CME Euro FX (E) Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2010 | 
                    28-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2290 | 
                        1.2350 | 
                        0.0060 | 
                        0.5% | 
                        1.2545 | 
                     
                    
                        | High | 
                        1.2397 | 
                        1.2350 | 
                        -0.0047 | 
                        -0.4% | 
                        1.2545 | 
                     
                    
                        | Low | 
                        1.2290 | 
                        1.2350 | 
                        0.0060 | 
                        0.5% | 
                        1.2231 | 
                     
                    
                        | Close | 
                        1.2403 | 
                        1.2348 | 
                        -0.0055 | 
                        -0.4% | 
                        1.2348 | 
                     
                    
                        | Range | 
                        0.0107 | 
                        0.0000 | 
                        -0.0107 | 
                        -100.0% | 
                        0.0314 | 
                     
                    
                        | ATR | 
                        0.0161 | 
                        0.0154 | 
                        -0.0008 | 
                        -4.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        6 | 
                        6 | 
                        0 | 
                        0.0% | 
                        205 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2349 | 
                1.2349 | 
                1.2348 | 
                 | 
             
            
                | R3 | 
                1.2349 | 
                1.2349 | 
                1.2348 | 
                 | 
             
            
                | R2 | 
                1.2349 | 
                1.2349 | 
                1.2348 | 
                 | 
             
            
                | R1 | 
                1.2349 | 
                1.2349 | 
                1.2348 | 
                1.2349 | 
             
            
                | PP | 
                1.2349 | 
                1.2349 | 
                1.2349 | 
                1.2350 | 
             
            
                | S1 | 
                1.2349 | 
                1.2349 | 
                1.2348 | 
                1.2349 | 
             
            
                | S2 | 
                1.2349 | 
                1.2349 | 
                1.2348 | 
                 | 
             
            
                | S3 | 
                1.2349 | 
                1.2349 | 
                1.2348 | 
                 | 
             
            
                | S4 | 
                1.2349 | 
                1.2349 | 
                1.2348 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3317 | 
                1.3146 | 
                1.2521 | 
                 | 
             
            
                | R3 | 
                1.3003 | 
                1.2832 | 
                1.2434 | 
                 | 
             
            
                | R2 | 
                1.2689 | 
                1.2689 | 
                1.2406 | 
                 | 
             
            
                | R1 | 
                1.2518 | 
                1.2518 | 
                1.2377 | 
                1.2447 | 
             
            
                | PP | 
                1.2375 | 
                1.2375 | 
                1.2375 | 
                1.2339 | 
             
            
                | S1 | 
                1.2204 | 
                1.2204 | 
                1.2319 | 
                1.2133 | 
             
            
                | S2 | 
                1.2061 | 
                1.2061 | 
                1.2290 | 
                 | 
             
            
                | S3 | 
                1.1747 | 
                1.1890 | 
                1.2262 | 
                 | 
             
            
                | S4 | 
                1.1433 | 
                1.1576 | 
                1.2175 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.2545 | 
                1.2231 | 
                0.0314 | 
                2.5% | 
                0.0093 | 
                0.8% | 
                37% | 
                False | 
                False | 
                41 | 
                 
                
                | 10 | 
                1.2760 | 
                1.2166 | 
                0.0594 | 
                4.8% | 
                0.0161 | 
                1.3% | 
                31% | 
                False | 
                False | 
                68 | 
                 
                
                | 20 | 
                1.3216 | 
                1.2166 | 
                0.1050 | 
                8.5% | 
                0.0144 | 
                1.2% | 
                17% | 
                False | 
                False | 
                49 | 
                 
                
                | 40 | 
                1.3625 | 
                1.2166 | 
                0.1459 | 
                11.8% | 
                0.0083 | 
                0.7% | 
                12% | 
                False | 
                False | 
                27 | 
                 
                
                | 60 | 
                1.3765 | 
                1.2166 | 
                0.1599 | 
                12.9% | 
                0.0060 | 
                0.5% | 
                11% | 
                False | 
                False | 
                19 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2350 | 
         
        
            | 
2.618             | 
            1.2350 | 
         
        
            | 
1.618             | 
            1.2350 | 
         
        
            | 
1.000             | 
            1.2350 | 
         
        
            | 
0.618             | 
            1.2350 | 
         
        
            | 
HIGH             | 
            1.2350 | 
         
        
            | 
0.618             | 
            1.2350 | 
         
        
            | 
0.500             | 
            1.2350 | 
         
        
            | 
0.382             | 
            1.2350 | 
         
        
            | 
LOW             | 
            1.2350 | 
         
        
            | 
0.618             | 
            1.2350 | 
         
        
            | 
1.000             | 
            1.2350 | 
         
        
            | 
1.618             | 
            1.2350 | 
         
        
            | 
2.618             | 
            1.2350 | 
         
        
            | 
4.250             | 
            1.2350 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2350 | 
                                1.2337 | 
                             
                            
                                | PP | 
                                1.2349 | 
                                1.2326 | 
                             
                            
                                | S1 | 
                                1.2349 | 
                                1.2316 | 
                             
             
         |