CME Euro FX (E) Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Nov-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Nov-2009 | 
                    10-Nov-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4865 | 
                        1.5000 | 
                        0.0135 | 
                        0.9% | 
                        1.4710 | 
                     
                    
                        | High | 
                        1.5007 | 
                        1.5002 | 
                        -0.0005 | 
                        0.0% | 
                        1.4905 | 
                     
                    
                        | Low | 
                        1.4863 | 
                        1.4933 | 
                        0.0070 | 
                        0.5% | 
                        1.4625 | 
                     
                    
                        | Close | 
                        1.4990 | 
                        1.4973 | 
                        -0.0017 | 
                        -0.1% | 
                        1.4829 | 
                     
                    
                        | Range | 
                        0.0144 | 
                        0.0069 | 
                        -0.0075 | 
                        -52.1% | 
                        0.0280 | 
                     
                    
                        | ATR | 
                        0.0126 | 
                        0.0121 | 
                        -0.0004 | 
                        -3.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        719 | 
                        580 | 
                        -139 | 
                        -19.3% | 
                        2,660 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Nov-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5176 | 
                1.5144 | 
                1.5011 | 
                 | 
             
            
                | R3 | 
                1.5107 | 
                1.5075 | 
                1.4992 | 
                 | 
             
            
                | R2 | 
                1.5038 | 
                1.5038 | 
                1.4986 | 
                 | 
             
            
                | R1 | 
                1.5006 | 
                1.5006 | 
                1.4979 | 
                1.4988 | 
             
            
                | PP | 
                1.4969 | 
                1.4969 | 
                1.4969 | 
                1.4960 | 
             
            
                | S1 | 
                1.4937 | 
                1.4937 | 
                1.4967 | 
                1.4919 | 
             
            
                | S2 | 
                1.4900 | 
                1.4900 | 
                1.4960 | 
                 | 
             
            
                | S3 | 
                1.4831 | 
                1.4868 | 
                1.4954 | 
                 | 
             
            
                | S4 | 
                1.4762 | 
                1.4799 | 
                1.4935 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.5295 | 
         
        
            | 
2.618             | 
            1.5183 | 
         
        
            | 
1.618             | 
            1.5114 | 
         
        
            | 
1.000             | 
            1.5071 | 
         
        
            | 
0.618             | 
            1.5045 | 
         
        
            | 
HIGH             | 
            1.5002 | 
         
        
            | 
0.618             | 
            1.4976 | 
         
        
            | 
0.500             | 
            1.4968 | 
         
        
            | 
0.382             | 
            1.4959 | 
         
        
            | 
LOW             | 
            1.4933 | 
         
        
            | 
0.618             | 
            1.4890 | 
         
        
            | 
1.000             | 
            1.4864 | 
         
        
            | 
1.618             | 
            1.4821 | 
         
        
            | 
2.618             | 
            1.4752 | 
         
        
            | 
4.250             | 
            1.4640 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Nov-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4971 | 
                                1.4952 | 
                             
                            
                                | PP | 
                                1.4969 | 
                                1.4930 | 
                             
                            
                                | S1 | 
                                1.4968 | 
                                1.4909 | 
                             
             
         |