CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 24-Nov-2010

Day Change Summary
	Previous	Current
	23-Nov-2010	24-Nov-2010	Change	Change %	Previous Week
Open	1.3525	1.3278	-0.0247	-1.8%	1.3532
High	1.3525	1.3278	-0.0247	-1.8%	1.3615
Low	1.3525	1.3278	-0.0247	-1.8%	1.3434
Close	1.3331	1.3278	-0.0053	-0.4%	1.3615
Range
ATR
Volume	1	1	0	0.0%	12

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3278	1.3278	1.3278
R3	1.3278	1.3278	1.3278
R2	1.3278	1.3278	1.3278
R1	1.3278	1.3278	1.3278	1.3278
PP	1.3278	1.3278	1.3278	1.3278
S1	1.3278	1.3278	1.3278	1.3278
S2	1.3278	1.3278	1.3278
S3	1.3278	1.3278	1.3278
S4	1.3278	1.3278	1.3278

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4098	1.4037	1.3715
R3	1.3917	1.3856	1.3665
R2	1.3736	1.3736	1.3648
R1	1.3675	1.3675	1.3632	1.3706
PP	1.3555	1.3555	1.3555	1.3570
S1	1.3494	1.3494	1.3598	1.3525
S2	1.3374	1.3374	1.3582
S3	1.3193	1.3313	1.3565
S4	1.3012	1.3132	1.3515

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3662	1.3278	0.0384	2.9%	0.0000	0.0%	0%	False	True	1
10	1.3662	1.3278	0.0384	2.9%	0.0000	0.0%	0%	False	True	3

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	1.3278
2.618	1.3278
1.618	1.3278
1.000	1.3278
0.618	1.3278
HIGH	1.3278
0.618	1.3278
0.500	1.3278
0.382	1.3278
LOW	1.3278
0.618	1.3278
1.000	1.3278
1.618	1.3278
2.618	1.3278
4.250	1.3278

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	1.3278	1.3470
PP	1.3278	1.3406
S1	1.3278	1.3342

Download as Excel Spreadsheet

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

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