CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	1.3798	1.3709	-0.0089	-0.6%	1.3951
High	1.3798	1.3709	-0.0089	-0.6%	1.3951
Low	1.3798	1.3709	-0.0089	-0.6%	1.3694
Close	1.3798	1.3709	-0.0089	-0.6%	1.3879
Range
ATR	0.0079	0.0080	0.0001	0.9%	0.0000
Volume	1	1	0	0.0%	22

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3709	1.3709	1.3709
R3	1.3709	1.3709	1.3709
R2	1.3709	1.3709	1.3709
R1	1.3709	1.3709	1.3709	1.3709
PP	1.3709	1.3709	1.3709	1.3709
S1	1.3709	1.3709	1.3709	1.3709
S2	1.3709	1.3709	1.3709
S3	1.3709	1.3709	1.3709
S4	1.3709	1.3709	1.3709

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4612	1.4503	1.4020
R3	1.4355	1.4246	1.3950
R2	1.4098	1.4098	1.3926
R1	1.3989	1.3989	1.3903	1.3915
PP	1.3841	1.3841	1.3841	1.3805
S1	1.3732	1.3732	1.3855	1.3658
S2	1.3584	1.3584	1.3832
S3	1.3327	1.3475	1.3808
S4	1.3070	1.3218	1.3738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3927	1.3709	0.0218	1.6%	0.0000	0.0%	0%	False	True	2
10	1.4020	1.3694	0.0326	2.4%	0.0000	0.0%	5%	False	False	2

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	1.3709
2.618	1.3709
1.618	1.3709
1.000	1.3709
0.618	1.3709
HIGH	1.3709
0.618	1.3709
0.500	1.3709
0.382	1.3709
LOW	1.3709
0.618	1.3709
1.000	1.3709
1.618	1.3709
2.618	1.3709
4.250	1.3709

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	1.3709	1.3818
PP	1.3709	1.3782
S1	1.3709	1.3745

Download as Excel Spreadsheet

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

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