CME Euro FX (E) Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Apr-2010 | 
                    30-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3250 | 
                        1.3300 | 
                        0.0050 | 
                        0.4% | 
                        1.3330 | 
                     
                    
                        | High | 
                        1.3255 | 
                        1.3303 | 
                        0.0048 | 
                        0.4% | 
                        1.3330 | 
                     
                    
                        | Low | 
                        1.3250 | 
                        1.3300 | 
                        0.0050 | 
                        0.4% | 
                        1.3143 | 
                     
                    
                        | Close | 
                        1.3246 | 
                        1.3309 | 
                        0.0063 | 
                        0.5% | 
                        1.3309 | 
                     
                    
                        | Range | 
                        0.0005 | 
                        0.0003 | 
                        -0.0002 | 
                        -40.0% | 
                        0.0187 | 
                     
                    
                        | ATR | 
                        0.0077 | 
                        0.0075 | 
                        -0.0001 | 
                        -1.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        10 | 
                        3 | 
                        -7 | 
                        -70.0% | 
                        31 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3313 | 
                1.3314 | 
                1.3311 | 
                 | 
             
            
                | R3 | 
                1.3310 | 
                1.3311 | 
                1.3310 | 
                 | 
             
            
                | R2 | 
                1.3307 | 
                1.3307 | 
                1.3310 | 
                 | 
             
            
                | R1 | 
                1.3308 | 
                1.3308 | 
                1.3309 | 
                1.3308 | 
             
            
                | PP | 
                1.3304 | 
                1.3304 | 
                1.3304 | 
                1.3304 | 
             
            
                | S1 | 
                1.3305 | 
                1.3305 | 
                1.3309 | 
                1.3305 | 
             
            
                | S2 | 
                1.3301 | 
                1.3301 | 
                1.3308 | 
                 | 
             
            
                | S3 | 
                1.3298 | 
                1.3302 | 
                1.3308 | 
                 | 
             
            
                | S4 | 
                1.3295 | 
                1.3299 | 
                1.3307 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3822 | 
                1.3752 | 
                1.3412 | 
                 | 
             
            
                | R3 | 
                1.3635 | 
                1.3565 | 
                1.3360 | 
                 | 
             
            
                | R2 | 
                1.3448 | 
                1.3448 | 
                1.3343 | 
                 | 
             
            
                | R1 | 
                1.3378 | 
                1.3378 | 
                1.3326 | 
                1.3320 | 
             
            
                | PP | 
                1.3261 | 
                1.3261 | 
                1.3261 | 
                1.3231 | 
             
            
                | S1 | 
                1.3191 | 
                1.3191 | 
                1.3292 | 
                1.3133 | 
             
            
                | S2 | 
                1.3074 | 
                1.3074 | 
                1.3275 | 
                 | 
             
            
                | S3 | 
                1.2887 | 
                1.3004 | 
                1.3258 | 
                 | 
             
            
                | S4 | 
                1.2700 | 
                1.2817 | 
                1.3206 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3316 | 
         
        
            | 
2.618             | 
            1.3311 | 
         
        
            | 
1.618             | 
            1.3308 | 
         
        
            | 
1.000             | 
            1.3306 | 
         
        
            | 
0.618             | 
            1.3305 | 
         
        
            | 
HIGH             | 
            1.3303 | 
         
        
            | 
0.618             | 
            1.3302 | 
         
        
            | 
0.500             | 
            1.3302 | 
         
        
            | 
0.382             | 
            1.3301 | 
         
        
            | 
LOW             | 
            1.3300 | 
         
        
            | 
0.618             | 
            1.3298 | 
         
        
            | 
1.000             | 
            1.3297 | 
         
        
            | 
1.618             | 
            1.3295 | 
         
        
            | 
2.618             | 
            1.3292 | 
         
        
            | 
4.250             | 
            1.3287 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3307 | 
                                1.3280 | 
                             
                            
                                | PP | 
                                1.3304 | 
                                1.3252 | 
                             
                            
                                | S1 | 
                                1.3302 | 
                                1.3223 | 
                             
             
         |