CME Euro FX (E) Future June 2012

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	1.4440	1.4325	-0.0115	-0.8%	1.4396
High	1.4440	1.4325	-0.0115	-0.8%	1.4440
Low	1.4440	1.4325	-0.0115	-0.8%	1.4251
Close	1.4373	1.4325	-0.0048	-0.3%	1.4349
Range
ATR	0.0069	0.0068	-0.0002	-2.2%	0.0000
Volume	1	1	0	0.0%	6

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4325	1.4325	1.4325
R3	1.4325	1.4325	1.4325
R2	1.4325	1.4325	1.4325
R1	1.4325	1.4325	1.4325	1.4325
PP	1.4325	1.4325	1.4325	1.4325
S1	1.4325	1.4325	1.4325	1.4325
S2	1.4325	1.4325	1.4325
S3	1.4325	1.4325	1.4325
S4	1.4325	1.4325	1.4325

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4914	1.4820	1.4453
R3	1.4725	1.4631	1.4401
R2	1.4536	1.4536	1.4384
R1	1.4442	1.4442	1.4366	1.4395
PP	1.4347	1.4347	1.4347	1.4323
S1	1.4253	1.4253	1.4332	1.4206
S2	1.4158	1.4158	1.4314
S3	1.3969	1.4064	1.4297
S4	1.3780	1.3875	1.4245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4445	1.4325	0.0120	0.8%	0.0000	0.0%	0%	False	True	6
10	1.4445	1.4198	0.0247	1.7%	0.0014	0.1%	51%	False	False	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	1.4325
2.618	1.4325
1.618	1.4325
1.000	1.4325
0.618	1.4325
HIGH	1.4325
0.618	1.4325
0.500	1.4325
0.382	1.4325
LOW	1.4325
0.618	1.4325
1.000	1.4325
1.618	1.4325
2.618	1.4325
4.250	1.4325

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	1.4325	1.4385
PP	1.4325	1.4365
S1	1.4325	1.4345

Download as Excel Spreadsheet

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

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