CME Euro FX (E) Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Feb-2011 | 
                    22-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3612 | 
                        1.3582 | 
                        -0.0030 | 
                        -0.2% | 
                        1.3415 | 
                     
                    
                        | High | 
                        1.3612 | 
                        1.3582 | 
                        -0.0030 | 
                        -0.2% | 
                        1.3612 | 
                     
                    
                        | Low | 
                        1.3612 | 
                        1.3582 | 
                        -0.0030 | 
                        -0.2% | 
                        1.3415 | 
                     
                    
                        | Close | 
                        1.3612 | 
                        1.3582 | 
                        -0.0030 | 
                        -0.2% | 
                        1.3612 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0053 | 
                        0.0052 | 
                        -0.0002 | 
                        -3.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                 | 
             
            
                | R3 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                 | 
             
            
                | R2 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                 | 
             
            
                | R1 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
             
            
                | PP | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
             
            
                | S1 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
             
            
                | S2 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                 | 
             
            
                | S3 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                 | 
             
            
                | S4 | 
                1.3582 | 
                1.3582 | 
                1.3582 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4137 | 
                1.4072 | 
                1.3720 | 
                 | 
             
            
                | R3 | 
                1.3940 | 
                1.3875 | 
                1.3666 | 
                 | 
             
            
                | R2 | 
                1.3743 | 
                1.3743 | 
                1.3648 | 
                 | 
             
            
                | R1 | 
                1.3678 | 
                1.3678 | 
                1.3630 | 
                1.3711 | 
             
            
                | PP | 
                1.3546 | 
                1.3546 | 
                1.3546 | 
                1.3563 | 
             
            
                | S1 | 
                1.3481 | 
                1.3481 | 
                1.3594 | 
                1.3514 | 
             
            
                | S2 | 
                1.3349 | 
                1.3349 | 
                1.3576 | 
                 | 
             
            
                | S3 | 
                1.3152 | 
                1.3284 | 
                1.3558 | 
                 | 
             
            
                | S4 | 
                1.2955 | 
                1.3087 | 
                1.3504 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3582 | 
         
        
            | 
2.618             | 
            1.3582 | 
         
        
            | 
1.618             | 
            1.3582 | 
         
        
            | 
1.000             | 
            1.3582 | 
         
        
            | 
0.618             | 
            1.3582 | 
         
        
            | 
HIGH             | 
            1.3582 | 
         
        
            | 
0.618             | 
            1.3582 | 
         
        
            | 
0.500             | 
            1.3582 | 
         
        
            | 
0.382             | 
            1.3582 | 
         
        
            | 
LOW             | 
            1.3582 | 
         
        
            | 
0.618             | 
            1.3582 | 
         
        
            | 
1.000             | 
            1.3582 | 
         
        
            | 
1.618             | 
            1.3582 | 
         
        
            | 
2.618             | 
            1.3582 | 
         
        
            | 
4.250             | 
            1.3582 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3582 | 
                                1.3579 | 
                             
                            
                                | PP | 
                                1.3582 | 
                                1.3577 | 
                             
                            
                                | S1 | 
                                1.3582 | 
                                1.3574 | 
                             
             
         |