CME Euro FX (E) Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Mar-2010 | 
                    10-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3550 | 
                        1.3641 | 
                        0.0091 | 
                        0.7% | 
                        1.3562 | 
                     
                    
                        | High | 
                        1.3550 | 
                        1.3641 | 
                        0.0091 | 
                        0.7% | 
                        1.3687 | 
                     
                    
                        | Low | 
                        1.3550 | 
                        1.3641 | 
                        0.0091 | 
                        0.7% | 
                        1.3562 | 
                     
                    
                        | Close | 
                        1.3584 | 
                        1.3641 | 
                        0.0057 | 
                        0.4% | 
                        1.3613 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0063 | 
                        0.0063 | 
                        0.0000 | 
                        -0.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        6 | 
                        2 | 
                        -4 | 
                        -66.7% | 
                        30 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                 | 
             
            
                | R3 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                 | 
             
            
                | R2 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                 | 
             
            
                | R1 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
             
            
                | PP | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
             
            
                | S1 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
             
            
                | S2 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                 | 
             
            
                | S3 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                 | 
             
            
                | S4 | 
                1.3641 | 
                1.3641 | 
                1.3641 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3996 | 
                1.3929 | 
                1.3682 | 
                 | 
             
            
                | R3 | 
                1.3871 | 
                1.3804 | 
                1.3647 | 
                 | 
             
            
                | R2 | 
                1.3746 | 
                1.3746 | 
                1.3636 | 
                 | 
             
            
                | R1 | 
                1.3679 | 
                1.3679 | 
                1.3624 | 
                1.3713 | 
             
            
                | PP | 
                1.3621 | 
                1.3621 | 
                1.3621 | 
                1.3637 | 
             
            
                | S1 | 
                1.3554 | 
                1.3554 | 
                1.3602 | 
                1.3588 | 
             
            
                | S2 | 
                1.3496 | 
                1.3496 | 
                1.3590 | 
                 | 
             
            
                | S3 | 
                1.3371 | 
                1.3429 | 
                1.3579 | 
                 | 
             
            
                | S4 | 
                1.3246 | 
                1.3304 | 
                1.3544 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3641 | 
         
        
            | 
2.618             | 
            1.3641 | 
         
        
            | 
1.618             | 
            1.3641 | 
         
        
            | 
1.000             | 
            1.3641 | 
         
        
            | 
0.618             | 
            1.3641 | 
         
        
            | 
HIGH             | 
            1.3641 | 
         
        
            | 
0.618             | 
            1.3641 | 
         
        
            | 
0.500             | 
            1.3641 | 
         
        
            | 
0.382             | 
            1.3641 | 
         
        
            | 
LOW             | 
            1.3641 | 
         
        
            | 
0.618             | 
            1.3641 | 
         
        
            | 
1.000             | 
            1.3641 | 
         
        
            | 
1.618             | 
            1.3641 | 
         
        
            | 
2.618             | 
            1.3641 | 
         
        
            | 
4.250             | 
            1.3641 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3641 | 
                                1.3626 | 
                             
                            
                                | PP | 
                                1.3641 | 
                                1.3611 | 
                             
                            
                                | S1 | 
                                1.3641 | 
                                1.3596 | 
                             
             
         |