CME Euro FX (E) Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Mar-2010 | 
                    02-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3562 | 
                        1.3587 | 
                        0.0025 | 
                        0.2% | 
                        1.3594 | 
                     
                    
                        | High | 
                        1.3562 | 
                        1.3587 | 
                        0.0025 | 
                        0.2% | 
                        1.3609 | 
                     
                    
                        | Low | 
                        1.3562 | 
                        1.3587 | 
                        0.0025 | 
                        0.2% | 
                        1.3485 | 
                     
                    
                        | Close | 
                        1.3562 | 
                        1.3587 | 
                        0.0025 | 
                        0.2% | 
                        1.3609 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0064 | 
                        0.0061 | 
                        -0.0003 | 
                        -4.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        6 | 
                        6 | 
                        0 | 
                        0.0% | 
                        176 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                 | 
             
            
                | R3 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                 | 
             
            
                | R2 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                 | 
             
            
                | R1 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
             
            
                | PP | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
             
            
                | S1 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
             
            
                | S2 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                 | 
             
            
                | S3 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                 | 
             
            
                | S4 | 
                1.3587 | 
                1.3587 | 
                1.3587 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3940 | 
                1.3898 | 
                1.3677 | 
                 | 
             
            
                | R3 | 
                1.3816 | 
                1.3774 | 
                1.3643 | 
                 | 
             
            
                | R2 | 
                1.3692 | 
                1.3692 | 
                1.3632 | 
                 | 
             
            
                | R1 | 
                1.3650 | 
                1.3650 | 
                1.3620 | 
                1.3671 | 
             
            
                | PP | 
                1.3568 | 
                1.3568 | 
                1.3568 | 
                1.3578 | 
             
            
                | S1 | 
                1.3526 | 
                1.3526 | 
                1.3598 | 
                1.3547 | 
             
            
                | S2 | 
                1.3444 | 
                1.3444 | 
                1.3586 | 
                 | 
             
            
                | S3 | 
                1.3320 | 
                1.3402 | 
                1.3575 | 
                 | 
             
            
                | S4 | 
                1.3196 | 
                1.3278 | 
                1.3541 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3587 | 
         
        
            | 
2.618             | 
            1.3587 | 
         
        
            | 
1.618             | 
            1.3587 | 
         
        
            | 
1.000             | 
            1.3587 | 
         
        
            | 
0.618             | 
            1.3587 | 
         
        
            | 
HIGH             | 
            1.3587 | 
         
        
            | 
0.618             | 
            1.3587 | 
         
        
            | 
0.500             | 
            1.3587 | 
         
        
            | 
0.382             | 
            1.3587 | 
         
        
            | 
LOW             | 
            1.3587 | 
         
        
            | 
0.618             | 
            1.3587 | 
         
        
            | 
1.000             | 
            1.3587 | 
         
        
            | 
1.618             | 
            1.3587 | 
         
        
            | 
2.618             | 
            1.3587 | 
         
        
            | 
4.250             | 
            1.3587 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3587 | 
                                1.3587 | 
                             
                            
                                | PP | 
                                1.3587 | 
                                1.3586 | 
                             
                            
                                | S1 | 
                                1.3587 | 
                                1.3586 | 
                             
             
         |