CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	1.3450	1.3576	0.0126	0.9%	1.3895
High	1.3450	1.3628	0.0178	1.3%	1.3895
Low	1.3450	1.3576	0.0126	0.9%	1.3614
Close	1.3485	1.3597	0.0112	0.8%	1.3655
Range	0.0000	0.0052	0.0052		0.0281
ATR	0.0091	0.0094	0.0004	4.1%	0.0000
Volume	5	1	-4	-80.0%	35

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3756	1.3729	1.3626
R3	1.3704	1.3677	1.3611
R2	1.3652	1.3652	1.3607
R1	1.3625	1.3625	1.3602	1.3639
PP	1.3600	1.3600	1.3600	1.3607
S1	1.3573	1.3573	1.3592	1.3587
S2	1.3548	1.3548	1.3587
S3	1.3496	1.3521	1.3583
S4	1.3444	1.3469	1.3568

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4564	1.4391	1.3810
R3	1.4283	1.4110	1.3732
R2	1.4002	1.4002	1.3707
R1	1.3829	1.3829	1.3681	1.3775
PP	1.3721	1.3721	1.3721	1.3695
S1	1.3548	1.3548	1.3629	1.3494
S2	1.3440	1.3440	1.3603
S3	1.3159	1.3267	1.3578
S4	1.2878	1.2986	1.3500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3690	1.3450	0.0240	1.8%	0.0021	0.2%	61%	False	False	5
10	1.4088	1.3450	0.0638	4.7%	0.0030	0.2%	23%	False	False	8
20	1.4180	1.3450	0.0730	5.4%	0.0016	0.1%	20%	False	False	5

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3849
2.618	1.3764
1.618	1.3712
1.000	1.3680
0.618	1.3660
HIGH	1.3628
0.618	1.3608
0.500	1.3602
0.382	1.3596
LOW	1.3576
0.618	1.3544
1.000	1.3524
1.618	1.3492
2.618	1.3440
4.250	1.3355

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	1.3602	1.3578
PP	1.3600	1.3558
S1	1.3599	1.3539

Download as Excel Spreadsheet

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

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