CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Oct-2008 | 
                    22-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3265 | 
                        1.2985 | 
                        -0.0280 | 
                        -2.1% | 
                        1.3608 | 
                     
                    
                        | High | 
                        1.3289 | 
                        1.2985 | 
                        -0.0304 | 
                        -2.3% | 
                        1.3772 | 
                     
                    
                        | Low | 
                        1.3007 | 
                        1.2715 | 
                        -0.0292 | 
                        -2.2% | 
                        1.3355 | 
                     
                    
                        | Close | 
                        1.3080 | 
                        1.2832 | 
                        -0.0248 | 
                        -1.9% | 
                        1.3390 | 
                     
                    
                        | Range | 
                        0.0282 | 
                        0.0270 | 
                        -0.0012 | 
                        -4.3% | 
                        0.0417 | 
                     
                    
                        | ATR | 
                        0.0214 | 
                        0.0225 | 
                        0.0011 | 
                        5.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1,781 | 
                        164 | 
                        -1,617 | 
                        -90.8% | 
                        4,535 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3654 | 
                1.3513 | 
                1.2981 | 
                 | 
             
            
                | R3 | 
                1.3384 | 
                1.3243 | 
                1.2906 | 
                 | 
             
            
                | R2 | 
                1.3114 | 
                1.3114 | 
                1.2882 | 
                 | 
             
            
                | R1 | 
                1.2973 | 
                1.2973 | 
                1.2857 | 
                1.2909 | 
             
            
                | PP | 
                1.2844 | 
                1.2844 | 
                1.2844 | 
                1.2812 | 
             
            
                | S1 | 
                1.2703 | 
                1.2703 | 
                1.2807 | 
                1.2639 | 
             
            
                | S2 | 
                1.2574 | 
                1.2574 | 
                1.2783 | 
                 | 
             
            
                | S3 | 
                1.2304 | 
                1.2433 | 
                1.2758 | 
                 | 
             
            
                | S4 | 
                1.2034 | 
                1.2163 | 
                1.2684 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.4133 | 
         
        
            | 
2.618             | 
            1.3692 | 
         
        
            | 
1.618             | 
            1.3422 | 
         
        
            | 
1.000             | 
            1.3255 | 
         
        
            | 
0.618             | 
            1.3152 | 
         
        
            | 
HIGH             | 
            1.2985 | 
         
        
            | 
0.618             | 
            1.2882 | 
         
        
            | 
0.500             | 
            1.2850 | 
         
        
            | 
0.382             | 
            1.2818 | 
         
        
            | 
LOW             | 
            1.2715 | 
         
        
            | 
0.618             | 
            1.2548 | 
         
        
            | 
1.000             | 
            1.2445 | 
         
        
            | 
1.618             | 
            1.2278 | 
         
        
            | 
2.618             | 
            1.2008 | 
         
        
            | 
4.250             | 
            1.1568 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2850 | 
                                1.3088 | 
                             
                            
                                | PP | 
                                1.2844 | 
                                1.3002 | 
                             
                            
                                | S1 | 
                                1.2838 | 
                                1.2917 | 
                             
             
         |