CME Euro FX (E) Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Nov-2009 | 06-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 1.4859 | 1.4860 | 0.0001 | 0.0% | 1.4710 |  
                        | High | 1.4905 | 1.4901 | -0.0004 | 0.0% | 1.4905 |  
                        | Low | 1.4807 | 1.4810 | 0.0003 | 0.0% | 1.4625 |  
                        | Close | 1.4860 | 1.4829 | -0.0031 | -0.2% | 1.4829 |  
                        | Range | 0.0098 | 0.0091 | -0.0007 | -7.1% | 0.0280 |  
                        | ATR | 0.0124 | 0.0122 | -0.0002 | -1.9% | 0.0000 |  
                        | Volume | 807 | 410 | -397 | -49.2% | 2,660 |  | 
    
| 
        
            | Daily Pivots for day following 06-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.5120 | 1.5065 | 1.4879 |  |  
                | R3 | 1.5029 | 1.4974 | 1.4854 |  |  
                | R2 | 1.4938 | 1.4938 | 1.4846 |  |  
                | R1 | 1.4883 | 1.4883 | 1.4837 | 1.4865 |  
                | PP | 1.4847 | 1.4847 | 1.4847 | 1.4838 |  
                | S1 | 1.4792 | 1.4792 | 1.4821 | 1.4774 |  
                | S2 | 1.4756 | 1.4756 | 1.4812 |  |  
                | S3 | 1.4665 | 1.4701 | 1.4804 |  |  
                | S4 | 1.4574 | 1.4610 | 1.4779 |  |  | 
        
            | Weekly Pivots for week ending 06-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.5626 | 1.5508 | 1.4983 |  |  
                | R3 | 1.5346 | 1.5228 | 1.4906 |  |  
                | R2 | 1.5066 | 1.5066 | 1.4880 |  |  
                | R1 | 1.4948 | 1.4948 | 1.4855 | 1.5007 |  
                | PP | 1.4786 | 1.4786 | 1.4786 | 1.4816 |  
                | S1 | 1.4668 | 1.4668 | 1.4803 | 1.4727 |  
                | S2 | 1.4506 | 1.4506 | 1.4778 |  |  
                | S3 | 1.4226 | 1.4388 | 1.4752 |  |  
                | S4 | 1.3946 | 1.4108 | 1.4675 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.5288 |  
            | 2.618 | 1.5139 |  
            | 1.618 | 1.5048 |  
            | 1.000 | 1.4992 |  
            | 0.618 | 1.4957 |  
            | HIGH | 1.4901 |  
            | 0.618 | 1.4866 |  
            | 0.500 | 1.4856 |  
            | 0.382 | 1.4845 |  
            | LOW | 1.4810 |  
            | 0.618 | 1.4754 |  
            | 1.000 | 1.4719 |  
            | 1.618 | 1.4663 |  
            | 2.618 | 1.4572 |  
            | 4.250 | 1.4423 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.4856 | 1.4822 |  
                                | PP | 1.4847 | 1.4815 |  
                                | S1 | 1.4838 | 1.4809 |  |