CME Euro FX (E) Future December 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	1.3471	1.3415	-0.0056	-0.4%	1.3558
High	1.3471	1.3415	-0.0056	-0.4%	1.3649
Low	1.3471	1.3415	-0.0056	-0.4%	1.3471
Close	1.3471	1.3415	-0.0056	-0.4%	1.3471
Range
ATR	0.0058	0.0058	0.0000	-0.3%	0.0000
Volume	1	1	0	0.0%	15

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3415	1.3415	1.3415
R3	1.3415	1.3415	1.3415
R2	1.3415	1.3415	1.3415
R1	1.3415	1.3415	1.3415	1.3415
PP	1.3415	1.3415	1.3415	1.3415
S1	1.3415	1.3415	1.3415	1.3415
S2	1.3415	1.3415	1.3415
S3	1.3415	1.3415	1.3415
S4	1.3415	1.3415	1.3415

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4064	1.3946	1.3569
R3	1.3886	1.3768	1.3520
R2	1.3708	1.3708	1.3504
R1	1.3590	1.3590	1.3487	1.3560
PP	1.3530	1.3530	1.3530	1.3516
S1	1.3412	1.3412	1.3455	1.3382
S2	1.3352	1.3352	1.3438
S3	1.3174	1.3234	1.3422
S4	1.2996	1.3056	1.3373

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3649	1.3415	0.0234	1.7%	0.0000	0.0%	0%	False	True	1
10	1.3750	1.3415	0.0335	2.5%	0.0006	0.0%	0%	False	True	5

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	1.3415
2.618	1.3415
1.618	1.3415
1.000	1.3415
0.618	1.3415
HIGH	1.3415
0.618	1.3415
0.500	1.3415
0.382	1.3415
LOW	1.3415
0.618	1.3415
1.000	1.3415
1.618	1.3415
2.618	1.3415
4.250	1.3415

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	1.3415	1.3495
PP	1.3415	1.3468
S1	1.3415	1.3442

Download as Excel Spreadsheet

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

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