613	1.3613
S4	1.3613	1.3613	1.3613

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3996	1.3929	1.3682
R3	1.3871	1.3804	1.3647
R2	1.3746	1.3746	1.3636
R1	1.3679	1.3679	1.3624	1.3713
PP	1.3621	1.3621	1.3621	1.3637
S1	1.3554	1.3554	1.3602	1.3588
S2	1.3496	1.3496	1.3590
S3	1.3371	1.3429	1.3579
S4	1.3246	1.3304	1.3544

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3687	1.3562	0.0125	0.9%	0.0000	0.0%	41%	False	False	6
10	1.3687	1.3485	0.0202	1.5%	0.0004	0.0%	63%	False	False	20

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	1.3613
2.618	1.3613
1.618	1.3613
1.000	1.3613
0.618	1.3613
HIGH	1.3613
0.618	1.3613
0.500	1.3613
0.382	1.3613
LOW	1.3613
0.618	1.3613
1.000	1.3613
1.618	1.3613
2.618	1.3613
4.250	1.3613

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	1.3613	1.3627
PP	1.3613	1.3622
S1	1.3613	1.3618

Download as Excel Spreadsheet

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

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