CME Euro FX (E) Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Mar-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Mar-2010 | 03-Mar-2010 | Change | Change % | Previous Week |  
                        | Open | 1.3565 | 1.3608 | 0.0043 | 0.3% | 1.3611 |  
                        | High | 1.3619 | 1.3734 | 0.0115 | 0.8% | 1.3688 |  
                        | Low | 1.3433 | 1.3590 | 0.0157 | 1.2% | 1.3450 |  
                        | Close | 1.3598 | 1.3698 | 0.0100 | 0.7% | 1.3619 |  
                        | Range | 0.0186 | 0.0144 | -0.0042 | -22.6% | 0.0238 |  
                        | ATR | 0.0148 | 0.0148 | 0.0000 | -0.2% | 0.0000 |  
                        | Volume | 6,075 | 6,745 | 670 | 11.0% | 17,629 |  | 
    
| 
        
            | Daily Pivots for day following 03-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.4106 | 1.4046 | 1.3777 |  |  
                | R3 | 1.3962 | 1.3902 | 1.3738 |  |  
                | R2 | 1.3818 | 1.3818 | 1.3724 |  |  
                | R1 | 1.3758 | 1.3758 | 1.3711 | 1.3788 |  
                | PP | 1.3674 | 1.3674 | 1.3674 | 1.3689 |  
                | S1 | 1.3614 | 1.3614 | 1.3685 | 1.3644 |  
                | S2 | 1.3530 | 1.3530 | 1.3672 |  |  
                | S3 | 1.3386 | 1.3470 | 1.3658 |  |  
                | S4 | 1.3242 | 1.3326 | 1.3619 |  |  | 
        
            | Weekly Pivots for week ending 26-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.4300 | 1.4197 | 1.3750 |  |  
                | R3 | 1.4062 | 1.3959 | 1.3684 |  |  
                | R2 | 1.3824 | 1.3824 | 1.3663 |  |  
                | R1 | 1.3721 | 1.3721 | 1.3641 | 1.3773 |  
                | PP | 1.3586 | 1.3586 | 1.3586 | 1.3611 |  
                | S1 | 1.3483 | 1.3483 | 1.3597 | 1.3535 |  
                | S2 | 1.3348 | 1.3348 | 1.3575 |  |  
                | S3 | 1.3110 | 1.3245 | 1.3554 |  |  
                | S4 | 1.2872 | 1.3007 | 1.3488 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.4346 |  
            | 2.618 | 1.4111 |  
            | 1.618 | 1.3967 |  
            | 1.000 | 1.3878 |  
            | 0.618 | 1.3823 |  
            | HIGH | 1.3734 |  
            | 0.618 | 1.3679 |  
            | 0.500 | 1.3662 |  
            | 0.382 | 1.3645 |  
            | LOW | 1.3590 |  
            | 0.618 | 1.3501 |  
            | 1.000 | 1.3446 |  
            | 1.618 | 1.3357 |  
            | 2.618 | 1.3213 |  
            | 4.250 | 1.2978 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Mar-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.3686 | 1.3660 |  
                                | PP | 1.3674 | 1.3622 |  
                                | S1 | 1.3662 | 1.3584 |  |