CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Oct-2008 | 
                    23-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2985 | 
                        1.2740 | 
                        -0.0245 | 
                        -1.9% | 
                        1.3608 | 
                     
                    
                        | High | 
                        1.2985 | 
                        1.2905 | 
                        -0.0080 | 
                        -0.6% | 
                        1.3772 | 
                     
                    
                        | Low | 
                        1.2715 | 
                        1.2722 | 
                        0.0007 | 
                        0.1% | 
                        1.3355 | 
                     
                    
                        | Close | 
                        1.2832 | 
                        1.2821 | 
                        -0.0011 | 
                        -0.1% | 
                        1.3390 | 
                     
                    
                        | Range | 
                        0.0270 | 
                        0.0183 | 
                        -0.0087 | 
                        -32.2% | 
                        0.0417 | 
                     
                    
                        | ATR | 
                        0.0225 | 
                        0.0222 | 
                        -0.0003 | 
                        -1.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        164 | 
                        346 | 
                        182 | 
                        111.0% | 
                        4,535 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3365 | 
                1.3276 | 
                1.2922 | 
                 | 
             
            
                | R3 | 
                1.3182 | 
                1.3093 | 
                1.2871 | 
                 | 
             
            
                | R2 | 
                1.2999 | 
                1.2999 | 
                1.2855 | 
                 | 
             
            
                | R1 | 
                1.2910 | 
                1.2910 | 
                1.2838 | 
                1.2955 | 
             
            
                | PP | 
                1.2816 | 
                1.2816 | 
                1.2816 | 
                1.2838 | 
             
            
                | S1 | 
                1.2727 | 
                1.2727 | 
                1.2804 | 
                1.2772 | 
             
            
                | S2 | 
                1.2633 | 
                1.2633 | 
                1.2787 | 
                 | 
             
            
                | S3 | 
                1.2450 | 
                1.2544 | 
                1.2771 | 
                 | 
             
            
                | S4 | 
                1.2267 | 
                1.2361 | 
                1.2720 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.3683 | 
         
        
            | 
2.618             | 
            1.3384 | 
         
        
            | 
1.618             | 
            1.3201 | 
         
        
            | 
1.000             | 
            1.3088 | 
         
        
            | 
0.618             | 
            1.3018 | 
         
        
            | 
HIGH             | 
            1.2905 | 
         
        
            | 
0.618             | 
            1.2835 | 
         
        
            | 
0.500             | 
            1.2814 | 
         
        
            | 
0.382             | 
            1.2792 | 
         
        
            | 
LOW             | 
            1.2722 | 
         
        
            | 
0.618             | 
            1.2609 | 
         
        
            | 
1.000             | 
            1.2539 | 
         
        
            | 
1.618             | 
            1.2426 | 
         
        
            | 
2.618             | 
            1.2243 | 
         
        
            | 
4.250             | 
            1.1944 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2819 | 
                                1.3002 | 
                             
                            
                                | PP | 
                                1.2816 | 
                                1.2942 | 
                             
                            
                                | S1 | 
                                1.2814 | 
                                1.2881 | 
                             
             
         |