CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Oct-2008 | 
                    07-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3715 | 
                        1.3600 | 
                        -0.0115 | 
                        -0.8% | 
                        1.4454 | 
                     
                    
                        | High | 
                        1.3715 | 
                        1.3724 | 
                        0.0009 | 
                        0.1% | 
                        1.4516 | 
                     
                    
                        | Low | 
                        1.3442 | 
                        1.3536 | 
                        0.0094 | 
                        0.7% | 
                        1.3691 | 
                     
                    
                        | Close | 
                        1.3442 | 
                        1.3635 | 
                        0.0193 | 
                        1.4% | 
                        1.3808 | 
                     
                    
                        | Range | 
                        0.0273 | 
                        0.0188 | 
                        -0.0085 | 
                        -31.1% | 
                        0.0825 | 
                     
                    
                        | ATR | 
                        0.0213 | 
                        0.0218 | 
                        0.0005 | 
                        2.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1,350 | 
                        322 | 
                        -1,028 | 
                        -76.1% | 
                        16,541 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4196 | 
                1.4103 | 
                1.3738 | 
                 | 
             
            
                | R3 | 
                1.4008 | 
                1.3915 | 
                1.3687 | 
                 | 
             
            
                | R2 | 
                1.3820 | 
                1.3820 | 
                1.3669 | 
                 | 
             
            
                | R1 | 
                1.3727 | 
                1.3727 | 
                1.3652 | 
                1.3774 | 
             
            
                | PP | 
                1.3632 | 
                1.3632 | 
                1.3632 | 
                1.3655 | 
             
            
                | S1 | 
                1.3539 | 
                1.3539 | 
                1.3618 | 
                1.3586 | 
             
            
                | S2 | 
                1.3444 | 
                1.3444 | 
                1.3601 | 
                 | 
             
            
                | S3 | 
                1.3256 | 
                1.3351 | 
                1.3583 | 
                 | 
             
            
                | S4 | 
                1.3068 | 
                1.3163 | 
                1.3532 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.4523 | 
         
        
            | 
2.618             | 
            1.4216 | 
         
        
            | 
1.618             | 
            1.4028 | 
         
        
            | 
1.000             | 
            1.3912 | 
         
        
            | 
0.618             | 
            1.3840 | 
         
        
            | 
HIGH             | 
            1.3724 | 
         
        
            | 
0.618             | 
            1.3652 | 
         
        
            | 
0.500             | 
            1.3630 | 
         
        
            | 
0.382             | 
            1.3608 | 
         
        
            | 
LOW             | 
            1.3536 | 
         
        
            | 
0.618             | 
            1.3420 | 
         
        
            | 
1.000             | 
            1.3348 | 
         
        
            | 
1.618             | 
            1.3232 | 
         
        
            | 
2.618             | 
            1.3044 | 
         
        
            | 
4.250             | 
            1.2737 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3633 | 
                                1.3671 | 
                             
                            
                                | PP | 
                                1.3632 | 
                                1.3659 | 
                             
                            
                                | S1 | 
                                1.3630 | 
                                1.3647 | 
                             
             
         |