CME Euro FX Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Apr-2009 | 
                    01-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3257 | 
                        1.3261 | 
                        0.0004 | 
                        0.0% | 
                        1.3012 | 
                     
                    
                        | High | 
                        1.3257 | 
                        1.3261 | 
                        0.0004 | 
                        0.0% | 
                        1.3284 | 
                     
                    
                        | Low | 
                        1.3257 | 
                        1.3261 | 
                        0.0004 | 
                        0.0% | 
                        1.3005 | 
                     
                    
                        | Close | 
                        1.3257 | 
                        1.3261 | 
                        0.0004 | 
                        0.0% | 
                        1.3261 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0106 | 
                        0.0098 | 
                        -0.0007 | 
                        -6.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        500 | 
                        210 | 
                        -290 | 
                        -58.0% | 
                        1,248 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                 | 
             
            
                | R3 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                 | 
             
            
                | R2 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                 | 
             
            
                | R1 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
             
            
                | PP | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
             
            
                | S1 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
             
            
                | S2 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                 | 
             
            
                | S3 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                 | 
             
            
                | S4 | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4020 | 
                1.3920 | 
                1.3414 | 
                 | 
             
            
                | R3 | 
                1.3741 | 
                1.3641 | 
                1.3338 | 
                 | 
             
            
                | R2 | 
                1.3462 | 
                1.3462 | 
                1.3312 | 
                 | 
             
            
                | R1 | 
                1.3362 | 
                1.3362 | 
                1.3287 | 
                1.3412 | 
             
            
                | PP | 
                1.3183 | 
                1.3183 | 
                1.3183 | 
                1.3209 | 
             
            
                | S1 | 
                1.3083 | 
                1.3083 | 
                1.3235 | 
                1.3133 | 
             
            
                | S2 | 
                1.2904 | 
                1.2904 | 
                1.3210 | 
                 | 
             
            
                | S3 | 
                1.2625 | 
                1.2804 | 
                1.3184 | 
                 | 
             
            
                | S4 | 
                1.2346 | 
                1.2525 | 
                1.3108 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3261 | 
         
        
            | 
2.618             | 
            1.3261 | 
         
        
            | 
1.618             | 
            1.3261 | 
         
        
            | 
1.000             | 
            1.3261 | 
         
        
            | 
0.618             | 
            1.3261 | 
         
        
            | 
HIGH             | 
            1.3261 | 
         
        
            | 
0.618             | 
            1.3261 | 
         
        
            | 
0.500             | 
            1.3261 | 
         
        
            | 
0.382             | 
            1.3261 | 
         
        
            | 
LOW             | 
            1.3261 | 
         
        
            | 
0.618             | 
            1.3261 | 
         
        
            | 
1.000             | 
            1.3261 | 
         
        
            | 
1.618             | 
            1.3261 | 
         
        
            | 
2.618             | 
            1.3261 | 
         
        
            | 
4.250             | 
            1.3261 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3261 | 
                                1.3271 | 
                             
                            
                                | PP | 
                                1.3261 | 
                                1.3267 | 
                             
                            
                                | S1 | 
                                1.3261 | 
                                1.3264 | 
                             
             
         |