CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	1.3928	1.4016	0.0088	0.6%	1.3656
High	1.3928	1.4016	0.0088	0.6%	1.3935
Low	1.3928	1.4016	0.0088	0.6%	1.3656
Close	1.3928	1.4019	0.0091	0.7%	1.3876
Range
ATR
Volume	1	1	0	0.0%	37

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4017	1.4018	1.4019
R3	1.4017	1.4018	1.4019
R2	1.4017	1.4017	1.4019
R1	1.4018	1.4018	1.4019	1.4018
PP	1.4017	1.4017	1.4017	1.4017
S1	1.4018	1.4018	1.4019	1.4018
S2	1.4017	1.4017	1.4019
S3	1.4017	1.4018	1.4019
S4	1.4017	1.4018	1.4019

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4659	1.4547	1.4029
R3	1.4380	1.4268	1.3953
R2	1.4101	1.4101	1.3927
R1	1.3989	1.3989	1.3902	1.4045
PP	1.3822	1.3822	1.3822	1.3851
S1	1.3710	1.3710	1.3850	1.3766
S2	1.3543	1.3543	1.3825
S3	1.3264	1.3431	1.3799
S4	1.2985	1.3152	1.3723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4016	1.3765	0.0251	1.8%	0.0004	0.0%	101%	True	False	7
10	1.4016	1.3656	0.0360	2.6%	0.0014	0.1%	101%	True	False	5

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	1.4016
2.618	1.4016
1.618	1.4016
1.000	1.4016
0.618	1.4016
HIGH	1.4016
0.618	1.4016
0.500	1.4016
0.382	1.4016
LOW	1.4016
0.618	1.4016
1.000	1.4016
1.618	1.4016
2.618	1.4016
4.250	1.4016

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	1.4018	1.3976
PP	1.4017	1.3933
S1	1.4016	1.3891

Download as Excel Spreadsheet

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

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