CME Euro FX (E) Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2011 | 
                    11-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4267 | 
                        1.4100 | 
                        -0.0167 | 
                        -1.2% | 
                        1.4735 | 
                     
                    
                        | High | 
                        1.4267 | 
                        1.4100 | 
                        -0.0167 | 
                        -1.2% | 
                        1.4735 | 
                     
                    
                        | Low | 
                        1.4218 | 
                        1.4100 | 
                        -0.0118 | 
                        -0.8% | 
                        1.4250 | 
                     
                    
                        | Close | 
                        1.4292 | 
                        1.4094 | 
                        -0.0198 | 
                        -1.4% | 
                        1.4229 | 
                     
                    
                        | Range | 
                        0.0049 | 
                        0.0000 | 
                        -0.0049 | 
                        -100.0% | 
                        0.0485 | 
                     
                    
                        | ATR | 
                        0.0087 | 
                        0.0095 | 
                        0.0007 | 
                        8.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        37 | 
                        4 | 
                        -33 | 
                        -89.2% | 
                        50 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4098 | 
                1.4096 | 
                1.4094 | 
                 | 
             
            
                | R3 | 
                1.4098 | 
                1.4096 | 
                1.4094 | 
                 | 
             
            
                | R2 | 
                1.4098 | 
                1.4098 | 
                1.4094 | 
                 | 
             
            
                | R1 | 
                1.4096 | 
                1.4096 | 
                1.4094 | 
                1.4097 | 
             
            
                | PP | 
                1.4098 | 
                1.4098 | 
                1.4098 | 
                1.4099 | 
             
            
                | S1 | 
                1.4096 | 
                1.4096 | 
                1.4094 | 
                1.4097 | 
             
            
                | S2 | 
                1.4098 | 
                1.4098 | 
                1.4094 | 
                 | 
             
            
                | S3 | 
                1.4098 | 
                1.4096 | 
                1.4094 | 
                 | 
             
            
                | S4 | 
                1.4098 | 
                1.4096 | 
                1.4094 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5860 | 
                1.5529 | 
                1.4496 | 
                 | 
             
            
                | R3 | 
                1.5375 | 
                1.5044 | 
                1.4362 | 
                 | 
             
            
                | R2 | 
                1.4890 | 
                1.4890 | 
                1.4318 | 
                 | 
             
            
                | R1 | 
                1.4559 | 
                1.4559 | 
                1.4273 | 
                1.4482 | 
             
            
                | PP | 
                1.4405 | 
                1.4405 | 
                1.4405 | 
                1.4366 | 
             
            
                | S1 | 
                1.4074 | 
                1.4074 | 
                1.4185 | 
                1.3997 | 
             
            
                | S2 | 
                1.3920 | 
                1.3920 | 
                1.4140 | 
                 | 
             
            
                | S3 | 
                1.3435 | 
                1.3589 | 
                1.4096 | 
                 | 
             
            
                | S4 | 
                1.2950 | 
                1.3104 | 
                1.3962 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.4731 | 
                1.4100 | 
                0.0631 | 
                4.5% | 
                0.0118 | 
                0.8% | 
                -1% | 
                False | 
                True | 
                15 | 
                 
                
                | 10 | 
                1.4735 | 
                1.4100 | 
                0.0635 | 
                4.5% | 
                0.0068 | 
                0.5% | 
                -1% | 
                False | 
                True | 
                10 | 
                 
                
                | 20 | 
                1.4735 | 
                1.4074 | 
                0.0661 | 
                4.7% | 
                0.0058 | 
                0.4% | 
                3% | 
                False | 
                False | 
                7 | 
                 
                
                | 40 | 
                1.4735 | 
                1.3788 | 
                0.0947 | 
                6.7% | 
                0.0033 | 
                0.2% | 
                32% | 
                False | 
                False | 
                7 | 
                 
                
                | 60 | 
                1.4735 | 
                1.3425 | 
                0.1310 | 
                9.3% | 
                0.0023 | 
                0.2% | 
                51% | 
                False | 
                False | 
                5 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4100 | 
         
        
            | 
2.618             | 
            1.4100 | 
         
        
            | 
1.618             | 
            1.4100 | 
         
        
            | 
1.000             | 
            1.4100 | 
         
        
            | 
0.618             | 
            1.4100 | 
         
        
            | 
HIGH             | 
            1.4100 | 
         
        
            | 
0.618             | 
            1.4100 | 
         
        
            | 
0.500             | 
            1.4100 | 
         
        
            | 
0.382             | 
            1.4100 | 
         
        
            | 
LOW             | 
            1.4100 | 
         
        
            | 
0.618             | 
            1.4100 | 
         
        
            | 
1.000             | 
            1.4100 | 
         
        
            | 
1.618             | 
            1.4100 | 
         
        
            | 
2.618             | 
            1.4100 | 
         
        
            | 
4.250             | 
            1.4100 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4100 | 
                                1.4188 | 
                             
                            
                                | PP | 
                                1.4098 | 
                                1.4156 | 
                             
                            
                                | S1 | 
                                1.4096 | 
                                1.4125 | 
                             
             
         |