CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Sep-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Sep-2008 | 
                    09-Sep-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4039 | 
                        1.3940 | 
                        -0.0099 | 
                        -0.7% | 
                        1.4477 | 
                     
                    
                        | High | 
                        1.4080 | 
                        1.3984 | 
                        -0.0096 | 
                        -0.7% | 
                        1.4477 | 
                     
                    
                        | Low | 
                        1.4011 | 
                        1.3940 | 
                        -0.0071 | 
                        -0.5% | 
                        1.4076 | 
                     
                    
                        | Close | 
                        1.3966 | 
                        1.4028 | 
                        0.0062 | 
                        0.4% | 
                        1.4102 | 
                     
                    
                        | Range | 
                        0.0069 | 
                        0.0044 | 
                        -0.0025 | 
                        -36.2% | 
                        0.0401 | 
                     
                    
                        | ATR | 
                        0.0090 | 
                        0.0086 | 
                        -0.0003 | 
                        -3.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        24 | 
                        13 | 
                        -11 | 
                        -45.8% | 
                        35 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Sep-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4116 | 
                1.4116 | 
                1.4052 | 
                 | 
             
            
                | R3 | 
                1.4072 | 
                1.4072 | 
                1.4040 | 
                 | 
             
            
                | R2 | 
                1.4028 | 
                1.4028 | 
                1.4036 | 
                 | 
             
            
                | R1 | 
                1.4028 | 
                1.4028 | 
                1.4032 | 
                1.4028 | 
             
            
                | PP | 
                1.3984 | 
                1.3984 | 
                1.3984 | 
                1.3984 | 
             
            
                | S1 | 
                1.3984 | 
                1.3984 | 
                1.4024 | 
                1.3984 | 
             
            
                | S2 | 
                1.3940 | 
                1.3940 | 
                1.4020 | 
                 | 
             
            
                | S3 | 
                1.3896 | 
                1.3940 | 
                1.4016 | 
                 | 
             
            
                | S4 | 
                1.3852 | 
                1.3896 | 
                1.4004 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Sep-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5421 | 
                1.5163 | 
                1.4323 | 
                 | 
             
            
                | R3 | 
                1.5020 | 
                1.4762 | 
                1.4212 | 
                 | 
             
            
                | R2 | 
                1.4619 | 
                1.4619 | 
                1.4176 | 
                 | 
             
            
                | R1 | 
                1.4361 | 
                1.4361 | 
                1.4139 | 
                1.4290 | 
             
            
                | PP | 
                1.4218 | 
                1.4218 | 
                1.4218 | 
                1.4183 | 
             
            
                | S1 | 
                1.3960 | 
                1.3960 | 
                1.4065 | 
                1.3889 | 
             
            
                | S2 | 
                1.3817 | 
                1.3817 | 
                1.4028 | 
                 | 
             
            
                | S3 | 
                1.3416 | 
                1.3559 | 
                1.3992 | 
                 | 
             
            
                | S4 | 
                1.3015 | 
                1.3158 | 
                1.3881 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4171 | 
         
        
            | 
2.618             | 
            1.4099 | 
         
        
            | 
1.618             | 
            1.4055 | 
         
        
            | 
1.000             | 
            1.4028 | 
         
        
            | 
0.618             | 
            1.4011 | 
         
        
            | 
HIGH             | 
            1.3984 | 
         
        
            | 
0.618             | 
            1.3967 | 
         
        
            | 
0.500             | 
            1.3962 | 
         
        
            | 
0.382             | 
            1.3957 | 
         
        
            | 
LOW             | 
            1.3940 | 
         
        
            | 
0.618             | 
            1.3913 | 
         
        
            | 
1.000             | 
            1.3896 | 
         
        
            | 
1.618             | 
            1.3869 | 
         
        
            | 
2.618             | 
            1.3825 | 
         
        
            | 
4.250             | 
            1.3753 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Sep-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4006 | 
                                1.4067 | 
                             
                            
                                | PP | 
                                1.3984 | 
                                1.4054 | 
                             
                            
                                | S1 | 
                                1.3962 | 
                                1.4041 | 
                             
             
         |