CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 31-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	31-May-2011	Change	Change %	Previous Week
Open	1.4154	1.4258	0.0104	0.7%	1.3926
High	1.4154	1.4258	0.0104	0.7%	1.4154
Low	1.4154	1.4258	0.0104	0.7%	1.3926
Close	1.4154	1.4258	0.0104	0.7%	1.4154
Range
ATR	0.0091	0.0092	0.0001	1.1%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 31-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4258	1.4258	1.4258
R3	1.4258	1.4258	1.4258
R2	1.4258	1.4258	1.4258
R1	1.4258	1.4258	1.4258	1.4258
PP	1.4258	1.4258	1.4258	1.4258
S1	1.4258	1.4258	1.4258	1.4258
S2	1.4258	1.4258	1.4258
S3	1.4258	1.4258	1.4258
S4	1.4258	1.4258	1.4258

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4762	1.4686	1.4279
R3	1.4534	1.4458	1.4217
R2	1.4306	1.4306	1.4196
R1	1.4230	1.4230	1.4175	1.4268
PP	1.4078	1.4078	1.4078	1.4097
S1	1.4002	1.4002	1.4133	1.4040
S2	1.3850	1.3850	1.4112
S3	1.3622	1.3774	1.4091
S4	1.3394	1.3546	1.4029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4258	1.3940	0.0318	2.2%	0.0000	0.0%	100%	True	False	2
10	1.4258	1.3926	0.0332	2.3%	0.0000	0.0%	100%	True	False	2

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	1.4258
2.618	1.4258
1.618	1.4258
1.000	1.4258
0.618	1.4258
HIGH	1.4258
0.618	1.4258
0.500	1.4258
0.382	1.4258
LOW	1.4258
0.618	1.4258
1.000	1.4258
1.618	1.4258
2.618	1.4258
4.250	1.4258

Fisher Pivots for day following 31-May-2011
Pivot	1 day	3 day
R1	1.4258	1.4218
PP	1.4258	1.4179
S1	1.4258	1.4139

Download as Excel Spreadsheet

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

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