CME Euro FX (E) Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Apr-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Apr-2011 | 
                    12-Apr-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4341 | 
                        1.4377 | 
                        0.0036 | 
                        0.3% | 
                        1.4152 | 
                     
                    
                        | High | 
                        1.4341 | 
                        1.4377 | 
                        0.0036 | 
                        0.3% | 
                        1.4324 | 
                     
                    
                        | Low | 
                        1.4331 | 
                        1.4377 | 
                        0.0046 | 
                        0.3% | 
                        1.4126 | 
                     
                    
                        | Close | 
                        1.4317 | 
                        1.4377 | 
                        0.0060 | 
                        0.4% | 
                        1.4324 | 
                     
                    
                        | Range | 
                        0.0010 | 
                        0.0000 | 
                        -0.0010 | 
                        -100.0% | 
                        0.0198 | 
                     
                    
                        | ATR | 
                        0.0056 | 
                        0.0056 | 
                        0.0000 | 
                        0.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        2 | 
                        1 | 
                        100.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Apr-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                 | 
             
            
                | R3 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                 | 
             
            
                | R2 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                 | 
             
            
                | R1 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
             
            
                | PP | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
             
            
                | S1 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
             
            
                | S2 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                 | 
             
            
                | S3 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                 | 
             
            
                | S4 | 
                1.4377 | 
                1.4377 | 
                1.4377 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Apr-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4852 | 
                1.4786 | 
                1.4433 | 
                 | 
             
            
                | R3 | 
                1.4654 | 
                1.4588 | 
                1.4378 | 
                 | 
             
            
                | R2 | 
                1.4456 | 
                1.4456 | 
                1.4360 | 
                 | 
             
            
                | R1 | 
                1.4390 | 
                1.4390 | 
                1.4342 | 
                1.4423 | 
             
            
                | PP | 
                1.4258 | 
                1.4258 | 
                1.4258 | 
                1.4275 | 
             
            
                | S1 | 
                1.4192 | 
                1.4192 | 
                1.4306 | 
                1.4225 | 
             
            
                | S2 | 
                1.4060 | 
                1.4060 | 
                1.4288 | 
                 | 
             
            
                | S3 | 
                1.3862 | 
                1.3994 | 
                1.4270 | 
                 | 
             
            
                | S4 | 
                1.3664 | 
                1.3796 | 
                1.4215 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4377 | 
         
        
            | 
2.618             | 
            1.4377 | 
         
        
            | 
1.618             | 
            1.4377 | 
         
        
            | 
1.000             | 
            1.4377 | 
         
        
            | 
0.618             | 
            1.4377 | 
         
        
            | 
HIGH             | 
            1.4377 | 
         
        
            | 
0.618             | 
            1.4377 | 
         
        
            | 
0.500             | 
            1.4377 | 
         
        
            | 
0.382             | 
            1.4377 | 
         
        
            | 
LOW             | 
            1.4377 | 
         
        
            | 
0.618             | 
            1.4377 | 
         
        
            | 
1.000             | 
            1.4377 | 
         
        
            | 
1.618             | 
            1.4377 | 
         
        
            | 
2.618             | 
            1.4377 | 
         
        
            | 
4.250             | 
            1.4377 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Apr-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4377 | 
                                1.4368 | 
                             
                            
                                | PP | 
                                1.4377 | 
                                1.4359 | 
                             
                            
                                | S1 | 
                                1.4377 | 
                                1.4351 | 
                             
             
         |