CME Euro FX (E) Future June 2012

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	1.4390	1.4440	0.0050	0.3%	1.4140
High	1.4390	1.4440	0.0050	0.3%	1.4198
Low	1.4390	1.4440	0.0050	0.3%	1.4140
Close	1.4341	1.4400	0.0059	0.4%	1.4198
Range
ATR	0.0000	0.0068	0.0068		0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4427	1.4413	1.4400
R3	1.4427	1.4413	1.4400
R2	1.4427	1.4427	1.4400
R1	1.4413	1.4413	1.4400	1.4420
PP	1.4427	1.4427	1.4427	1.4430
S1	1.4413	1.4413	1.4400	1.4420
S2	1.4427	1.4427	1.4400
S3	1.4427	1.4413	1.4400
S4	1.4427	1.4413	1.4400

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4353	1.4333	1.4230
R3	1.4295	1.4275	1.4214
R2	1.4237	1.4237	1.4209
R1	1.4217	1.4217	1.4203	1.4227
PP	1.4179	1.4179	1.4179	1.4184
S1	1.4159	1.4159	1.4193	1.4169
S2	1.4121	1.4121	1.4187
S3	1.4063	1.4101	1.4182
S4	1.4005	1.4043	1.4166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4440	1.4173	0.0267	1.9%	0.0000	0.0%	85%	True	False	1
10	1.4440	1.4070	0.0370	2.6%	0.0000	0.0%	89%	True	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	1.4440
2.618	1.4440
1.618	1.4440
1.000	1.4440
0.618	1.4440
HIGH	1.4440
0.618	1.4440
0.500	1.4440
0.382	1.4440
LOW	1.4440
0.618	1.4440
1.000	1.4440
1.618	1.4440
2.618	1.4440
4.250	1.4440

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	1.4440	1.4415
PP	1.4427	1.4410
S1	1.4413	1.4405

Download as Excel Spreadsheet

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

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