CME Euro FX Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-May-2009 | 
                    21-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3770 | 
                        1.3876 | 
                        0.0106 | 
                        0.8% | 
                        1.3588 | 
                     
                    
                        | High | 
                        1.3805 | 
                        1.3876 | 
                        0.0071 | 
                        0.5% | 
                        1.3643 | 
                     
                    
                        | Low | 
                        1.3745 | 
                        1.3876 | 
                        0.0131 | 
                        1.0% | 
                        1.3463 | 
                     
                    
                        | Close | 
                        1.3787 | 
                        1.3876 | 
                        0.0089 | 
                        0.6% | 
                        1.3463 | 
                     
                    
                        | Range | 
                        0.0060 | 
                        0.0000 | 
                        -0.0060 | 
                        -100.0% | 
                        0.0180 | 
                     
                    
                        | ATR | 
                        0.0096 | 
                        0.0095 | 
                        0.0000 | 
                        -0.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1,273 | 
                        2,485 | 
                        1,212 | 
                        95.2% | 
                        2,443 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                 | 
             
            
                | R3 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                 | 
             
            
                | R2 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                 | 
             
            
                | R1 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
             
            
                | PP | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
             
            
                | S1 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
             
            
                | S2 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                 | 
             
            
                | S3 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                 | 
             
            
                | S4 | 
                1.3876 | 
                1.3876 | 
                1.3876 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4063 | 
                1.3943 | 
                1.3562 | 
                 | 
             
            
                | R3 | 
                1.3883 | 
                1.3763 | 
                1.3513 | 
                 | 
             
            
                | R2 | 
                1.3703 | 
                1.3703 | 
                1.3496 | 
                 | 
             
            
                | R1 | 
                1.3583 | 
                1.3583 | 
                1.3480 | 
                1.3553 | 
             
            
                | PP | 
                1.3523 | 
                1.3523 | 
                1.3523 | 
                1.3508 | 
             
            
                | S1 | 
                1.3403 | 
                1.3403 | 
                1.3447 | 
                1.3373 | 
             
            
                | S2 | 
                1.3343 | 
                1.3343 | 
                1.3430 | 
                 | 
             
            
                | S3 | 
                1.3163 | 
                1.3223 | 
                1.3414 | 
                 | 
             
            
                | S4 | 
                1.2983 | 
                1.3043 | 
                1.3364 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3876 | 
         
        
            | 
2.618             | 
            1.3876 | 
         
        
            | 
1.618             | 
            1.3876 | 
         
        
            | 
1.000             | 
            1.3876 | 
         
        
            | 
0.618             | 
            1.3876 | 
         
        
            | 
HIGH             | 
            1.3876 | 
         
        
            | 
0.618             | 
            1.3876 | 
         
        
            | 
0.500             | 
            1.3876 | 
         
        
            | 
0.382             | 
            1.3876 | 
         
        
            | 
LOW             | 
            1.3876 | 
         
        
            | 
0.618             | 
            1.3876 | 
         
        
            | 
1.000             | 
            1.3876 | 
         
        
            | 
1.618             | 
            1.3876 | 
         
        
            | 
2.618             | 
            1.3876 | 
         
        
            | 
4.250             | 
            1.3876 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3876 | 
                                1.3829 | 
                             
                            
                                | PP | 
                                1.3876 | 
                                1.3782 | 
                             
                            
                                | S1 | 
                                1.3876 | 
                                1.3736 | 
                             
             
         |