CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Oct-2008 | 
                    17-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3451 | 
                        1.3410 | 
                        -0.0041 | 
                        -0.3% | 
                        1.3608 | 
                     
                    
                        | High | 
                        1.3497 | 
                        1.3434 | 
                        -0.0063 | 
                        -0.5% | 
                        1.3772 | 
                     
                    
                        | Low | 
                        1.3356 | 
                        1.3355 | 
                        -0.0001 | 
                        0.0% | 
                        1.3355 | 
                     
                    
                        | Close | 
                        1.3410 | 
                        1.3390 | 
                        -0.0020 | 
                        -0.1% | 
                        1.3390 | 
                     
                    
                        | Range | 
                        0.0141 | 
                        0.0079 | 
                        -0.0062 | 
                        -44.0% | 
                        0.0417 | 
                     
                    
                        | ATR | 
                        0.0218 | 
                        0.0208 | 
                        -0.0010 | 
                        -4.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3,174 | 
                        767 | 
                        -2,407 | 
                        -75.8% | 
                        4,535 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3630 | 
                1.3589 | 
                1.3433 | 
                 | 
             
            
                | R3 | 
                1.3551 | 
                1.3510 | 
                1.3412 | 
                 | 
             
            
                | R2 | 
                1.3472 | 
                1.3472 | 
                1.3404 | 
                 | 
             
            
                | R1 | 
                1.3431 | 
                1.3431 | 
                1.3397 | 
                1.3412 | 
             
            
                | PP | 
                1.3393 | 
                1.3393 | 
                1.3393 | 
                1.3384 | 
             
            
                | S1 | 
                1.3352 | 
                1.3352 | 
                1.3383 | 
                1.3333 | 
             
            
                | S2 | 
                1.3314 | 
                1.3314 | 
                1.3376 | 
                 | 
             
            
                | S3 | 
                1.3235 | 
                1.3273 | 
                1.3368 | 
                 | 
             
            
                | S4 | 
                1.3156 | 
                1.3194 | 
                1.3347 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4757 | 
                1.4490 | 
                1.3619 | 
                 | 
             
            
                | R3 | 
                1.4340 | 
                1.4073 | 
                1.3505 | 
                 | 
             
            
                | R2 | 
                1.3923 | 
                1.3923 | 
                1.3466 | 
                 | 
             
            
                | R1 | 
                1.3656 | 
                1.3656 | 
                1.3428 | 
                1.3581 | 
             
            
                | PP | 
                1.3506 | 
                1.3506 | 
                1.3506 | 
                1.3468 | 
             
            
                | S1 | 
                1.3239 | 
                1.3239 | 
                1.3352 | 
                1.3164 | 
             
            
                | S2 | 
                1.3089 | 
                1.3089 | 
                1.3314 | 
                 | 
             
            
                | S3 | 
                1.2672 | 
                1.2822 | 
                1.3275 | 
                 | 
             
            
                | S4 | 
                1.2255 | 
                1.2405 | 
                1.3161 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3770 | 
         
        
            | 
2.618             | 
            1.3641 | 
         
        
            | 
1.618             | 
            1.3562 | 
         
        
            | 
1.000             | 
            1.3513 | 
         
        
            | 
0.618             | 
            1.3483 | 
         
        
            | 
HIGH             | 
            1.3434 | 
         
        
            | 
0.618             | 
            1.3404 | 
         
        
            | 
0.500             | 
            1.3395 | 
         
        
            | 
0.382             | 
            1.3385 | 
         
        
            | 
LOW             | 
            1.3355 | 
         
        
            | 
0.618             | 
            1.3306 | 
         
        
            | 
1.000             | 
            1.3276 | 
         
        
            | 
1.618             | 
            1.3227 | 
         
        
            | 
2.618             | 
            1.3148 | 
         
        
            | 
4.250             | 
            1.3019 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3395 | 
                                1.3494 | 
                             
                            
                                | PP | 
                                1.3393 | 
                                1.3459 | 
                             
                            
                                | S1 | 
                                1.3392 | 
                                1.3425 | 
                             
             
         |