CME Euro FX (E) Future March 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Nov-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Oct-2008 | 
                    03-Nov-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2825 | 
                        1.2782 | 
                        -0.0043 | 
                        -0.3% | 
                        1.2530 | 
                     
                    
                        | High | 
                        1.2825 | 
                        1.2868 | 
                        0.0043 | 
                        0.3% | 
                        1.3235 | 
                     
                    
                        | Low | 
                        1.2645 | 
                        1.2563 | 
                        -0.0082 | 
                        -0.6% | 
                        1.2351 | 
                     
                    
                        | Close | 
                        1.2724 | 
                        1.2587 | 
                        -0.0137 | 
                        -1.1% | 
                        1.2724 | 
                     
                    
                        | Range | 
                        0.0180 | 
                        0.0305 | 
                        0.0125 | 
                        69.4% | 
                        0.0884 | 
                     
                    
                        | ATR | 
                        0.0264 | 
                        0.0267 | 
                        0.0003 | 
                        1.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        540 | 
                        458 | 
                        -82 | 
                        -15.2% | 
                        3,112 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3588 | 
                1.3392 | 
                1.2755 | 
                 | 
             
            
                | R3 | 
                1.3283 | 
                1.3087 | 
                1.2671 | 
                 | 
             
            
                | R2 | 
                1.2978 | 
                1.2978 | 
                1.2643 | 
                 | 
             
            
                | R1 | 
                1.2782 | 
                1.2782 | 
                1.2615 | 
                1.2728 | 
             
            
                | PP | 
                1.2673 | 
                1.2673 | 
                1.2673 | 
                1.2645 | 
             
            
                | S1 | 
                1.2477 | 
                1.2477 | 
                1.2559 | 
                1.2423 | 
             
            
                | S2 | 
                1.2368 | 
                1.2368 | 
                1.2531 | 
                 | 
             
            
                | S3 | 
                1.2063 | 
                1.2172 | 
                1.2503 | 
                 | 
             
            
                | S4 | 
                1.1758 | 
                1.1867 | 
                1.2419 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5422 | 
                1.4957 | 
                1.3210 | 
                 | 
             
            
                | R3 | 
                1.4538 | 
                1.4073 | 
                1.2967 | 
                 | 
             
            
                | R2 | 
                1.3654 | 
                1.3654 | 
                1.2886 | 
                 | 
             
            
                | R1 | 
                1.3189 | 
                1.3189 | 
                1.2805 | 
                1.3422 | 
             
            
                | PP | 
                1.2770 | 
                1.2770 | 
                1.2770 | 
                1.2886 | 
             
            
                | S1 | 
                1.2305 | 
                1.2305 | 
                1.2643 | 
                1.2538 | 
             
            
                | S2 | 
                1.1886 | 
                1.1886 | 
                1.2562 | 
                 | 
             
            
                | S3 | 
                1.1002 | 
                1.1421 | 
                1.2481 | 
                 | 
             
            
                | S4 | 
                1.0118 | 
                1.0537 | 
                1.2238 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3235 | 
                1.2378 | 
                0.0857 | 
                6.8% | 
                0.0316 | 
                2.5% | 
                24% | 
                False | 
                False | 
                617 | 
                 
                
                | 10 | 
                1.3289 | 
                1.2351 | 
                0.0938 | 
                7.5% | 
                0.0281 | 
                2.2% | 
                25% | 
                False | 
                False | 
                628 | 
                 
                
                | 20 | 
                1.3791 | 
                1.2351 | 
                0.1440 | 
                11.4% | 
                0.0236 | 
                1.9% | 
                16% | 
                False | 
                False | 
                649 | 
                 
                
                | 40 | 
                1.4786 | 
                1.2351 | 
                0.2435 | 
                19.3% | 
                0.0225 | 
                1.8% | 
                10% | 
                False | 
                False | 
                1,205 | 
                 
                
                | 60 | 
                1.4807 | 
                1.2351 | 
                0.2456 | 
                19.5% | 
                0.0162 | 
                1.3% | 
                10% | 
                False | 
                False | 
                815 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4164 | 
         
        
            | 
2.618             | 
            1.3666 | 
         
        
            | 
1.618             | 
            1.3361 | 
         
        
            | 
1.000             | 
            1.3173 | 
         
        
            | 
0.618             | 
            1.3056 | 
         
        
            | 
HIGH             | 
            1.2868 | 
         
        
            | 
0.618             | 
            1.2751 | 
         
        
            | 
0.500             | 
            1.2716 | 
         
        
            | 
0.382             | 
            1.2680 | 
         
        
            | 
LOW             | 
            1.2563 | 
         
        
            | 
0.618             | 
            1.2375 | 
         
        
            | 
1.000             | 
            1.2258 | 
         
        
            | 
1.618             | 
            1.2070 | 
         
        
            | 
2.618             | 
            1.1765 | 
         
        
            | 
4.250             | 
            1.1267 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Nov-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2716 | 
                                1.2899 | 
                             
                            
                                | PP | 
                                1.2673 | 
                                1.2795 | 
                             
                            
                                | S1 | 
                                1.2630 | 
                                1.2691 | 
                             
             
         |