CME Euro FX (E) Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Feb-2010 | 
                    22-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3584 | 
                        1.3594 | 
                        0.0010 | 
                        0.1% | 
                        1.3742 | 
                     
                    
                        | High | 
                        1.3584 | 
                        1.3594 | 
                        0.0010 | 
                        0.1% | 
                        1.3742 | 
                     
                    
                        | Low | 
                        1.3584 | 
                        1.3594 | 
                        0.0010 | 
                        0.1% | 
                        1.3560 | 
                     
                    
                        | Close | 
                        1.3584 | 
                        1.3594 | 
                        0.0010 | 
                        0.1% | 
                        1.3584 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        55 | 
                        55 | 
                        0 | 
                        0.0% | 
                        133 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                 | 
             
            
                | R3 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                 | 
             
            
                | R2 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                 | 
             
            
                | R1 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
             
            
                | PP | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
             
            
                | S1 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
             
            
                | S2 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                 | 
             
            
                | S3 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                 | 
             
            
                | S4 | 
                1.3594 | 
                1.3594 | 
                1.3594 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4175 | 
                1.4061 | 
                1.3684 | 
                 | 
             
            
                | R3 | 
                1.3993 | 
                1.3879 | 
                1.3634 | 
                 | 
             
            
                | R2 | 
                1.3811 | 
                1.3811 | 
                1.3617 | 
                 | 
             
            
                | R1 | 
                1.3697 | 
                1.3697 | 
                1.3601 | 
                1.3663 | 
             
            
                | PP | 
                1.3629 | 
                1.3629 | 
                1.3629 | 
                1.3612 | 
             
            
                | S1 | 
                1.3515 | 
                1.3515 | 
                1.3567 | 
                1.3481 | 
             
            
                | S2 | 
                1.3447 | 
                1.3447 | 
                1.3551 | 
                 | 
             
            
                | S3 | 
                1.3265 | 
                1.3333 | 
                1.3534 | 
                 | 
             
            
                | S4 | 
                1.3083 | 
                1.3151 | 
                1.3484 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3594 | 
         
        
            | 
2.618             | 
            1.3594 | 
         
        
            | 
1.618             | 
            1.3594 | 
         
        
            | 
1.000             | 
            1.3594 | 
         
        
            | 
0.618             | 
            1.3594 | 
         
        
            | 
HIGH             | 
            1.3594 | 
         
        
            | 
0.618             | 
            1.3594 | 
         
        
            | 
0.500             | 
            1.3594 | 
         
        
            | 
0.382             | 
            1.3594 | 
         
        
            | 
LOW             | 
            1.3594 | 
         
        
            | 
0.618             | 
            1.3594 | 
         
        
            | 
1.000             | 
            1.3594 | 
         
        
            | 
1.618             | 
            1.3594 | 
         
        
            | 
2.618             | 
            1.3594 | 
         
        
            | 
4.250             | 
            1.3594 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3594 | 
                                1.3592 | 
                             
                            
                                | PP | 
                                1.3594 | 
                                1.3589 | 
                             
                            
                                | S1 | 
                                1.3594 | 
                                1.3587 | 
                             
             
         |