CME Euro FX Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Apr-2009 | 
                    03-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3447 | 
                        1.3490 | 
                        0.0043 | 
                        0.3% | 
                        1.3171 | 
                     
                    
                        | High | 
                        1.3447 | 
                        1.3490 | 
                        0.0043 | 
                        0.3% | 
                        1.3490 | 
                     
                    
                        | Low | 
                        1.3447 | 
                        1.3490 | 
                        0.0043 | 
                        0.3% | 
                        1.3171 | 
                     
                    
                        | Close | 
                        1.3447 | 
                        1.3490 | 
                        0.0043 | 
                        0.3% | 
                        1.3490 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0111 | 
                        0.0106 | 
                        -0.0005 | 
                        -4.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        182 | 
                        230 | 
                        48 | 
                        26.4% | 
                        667 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                 | 
             
            
                | R3 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                 | 
             
            
                | R2 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                 | 
             
            
                | R1 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
             
            
                | PP | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
             
            
                | S1 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
             
            
                | S2 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                 | 
             
            
                | S3 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                 | 
             
            
                | S4 | 
                1.3490 | 
                1.3490 | 
                1.3490 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4341 | 
                1.4234 | 
                1.3665 | 
                 | 
             
            
                | R3 | 
                1.4022 | 
                1.3915 | 
                1.3578 | 
                 | 
             
            
                | R2 | 
                1.3703 | 
                1.3703 | 
                1.3548 | 
                 | 
             
            
                | R1 | 
                1.3596 | 
                1.3596 | 
                1.3519 | 
                1.3650 | 
             
            
                | PP | 
                1.3384 | 
                1.3384 | 
                1.3384 | 
                1.3410 | 
             
            
                | S1 | 
                1.3277 | 
                1.3277 | 
                1.3461 | 
                1.3331 | 
             
            
                | S2 | 
                1.3065 | 
                1.3065 | 
                1.3432 | 
                 | 
             
            
                | S3 | 
                1.2746 | 
                1.2958 | 
                1.3402 | 
                 | 
             
            
                | S4 | 
                1.2427 | 
                1.2639 | 
                1.3315 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3490 | 
         
        
            | 
2.618             | 
            1.3490 | 
         
        
            | 
1.618             | 
            1.3490 | 
         
        
            | 
1.000             | 
            1.3490 | 
         
        
            | 
0.618             | 
            1.3490 | 
         
        
            | 
HIGH             | 
            1.3490 | 
         
        
            | 
0.618             | 
            1.3490 | 
         
        
            | 
0.500             | 
            1.3490 | 
         
        
            | 
0.382             | 
            1.3490 | 
         
        
            | 
LOW             | 
            1.3490 | 
         
        
            | 
0.618             | 
            1.3490 | 
         
        
            | 
1.000             | 
            1.3490 | 
         
        
            | 
1.618             | 
            1.3490 | 
         
        
            | 
2.618             | 
            1.3490 | 
         
        
            | 
4.250             | 
            1.3490 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3490 | 
                                1.3449 | 
                             
                            
                                | PP | 
                                1.3490 | 
                                1.3407 | 
                             
                            
                                | S1 | 
                                1.3490 | 
                                1.3366 | 
                             
             
         |