CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Aug-2008 | 
                    28-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4567 | 
                        1.4609 | 
                        0.0042 | 
                        0.3% | 
                        1.4519 | 
                     
                    
                        | High | 
                        1.4567 | 
                        1.4609 | 
                        0.0042 | 
                        0.3% | 
                        1.4700 | 
                     
                    
                        | Low | 
                        1.4567 | 
                        1.4609 | 
                        0.0042 | 
                        0.3% | 
                        1.4518 | 
                     
                    
                        | Close | 
                        1.4559 | 
                        1.4553 | 
                        -0.0006 | 
                        0.0% | 
                        1.4621 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0081 | 
                        0.0079 | 
                        -0.0002 | 
                        -2.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        0 | 
                        1 | 
                        1 | 
                         | 
                        394 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4590 | 
                1.4572 | 
                1.4553 | 
                 | 
             
            
                | R3 | 
                1.4590 | 
                1.4572 | 
                1.4553 | 
                 | 
             
            
                | R2 | 
                1.4590 | 
                1.4590 | 
                1.4553 | 
                 | 
             
            
                | R1 | 
                1.4572 | 
                1.4572 | 
                1.4553 | 
                1.4581 | 
             
            
                | PP | 
                1.4590 | 
                1.4590 | 
                1.4590 | 
                1.4595 | 
             
            
                | S1 | 
                1.4572 | 
                1.4572 | 
                1.4553 | 
                1.4581 | 
             
            
                | S2 | 
                1.4590 | 
                1.4590 | 
                1.4553 | 
                 | 
             
            
                | S3 | 
                1.4590 | 
                1.4572 | 
                1.4553 | 
                 | 
             
            
                | S4 | 
                1.4590 | 
                1.4572 | 
                1.4553 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5159 | 
                1.5072 | 
                1.4721 | 
                 | 
             
            
                | R3 | 
                1.4977 | 
                1.4890 | 
                1.4671 | 
                 | 
             
            
                | R2 | 
                1.4795 | 
                1.4795 | 
                1.4654 | 
                 | 
             
            
                | R1 | 
                1.4708 | 
                1.4708 | 
                1.4638 | 
                1.4752 | 
             
            
                | PP | 
                1.4613 | 
                1.4613 | 
                1.4613 | 
                1.4635 | 
             
            
                | S1 | 
                1.4526 | 
                1.4526 | 
                1.4604 | 
                1.4570 | 
             
            
                | S2 | 
                1.4431 | 
                1.4431 | 
                1.4588 | 
                 | 
             
            
                | S3 | 
                1.4249 | 
                1.4344 | 
                1.4571 | 
                 | 
             
            
                | S4 | 
                1.4067 | 
                1.4162 | 
                1.4521 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4609 | 
         
        
            | 
2.618             | 
            1.4609 | 
         
        
            | 
1.618             | 
            1.4609 | 
         
        
            | 
1.000             | 
            1.4609 | 
         
        
            | 
0.618             | 
            1.4609 | 
         
        
            | 
HIGH             | 
            1.4609 | 
         
        
            | 
0.618             | 
            1.4609 | 
         
        
            | 
0.500             | 
            1.4609 | 
         
        
            | 
0.382             | 
            1.4609 | 
         
        
            | 
LOW             | 
            1.4609 | 
         
        
            | 
0.618             | 
            1.4609 | 
         
        
            | 
1.000             | 
            1.4609 | 
         
        
            | 
1.618             | 
            1.4609 | 
         
        
            | 
2.618             | 
            1.4609 | 
         
        
            | 
4.250             | 
            1.4609 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4609 | 
                                1.4554 | 
                             
                            
                                | PP | 
                                1.4590 | 
                                1.4553 | 
                             
                            
                                | S1 | 
                                1.4572 | 
                                1.4553 | 
                             
             
         |