CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	1.3215	1.3275	0.0060	0.5%	1.3269
High	1.3234	1.3275	0.0041	0.3%	1.3369
Low	1.3176	1.3170	-0.0006	0.0%	1.3170
Close	1.3220	1.3214	-0.0006	0.0%	1.3214
Range	0.0058	0.0105	0.0047	81.0%	0.0199
ATR	0.0106	0.0106	0.0000	0.0%	0.0000
Volume	35	41	6	17.1%	95

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3535	1.3479	1.3272
R3	1.3430	1.3374	1.3243
R2	1.3325	1.3325	1.3233
R1	1.3269	1.3269	1.3224	1.3245
PP	1.3220	1.3220	1.3220	1.3207
S1	1.3164	1.3164	1.3204	1.3140
S2	1.3115	1.3115	1.3195
S3	1.3010	1.3059	1.3185
S4	1.2905	1.2954	1.3156

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3848	1.3730	1.3323
R3	1.3649	1.3531	1.3269
R2	1.3450	1.3450	1.3250
R1	1.3332	1.3332	1.3232	1.3292
PP	1.3251	1.3251	1.3251	1.3231
S1	1.3133	1.3133	1.3196	1.3093
S2	1.3052	1.3052	1.3178
S3	1.2853	1.2934	1.3159
S4	1.2654	1.2735	1.3105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3369	1.3170	0.0199	1.5%	0.0070	0.5%	22%	False	True	19
10	1.3372	1.2960	0.0412	3.1%	0.0098	0.7%	62%	False	False	21
20	1.3690	1.2960	0.0730	5.5%	0.0061	0.5%	35%	False	False	15
40	1.4180	1.2960	0.1220	9.2%	0.0036	0.3%	21%	False	False	10

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3721
2.618	1.3550
1.618	1.3445
1.000	1.3380
0.618	1.3340
HIGH	1.3275
0.618	1.3235
0.500	1.3223
0.382	1.3210
LOW	1.3170
0.618	1.3105
1.000	1.3065
1.618	1.3000
2.618	1.2895
4.250	1.2724

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	1.3223	1.3223
PP	1.3220	1.3220
S1	1.3217	1.3217

Download as Excel Spreadsheet

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

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