CME Euro FX (E) Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-May-2010 | 
                    13-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2688 | 
                        1.2579 | 
                        -0.0109 | 
                        -0.9% | 
                        1.3216 | 
                     
                    
                        | High | 
                        1.2715 | 
                        1.2579 | 
                        -0.0136 | 
                        -1.1% | 
                        1.3216 | 
                     
                    
                        | Low | 
                        1.2688 | 
                        1.2579 | 
                        -0.0109 | 
                        -0.9% | 
                        1.2522 | 
                     
                    
                        | Close | 
                        1.2647 | 
                        1.2579 | 
                        -0.0068 | 
                        -0.5% | 
                        1.2756 | 
                     
                    
                        | Range | 
                        0.0027 | 
                        0.0000 | 
                        -0.0027 | 
                        -100.0% | 
                        0.0694 | 
                     
                    
                        | ATR | 
                        0.0122 | 
                        0.0119 | 
                        -0.0004 | 
                        -3.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        10 | 
                        2 | 
                        -8 | 
                        -80.0% | 
                        86 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                 | 
             
            
                | R3 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                 | 
             
            
                | R2 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                 | 
             
            
                | R1 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
             
            
                | PP | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
             
            
                | S1 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
             
            
                | S2 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                 | 
             
            
                | S3 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                 | 
             
            
                | S4 | 
                1.2579 | 
                1.2579 | 
                1.2579 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4913 | 
                1.4529 | 
                1.3138 | 
                 | 
             
            
                | R3 | 
                1.4219 | 
                1.3835 | 
                1.2947 | 
                 | 
             
            
                | R2 | 
                1.3525 | 
                1.3525 | 
                1.2883 | 
                 | 
             
            
                | R1 | 
                1.3141 | 
                1.3141 | 
                1.2820 | 
                1.2986 | 
             
            
                | PP | 
                1.2831 | 
                1.2831 | 
                1.2831 | 
                1.2754 | 
             
            
                | S1 | 
                1.2447 | 
                1.2447 | 
                1.2692 | 
                1.2292 | 
             
            
                | S2 | 
                1.2137 | 
                1.2137 | 
                1.2629 | 
                 | 
             
            
                | S3 | 
                1.1443 | 
                1.1753 | 
                1.2565 | 
                 | 
             
            
                | S4 | 
                1.0749 | 
                1.1059 | 
                1.2374 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3112 | 
                1.2579 | 
                0.0533 | 
                4.2% | 
                0.0102 | 
                0.8% | 
                0% | 
                False | 
                True | 
                17 | 
                 
                
                | 10 | 
                1.3303 | 
                1.2522 | 
                0.0781 | 
                6.2% | 
                0.0111 | 
                0.9% | 
                7% | 
                False | 
                False | 
                14 | 
                 
                
                | 20 | 
                1.3500 | 
                1.2522 | 
                0.0978 | 
                7.8% | 
                0.0069 | 
                0.5% | 
                6% | 
                False | 
                False | 
                11 | 
                 
                
                | 40 | 
                1.3625 | 
                1.2522 | 
                0.1103 | 
                8.8% | 
                0.0046 | 
                0.4% | 
                5% | 
                False | 
                False | 
                7 | 
                 
                
                | 60 | 
                1.3765 | 
                1.2522 | 
                0.1243 | 
                9.9% | 
                0.0031 | 
                0.2% | 
                5% | 
                False | 
                False | 
                9 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2579 | 
         
        
            | 
2.618             | 
            1.2579 | 
         
        
            | 
1.618             | 
            1.2579 | 
         
        
            | 
1.000             | 
            1.2579 | 
         
        
            | 
0.618             | 
            1.2579 | 
         
        
            | 
HIGH             | 
            1.2579 | 
         
        
            | 
0.618             | 
            1.2579 | 
         
        
            | 
0.500             | 
            1.2579 | 
         
        
            | 
0.382             | 
            1.2579 | 
         
        
            | 
LOW             | 
            1.2579 | 
         
        
            | 
0.618             | 
            1.2579 | 
         
        
            | 
1.000             | 
            1.2579 | 
         
        
            | 
1.618             | 
            1.2579 | 
         
        
            | 
2.618             | 
            1.2579 | 
         
        
            | 
4.250             | 
            1.2579 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2579 | 
                                1.2655 | 
                             
                            
                                | PP | 
                                1.2579 | 
                                1.2629 | 
                             
                            
                                | S1 | 
                                1.2579 | 
                                1.2604 | 
                             
             
         |