CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Oct-2008 | 
                    03-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3990 | 
                        1.3860 | 
                        -0.0130 | 
                        -0.9% | 
                        1.4454 | 
                     
                    
                        | High | 
                        1.4000 | 
                        1.3900 | 
                        -0.0100 | 
                        -0.7% | 
                        1.4516 | 
                     
                    
                        | Low | 
                        1.3755 | 
                        1.3691 | 
                        -0.0064 | 
                        -0.5% | 
                        1.3691 | 
                     
                    
                        | Close | 
                        1.3824 | 
                        1.3808 | 
                        -0.0016 | 
                        -0.1% | 
                        1.3808 | 
                     
                    
                        | Range | 
                        0.0245 | 
                        0.0209 | 
                        -0.0036 | 
                        -14.7% | 
                        0.0825 | 
                     
                    
                        | ATR | 
                        0.0201 | 
                        0.0202 | 
                        0.0001 | 
                        0.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1,511 | 
                        3,035 | 
                        1,524 | 
                        100.9% | 
                        16,541 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4427 | 
                1.4326 | 
                1.3923 | 
                 | 
             
            
                | R3 | 
                1.4218 | 
                1.4117 | 
                1.3865 | 
                 | 
             
            
                | R2 | 
                1.4009 | 
                1.4009 | 
                1.3846 | 
                 | 
             
            
                | R1 | 
                1.3908 | 
                1.3908 | 
                1.3827 | 
                1.3854 | 
             
            
                | PP | 
                1.3800 | 
                1.3800 | 
                1.3800 | 
                1.3773 | 
             
            
                | S1 | 
                1.3699 | 
                1.3699 | 
                1.3789 | 
                1.3645 | 
             
            
                | S2 | 
                1.3591 | 
                1.3591 | 
                1.3770 | 
                 | 
             
            
                | S3 | 
                1.3382 | 
                1.3490 | 
                1.3751 | 
                 | 
             
            
                | S4 | 
                1.3173 | 
                1.3281 | 
                1.3693 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6480 | 
                1.5969 | 
                1.4262 | 
                 | 
             
            
                | R3 | 
                1.5655 | 
                1.5144 | 
                1.4035 | 
                 | 
             
            
                | R2 | 
                1.4830 | 
                1.4830 | 
                1.3959 | 
                 | 
             
            
                | R1 | 
                1.4319 | 
                1.4319 | 
                1.3884 | 
                1.4162 | 
             
            
                | PP | 
                1.4005 | 
                1.4005 | 
                1.4005 | 
                1.3927 | 
             
            
                | S1 | 
                1.3494 | 
                1.3494 | 
                1.3732 | 
                1.3337 | 
             
            
                | S2 | 
                1.3180 | 
                1.3180 | 
                1.3657 | 
                 | 
             
            
                | S3 | 
                1.2355 | 
                1.2669 | 
                1.3581 | 
                 | 
             
            
                | S4 | 
                1.1530 | 
                1.1844 | 
                1.3354 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4788 | 
         
        
            | 
2.618             | 
            1.4447 | 
         
        
            | 
1.618             | 
            1.4238 | 
         
        
            | 
1.000             | 
            1.4109 | 
         
        
            | 
0.618             | 
            1.4029 | 
         
        
            | 
HIGH             | 
            1.3900 | 
         
        
            | 
0.618             | 
            1.3820 | 
         
        
            | 
0.500             | 
            1.3796 | 
         
        
            | 
0.382             | 
            1.3771 | 
         
        
            | 
LOW             | 
            1.3691 | 
         
        
            | 
0.618             | 
            1.3562 | 
         
        
            | 
1.000             | 
            1.3482 | 
         
        
            | 
1.618             | 
            1.3353 | 
         
        
            | 
2.618             | 
            1.3144 | 
         
        
            | 
4.250             | 
            1.2803 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3804 | 
                                1.3936 | 
                             
                            
                                | PP | 
                                1.3800 | 
                                1.3893 | 
                             
                            
                                | S1 | 
                                1.3796 | 
                                1.3851 | 
                             
             
         |