CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Sep-2008 | 
                    01-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4388 | 
                        1.4155 | 
                        -0.0233 | 
                        -1.6% | 
                        1.4425 | 
                     
                    
                        | High | 
                        1.4427 | 
                        1.4180 | 
                        -0.0247 | 
                        -1.7% | 
                        1.4786 | 
                     
                    
                        | Low | 
                        1.4057 | 
                        1.3988 | 
                        -0.0069 | 
                        -0.5% | 
                        1.4393 | 
                     
                    
                        | Close | 
                        1.4126 | 
                        1.4073 | 
                        -0.0053 | 
                        -0.4% | 
                        1.4596 | 
                     
                    
                        | Range | 
                        0.0370 | 
                        0.0192 | 
                        -0.0178 | 
                        -48.1% | 
                        0.0393 | 
                     
                    
                        | ATR | 
                        0.0192 | 
                        0.0192 | 
                        0.0000 | 
                        0.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1,214 | 
                        1,322 | 
                        108 | 
                        8.9% | 
                        15,750 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4656 | 
                1.4557 | 
                1.4179 | 
                 | 
             
            
                | R3 | 
                1.4464 | 
                1.4365 | 
                1.4126 | 
                 | 
             
            
                | R2 | 
                1.4272 | 
                1.4272 | 
                1.4108 | 
                 | 
             
            
                | R1 | 
                1.4173 | 
                1.4173 | 
                1.4091 | 
                1.4127 | 
             
            
                | PP | 
                1.4080 | 
                1.4080 | 
                1.4080 | 
                1.4057 | 
             
            
                | S1 | 
                1.3981 | 
                1.3981 | 
                1.4055 | 
                1.3935 | 
             
            
                | S2 | 
                1.3888 | 
                1.3888 | 
                1.4038 | 
                 | 
             
            
                | S3 | 
                1.3696 | 
                1.3789 | 
                1.4020 | 
                 | 
             
            
                | S4 | 
                1.3504 | 
                1.3597 | 
                1.3967 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Sep-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5771 | 
                1.5576 | 
                1.4812 | 
                 | 
             
            
                | R3 | 
                1.5378 | 
                1.5183 | 
                1.4704 | 
                 | 
             
            
                | R2 | 
                1.4985 | 
                1.4985 | 
                1.4668 | 
                 | 
             
            
                | R1 | 
                1.4790 | 
                1.4790 | 
                1.4632 | 
                1.4888 | 
             
            
                | PP | 
                1.4592 | 
                1.4592 | 
                1.4592 | 
                1.4640 | 
             
            
                | S1 | 
                1.4397 | 
                1.4397 | 
                1.4560 | 
                1.4495 | 
             
            
                | S2 | 
                1.4199 | 
                1.4199 | 
                1.4524 | 
                 | 
             
            
                | S3 | 
                1.3806 | 
                1.4004 | 
                1.4488 | 
                 | 
             
            
                | S4 | 
                1.3413 | 
                1.3611 | 
                1.4380 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4996 | 
         
        
            | 
2.618             | 
            1.4683 | 
         
        
            | 
1.618             | 
            1.4491 | 
         
        
            | 
1.000             | 
            1.4372 | 
         
        
            | 
0.618             | 
            1.4299 | 
         
        
            | 
HIGH             | 
            1.4180 | 
         
        
            | 
0.618             | 
            1.4107 | 
         
        
            | 
0.500             | 
            1.4084 | 
         
        
            | 
0.382             | 
            1.4061 | 
         
        
            | 
LOW             | 
            1.3988 | 
         
        
            | 
0.618             | 
            1.3869 | 
         
        
            | 
1.000             | 
            1.3796 | 
         
        
            | 
1.618             | 
            1.3677 | 
         
        
            | 
2.618             | 
            1.3485 | 
         
        
            | 
4.250             | 
            1.3172 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4084 | 
                                1.4252 | 
                             
                            
                                | PP | 
                                1.4080 | 
                                1.4192 | 
                             
                            
                                | S1 | 
                                1.4077 | 
                                1.4133 | 
                             
             
         |