CME Euro FX Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Apr-2009 | 
                    28-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3012 | 
                        1.3143 | 
                        0.0131 | 
                        1.0% | 
                        1.2912 | 
                     
                    
                        | High | 
                        1.3140 | 
                        1.3140 | 
                        0.0000 | 
                        0.0% | 
                        1.3237 | 
                     
                    
                        | Low | 
                        1.3005 | 
                        1.3140 | 
                        0.0135 | 
                        1.0% | 
                        1.2912 | 
                     
                    
                        | Close | 
                        1.3012 | 
                        1.3143 | 
                        0.0131 | 
                        1.0% | 
                        1.3237 | 
                     
                    
                        | Range | 
                        0.0135 | 
                        0.0000 | 
                        -0.0135 | 
                        -100.0% | 
                        0.0325 | 
                     
                    
                        | ATR | 
                        0.0108 | 
                        0.0109 | 
                        0.0001 | 
                        1.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        104 | 
                        214 | 
                        110 | 
                        105.8% | 
                        1,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3141 | 
                1.3142 | 
                1.3143 | 
                 | 
             
            
                | R3 | 
                1.3141 | 
                1.3142 | 
                1.3143 | 
                 | 
             
            
                | R2 | 
                1.3141 | 
                1.3141 | 
                1.3143 | 
                 | 
             
            
                | R1 | 
                1.3142 | 
                1.3142 | 
                1.3143 | 
                1.3143 | 
             
            
                | PP | 
                1.3141 | 
                1.3141 | 
                1.3141 | 
                1.3142 | 
             
            
                | S1 | 
                1.3142 | 
                1.3142 | 
                1.3143 | 
                1.3143 | 
             
            
                | S2 | 
                1.3141 | 
                1.3141 | 
                1.3143 | 
                 | 
             
            
                | S3 | 
                1.3141 | 
                1.3142 | 
                1.3143 | 
                 | 
             
            
                | S4 | 
                1.3141 | 
                1.3142 | 
                1.3143 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4104 | 
                1.3995 | 
                1.3416 | 
                 | 
             
            
                | R3 | 
                1.3779 | 
                1.3670 | 
                1.3326 | 
                 | 
             
            
                | R2 | 
                1.3454 | 
                1.3454 | 
                1.3297 | 
                 | 
             
            
                | R1 | 
                1.3345 | 
                1.3345 | 
                1.3267 | 
                1.3400 | 
             
            
                | PP | 
                1.3129 | 
                1.3129 | 
                1.3129 | 
                1.3156 | 
             
            
                | S1 | 
                1.3020 | 
                1.3020 | 
                1.3207 | 
                1.3075 | 
             
            
                | S2 | 
                1.2804 | 
                1.2804 | 
                1.3177 | 
                 | 
             
            
                | S3 | 
                1.2479 | 
                1.2695 | 
                1.3148 | 
                 | 
             
            
                | S4 | 
                1.2154 | 
                1.2370 | 
                1.3058 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3140 | 
         
        
            | 
2.618             | 
            1.3140 | 
         
        
            | 
1.618             | 
            1.3140 | 
         
        
            | 
1.000             | 
            1.3140 | 
         
        
            | 
0.618             | 
            1.3140 | 
         
        
            | 
HIGH             | 
            1.3140 | 
         
        
            | 
0.618             | 
            1.3140 | 
         
        
            | 
0.500             | 
            1.3140 | 
         
        
            | 
0.382             | 
            1.3140 | 
         
        
            | 
LOW             | 
            1.3140 | 
         
        
            | 
0.618             | 
            1.3140 | 
         
        
            | 
1.000             | 
            1.3140 | 
         
        
            | 
1.618             | 
            1.3140 | 
         
        
            | 
2.618             | 
            1.3140 | 
         
        
            | 
4.250             | 
            1.3140 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3142 | 
                                1.3136 | 
                             
                            
                                | PP | 
                                1.3141 | 
                                1.3128 | 
                             
                            
                                | S1 | 
                                1.3140 | 
                                1.3121 | 
                             
             
         |