CME Euro FX (E) Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Mar-2010 | 
                    19-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3600 | 
                        1.3532 | 
                        -0.0068 | 
                        -0.5% | 
                        1.3665 | 
                     
                    
                        | High | 
                        1.3600 | 
                        1.3532 | 
                        -0.0068 | 
                        -0.5% | 
                        1.3765 | 
                     
                    
                        | Low | 
                        1.3600 | 
                        1.3532 | 
                        -0.0068 | 
                        -0.5% | 
                        1.3532 | 
                     
                    
                        | Close | 
                        1.3615 | 
                        1.3532 | 
                        -0.0083 | 
                        -0.6% | 
                        1.3532 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0068 | 
                        0.0069 | 
                        0.0001 | 
                        1.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        4 | 
                        3 | 
                        300.0% | 
                        8 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                 | 
             
            
                | R3 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                 | 
             
            
                | R2 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                 | 
             
            
                | R1 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
             
            
                | PP | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
             
            
                | S1 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
             
            
                | S2 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                 | 
             
            
                | S3 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                 | 
             
            
                | S4 | 
                1.3532 | 
                1.3532 | 
                1.3532 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4309 | 
                1.4153 | 
                1.3660 | 
                 | 
             
            
                | R3 | 
                1.4076 | 
                1.3920 | 
                1.3596 | 
                 | 
             
            
                | R2 | 
                1.3843 | 
                1.3843 | 
                1.3575 | 
                 | 
             
            
                | R1 | 
                1.3687 | 
                1.3687 | 
                1.3553 | 
                1.3649 | 
             
            
                | PP | 
                1.3610 | 
                1.3610 | 
                1.3610 | 
                1.3590 | 
             
            
                | S1 | 
                1.3454 | 
                1.3454 | 
                1.3511 | 
                1.3416 | 
             
            
                | S2 | 
                1.3377 | 
                1.3377 | 
                1.3489 | 
                 | 
             
            
                | S3 | 
                1.3144 | 
                1.3221 | 
                1.3468 | 
                 | 
             
            
                | S4 | 
                1.2911 | 
                1.2988 | 
                1.3404 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3532 | 
         
        
            | 
2.618             | 
            1.3532 | 
         
        
            | 
1.618             | 
            1.3532 | 
         
        
            | 
1.000             | 
            1.3532 | 
         
        
            | 
0.618             | 
            1.3532 | 
         
        
            | 
HIGH             | 
            1.3532 | 
         
        
            | 
0.618             | 
            1.3532 | 
         
        
            | 
0.500             | 
            1.3532 | 
         
        
            | 
0.382             | 
            1.3532 | 
         
        
            | 
LOW             | 
            1.3532 | 
         
        
            | 
0.618             | 
            1.3532 | 
         
        
            | 
1.000             | 
            1.3532 | 
         
        
            | 
1.618             | 
            1.3532 | 
         
        
            | 
2.618             | 
            1.3532 | 
         
        
            | 
4.250             | 
            1.3532 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3532 | 
                                1.3649 | 
                             
                            
                                | PP | 
                                1.3532 | 
                                1.3610 | 
                             
                            
                                | S1 | 
                                1.3532 | 
                                1.3571 | 
                             
             
         |