CME Euro FX (E) Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Apr-2010 | 
                    13-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3625 | 
                        1.3599 | 
                        -0.0026 | 
                        -0.2% | 
                        1.3483 | 
                     
                    
                        | High | 
                        1.3625 | 
                        1.3608 | 
                        -0.0017 | 
                        -0.1% | 
                        1.3483 | 
                     
                    
                        | Low | 
                        1.3567 | 
                        1.3599 | 
                        0.0032 | 
                        0.2% | 
                        1.3316 | 
                     
                    
                        | Close | 
                        1.3584 | 
                        1.3592 | 
                        0.0008 | 
                        0.1% | 
                        1.3453 | 
                     
                    
                        | Range | 
                        0.0058 | 
                        0.0009 | 
                        -0.0049 | 
                        -84.5% | 
                        0.0167 | 
                     
                    
                        | ATR | 
                        0.0077 | 
                        0.0074 | 
                        -0.0004 | 
                        -4.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        9 | 
                        3 | 
                        -6 | 
                        -66.7% | 
                        13 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3627 | 
                1.3618 | 
                1.3597 | 
                 | 
             
            
                | R3 | 
                1.3618 | 
                1.3609 | 
                1.3594 | 
                 | 
             
            
                | R2 | 
                1.3609 | 
                1.3609 | 
                1.3594 | 
                 | 
             
            
                | R1 | 
                1.3600 | 
                1.3600 | 
                1.3593 | 
                1.3600 | 
             
            
                | PP | 
                1.3600 | 
                1.3600 | 
                1.3600 | 
                1.3600 | 
             
            
                | S1 | 
                1.3591 | 
                1.3591 | 
                1.3591 | 
                1.3591 | 
             
            
                | S2 | 
                1.3591 | 
                1.3591 | 
                1.3590 | 
                 | 
             
            
                | S3 | 
                1.3582 | 
                1.3582 | 
                1.3590 | 
                 | 
             
            
                | S4 | 
                1.3573 | 
                1.3573 | 
                1.3587 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3918 | 
                1.3853 | 
                1.3545 | 
                 | 
             
            
                | R3 | 
                1.3751 | 
                1.3686 | 
                1.3499 | 
                 | 
             
            
                | R2 | 
                1.3584 | 
                1.3584 | 
                1.3484 | 
                 | 
             
            
                | R1 | 
                1.3519 | 
                1.3519 | 
                1.3468 | 
                1.3468 | 
             
            
                | PP | 
                1.3417 | 
                1.3417 | 
                1.3417 | 
                1.3392 | 
             
            
                | S1 | 
                1.3352 | 
                1.3352 | 
                1.3438 | 
                1.3301 | 
             
            
                | S2 | 
                1.3250 | 
                1.3250 | 
                1.3422 | 
                 | 
             
            
                | S3 | 
                1.3083 | 
                1.3185 | 
                1.3407 | 
                 | 
             
            
                | S4 | 
                1.2916 | 
                1.3018 | 
                1.3361 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3646 | 
         
        
            | 
2.618             | 
            1.3632 | 
         
        
            | 
1.618             | 
            1.3623 | 
         
        
            | 
1.000             | 
            1.3617 | 
         
        
            | 
0.618             | 
            1.3614 | 
         
        
            | 
HIGH             | 
            1.3608 | 
         
        
            | 
0.618             | 
            1.3605 | 
         
        
            | 
0.500             | 
            1.3604 | 
         
        
            | 
0.382             | 
            1.3602 | 
         
        
            | 
LOW             | 
            1.3599 | 
         
        
            | 
0.618             | 
            1.3593 | 
         
        
            | 
1.000             | 
            1.3590 | 
         
        
            | 
1.618             | 
            1.3584 | 
         
        
            | 
2.618             | 
            1.3575 | 
         
        
            | 
4.250             | 
            1.3561 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3604 | 
                                1.3574 | 
                             
                            
                                | PP | 
                                1.3600 | 
                                1.3557 | 
                             
                            
                                | S1 | 
                                1.3596 | 
                                1.3539 | 
                             
             
         |