CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	1.3269	1.3369	0.0100	0.8%	1.3151
High	1.3269	1.3369	0.0100	0.8%	1.3372
Low	1.3269	1.3251	-0.0018	-0.1%	1.2960
Close	1.3300	1.3268	-0.0032	-0.2%	1.3359
Range	0.0000	0.0118	0.0118		0.0412
ATR	0.0110	0.0111	0.0001	0.5%	0.0000
Volume	9	3	-6	-66.7%	116

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3650	1.3577	1.3333
R3	1.3532	1.3459	1.3300
R2	1.3414	1.3414	1.3290
R1	1.3341	1.3341	1.3279	1.3319
PP	1.3296	1.3296	1.3296	1.3285
S1	1.3223	1.3223	1.3257	1.3201
S2	1.3178	1.3178	1.3246
S3	1.3060	1.3105	1.3236
S4	1.2942	1.2987	1.3203

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4466	1.4325	1.3586
R3	1.4054	1.3913	1.3472
R2	1.3642	1.3642	1.3435
R1	1.3501	1.3501	1.3397	1.3572
PP	1.3230	1.3230	1.3230	1.3266
S1	1.3089	1.3089	1.3321	1.3160
S2	1.2818	1.2818	1.3283
S3	1.2406	1.2677	1.3246
S4	1.1994	1.2265	1.3132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3372	1.2975	0.0397	3.0%	0.0097	0.7%	74%	False	False	19
10	1.3395	1.2960	0.0435	3.3%	0.0085	0.6%	71%	False	False	17
20	1.3834	1.2960	0.0874	6.6%	0.0054	0.4%	35%	False	False	11
40	1.4180	1.2960	0.1220	9.2%	0.0030	0.2%	25%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3871
2.618	1.3678
1.618	1.3560
1.000	1.3487
0.618	1.3442
HIGH	1.3369
0.618	1.3324
0.500	1.3310
0.382	1.3296
LOW	1.3251
0.618	1.3178
1.000	1.3133
1.618	1.3060
2.618	1.2942
4.250	1.2750

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	1.3310	1.3281
PP	1.3296	1.3276
S1	1.3282	1.3272

Download as Excel Spreadsheet

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

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