CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Oct-2008 | 
                    09-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3540 | 
                        1.3607 | 
                        0.0067 | 
                        0.5% | 
                        1.4454 | 
                     
                    
                        | High | 
                        1.3781 | 
                        1.3791 | 
                        0.0010 | 
                        0.1% | 
                        1.4516 | 
                     
                    
                        | Low | 
                        1.3540 | 
                        1.3607 | 
                        0.0067 | 
                        0.5% | 
                        1.3691 | 
                     
                    
                        | Close | 
                        1.3711 | 
                        1.3689 | 
                        -0.0022 | 
                        -0.2% | 
                        1.3808 | 
                     
                    
                        | Range | 
                        0.0241 | 
                        0.0184 | 
                        -0.0057 | 
                        -23.7% | 
                        0.0825 | 
                     
                    
                        | ATR | 
                        0.0220 | 
                        0.0217 | 
                        -0.0003 | 
                        -1.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        472 | 
                        446 | 
                        -26 | 
                        -5.5% | 
                        16,541 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4248 | 
                1.4152 | 
                1.3790 | 
                 | 
             
            
                | R3 | 
                1.4064 | 
                1.3968 | 
                1.3740 | 
                 | 
             
            
                | R2 | 
                1.3880 | 
                1.3880 | 
                1.3723 | 
                 | 
             
            
                | R1 | 
                1.3784 | 
                1.3784 | 
                1.3706 | 
                1.3832 | 
             
            
                | PP | 
                1.3696 | 
                1.3696 | 
                1.3696 | 
                1.3720 | 
             
            
                | S1 | 
                1.3600 | 
                1.3600 | 
                1.3672 | 
                1.3648 | 
             
            
                | S2 | 
                1.3512 | 
                1.3512 | 
                1.3655 | 
                 | 
             
            
                | S3 | 
                1.3328 | 
                1.3416 | 
                1.3638 | 
                 | 
             
            
                | S4 | 
                1.3144 | 
                1.3232 | 
                1.3588 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.4573 | 
         
        
            | 
2.618             | 
            1.4273 | 
         
        
            | 
1.618             | 
            1.4089 | 
         
        
            | 
1.000             | 
            1.3975 | 
         
        
            | 
0.618             | 
            1.3905 | 
         
        
            | 
HIGH             | 
            1.3791 | 
         
        
            | 
0.618             | 
            1.3721 | 
         
        
            | 
0.500             | 
            1.3699 | 
         
        
            | 
0.382             | 
            1.3677 | 
         
        
            | 
LOW             | 
            1.3607 | 
         
        
            | 
0.618             | 
            1.3493 | 
         
        
            | 
1.000             | 
            1.3423 | 
         
        
            | 
1.618             | 
            1.3309 | 
         
        
            | 
2.618             | 
            1.3125 | 
         
        
            | 
4.250             | 
            1.2825 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3699 | 
                                1.3681 | 
                             
                            
                                | PP | 
                                1.3696 | 
                                1.3672 | 
                             
                            
                                | S1 | 
                                1.3692 | 
                                1.3664 | 
                             
             
         |