CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 20-Oct-2010

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	1.3694	1.3906	0.0212	1.5%	1.3875
High	1.3694	1.3906	0.0212	1.5%	1.4020
Low	1.3694	1.3906	0.0212	1.5%	1.3765
Close	1.3694	1.3906	0.0212	1.5%	1.3922
Range
ATR	0.0076	0.0086	0.0010	12.7%	0.0000
Volume	5	5	0	0.0%	14

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3906	1.3906	1.3906
R3	1.3906	1.3906	1.3906
R2	1.3906	1.3906	1.3906
R1	1.3906	1.3906	1.3906	1.3906
PP	1.3906	1.3906	1.3906	1.3906
S1	1.3906	1.3906	1.3906	1.3906
S2	1.3906	1.3906	1.3906
S3	1.3906	1.3906	1.3906
S4	1.3906	1.3906	1.3906

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4667	1.4550	1.4062
R3	1.4412	1.4295	1.3992
R2	1.4157	1.4157	1.3969
R1	1.4040	1.4040	1.3945	1.4099
PP	1.3902	1.3902	1.3902	1.3932
S1	1.3785	1.3785	1.3899	1.3844
S2	1.3647	1.3647	1.3875
S3	1.3392	1.3530	1.3852
S4	1.3137	1.3275	1.3782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4020	1.3694	0.0326	2.3%	0.0000	0.0%	65%	False	False	3
10	1.4020	1.3694	0.0326	2.3%	0.0007	0.1%	65%	False	False	6

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	1.3906
2.618	1.3906
1.618	1.3906
1.000	1.3906
0.618	1.3906
HIGH	1.3906
0.618	1.3906
0.500	1.3906
0.382	1.3906
LOW	1.3906
0.618	1.3906
1.000	1.3906
1.618	1.3906
2.618	1.3906
4.250	1.3906

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	1.3906	1.3878
PP	1.3906	1.3850
S1	1.3906	1.3823

Download as Excel Spreadsheet

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

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