CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	1.2997	1.3113	0.0116	0.9%	1.3662
High	1.2997	1.3113	0.0116	0.9%	1.3662
Low	1.2997	1.3113	0.0116	0.9%	1.3223
Close	1.2997	1.3113	0.0116	0.9%	1.3223
Range
ATR	0.0070	0.0073	0.0003	4.8%	0.0000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3113	1.3113	1.3113
R3	1.3113	1.3113	1.3113
R2	1.3113	1.3113	1.3113
R1	1.3113	1.3113	1.3113	1.3113
PP	1.3113	1.3113	1.3113	1.3113
S1	1.3113	1.3113	1.3113	1.3113
S2	1.3113	1.3113	1.3113
S3	1.3113	1.3113	1.3113
S4	1.3113	1.3113	1.3113

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4686	1.4394	1.3464
R3	1.4247	1.3955	1.3344
R2	1.3808	1.3808	1.3303
R1	1.3516	1.3516	1.3263	1.3443
PP	1.3369	1.3369	1.3369	1.3333
S1	1.3077	1.3077	1.3183	1.3004
S2	1.2930	1.2930	1.3143
S3	1.2491	1.2638	1.3102
S4	1.2052	1.2199	1.2982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3278	1.2997	0.0281	2.1%	0.0000	0.0%	41%	False	False	1
10	1.3662	1.2997	0.0665	5.1%	0.0000	0.0%	17%	False	False	1

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	1.3113
2.618	1.3113
1.618	1.3113
1.000	1.3113
0.618	1.3113
HIGH	1.3113
0.618	1.3113
0.500	1.3113
0.382	1.3113
LOW	1.3113
0.618	1.3113
1.000	1.3113
1.618	1.3113
2.618	1.3113
4.250	1.3113

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	1.3113	1.3094
PP	1.3113	1.3074
S1	1.3113	1.3055

Download as Excel Spreadsheet

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

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