CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	1.3141	1.3174	0.0033	0.3%	1.2980
High	1.3141	1.3180	0.0039	0.3%	1.3078
Low	1.3141	1.3174	0.0033	0.3%	1.2980
Close	1.3155	1.3218	0.0063	0.5%	1.3043
Range	0.0000	0.0006	0.0006		0.0098
ATR
Volume	6	2	-4	-66.7%	8

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3209	1.3219	1.3221
R3	1.3203	1.3213	1.3220
R2	1.3197	1.3197	1.3219
R1	1.3207	1.3207	1.3219	1.3202
PP	1.3191	1.3191	1.3191	1.3188
S1	1.3201	1.3201	1.3217	1.3196
S2	1.3185	1.3185	1.3217
S3	1.3179	1.3195	1.3216
S4	1.3173	1.3189	1.3215

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3328	1.3283	1.3097
R3	1.3230	1.3185	1.3070
R2	1.3132	1.3132	1.3061
R1	1.3087	1.3087	1.3052	1.3110
PP	1.3034	1.3034	1.3034	1.3045
S1	1.2989	1.2989	1.3034	1.3012
S2	1.2936	1.2936	1.3025
S3	1.2838	1.2891	1.3016
S4	1.2740	1.2793	1.2989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3180	1.3008	0.0172	1.3%	0.0008	0.1%	122%	True	False	2
10	1.3180	1.2798	0.0382	2.9%	0.0006	0.0%	110%	True	False	3

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	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3206
2.618	1.3196
1.618	1.3190
1.000	1.3186
0.618	1.3184
HIGH	1.3180
0.618	1.3178
0.500	1.3177
0.382	1.3176
LOW	1.3174
0.618	1.3170
1.000	1.3168
1.618	1.3164
2.618	1.3158
4.250	1.3149

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	1.3204	1.3178
PP	1.3191	1.3139
S1	1.3177	1.3099

Download as Excel Spreadsheet

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

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