CME Euro FX (E) Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-May-2011 | 
                    18-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4060 | 
                        1.4127 | 
                        0.0067 | 
                        0.5% | 
                        1.4229 | 
                     
                    
                        | High | 
                        1.4099 | 
                        1.4127 | 
                        0.0028 | 
                        0.2% | 
                        1.4275 | 
                     
                    
                        | Low | 
                        1.4060 | 
                        1.4127 | 
                        0.0067 | 
                        0.5% | 
                        1.4035 | 
                     
                    
                        | Close | 
                        1.4129 | 
                        1.4127 | 
                        -0.0002 | 
                        0.0% | 
                        1.4011 | 
                     
                    
                        | Range | 
                        0.0039 | 
                        0.0000 | 
                        -0.0039 | 
                        -100.0% | 
                        0.0240 | 
                     
                    
                        | ATR | 
                        0.0089 | 
                        0.0083 | 
                        -0.0006 | 
                        -7.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3 | 
                        11 | 
                        8 | 
                        266.7% | 
                        54 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                 | 
             
            
                | R3 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                 | 
             
            
                | R2 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                 | 
             
            
                | R1 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
             
            
                | PP | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
             
            
                | S1 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
             
            
                | S2 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                 | 
             
            
                | S3 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                 | 
             
            
                | S4 | 
                1.4127 | 
                1.4127 | 
                1.4127 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4827 | 
                1.4659 | 
                1.4143 | 
                 | 
             
            
                | R3 | 
                1.4587 | 
                1.4419 | 
                1.4077 | 
                 | 
             
            
                | R2 | 
                1.4347 | 
                1.4347 | 
                1.4055 | 
                 | 
             
            
                | R1 | 
                1.4179 | 
                1.4179 | 
                1.4033 | 
                1.4143 | 
             
            
                | PP | 
                1.4107 | 
                1.4107 | 
                1.4107 | 
                1.4089 | 
             
            
                | S1 | 
                1.3939 | 
                1.3939 | 
                1.3989 | 
                1.3903 | 
             
            
                | S2 | 
                1.3867 | 
                1.3867 | 
                1.3967 | 
                 | 
             
            
                | S3 | 
                1.3627 | 
                1.3699 | 
                1.3945 | 
                 | 
             
            
                | S4 | 
                1.3387 | 
                1.3459 | 
                1.3879 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.4135 | 
                1.4035 | 
                0.0100 | 
                0.7% | 
                0.0014 | 
                0.1% | 
                92% | 
                False | 
                False | 
                4 | 
                 
                
                | 10 | 
                1.4731 | 
                1.4035 | 
                0.0696 | 
                4.9% | 
                0.0066 | 
                0.5% | 
                13% | 
                False | 
                False | 
                10 | 
                 
                
                | 20 | 
                1.4735 | 
                1.4035 | 
                0.0700 | 
                5.0% | 
                0.0048 | 
                0.3% | 
                13% | 
                False | 
                False | 
                7 | 
                 
                
                | 40 | 
                1.4735 | 
                1.3990 | 
                0.0745 | 
                5.3% | 
                0.0031 | 
                0.2% | 
                18% | 
                False | 
                False | 
                6 | 
                 
                
                | 60 | 
                1.4735 | 
                1.3662 | 
                0.1073 | 
                7.6% | 
                0.0025 | 
                0.2% | 
                43% | 
                False | 
                False | 
                5 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4127 | 
         
        
            | 
2.618             | 
            1.4127 | 
         
        
            | 
1.618             | 
            1.4127 | 
         
        
            | 
1.000             | 
            1.4127 | 
         
        
            | 
0.618             | 
            1.4127 | 
         
        
            | 
HIGH             | 
            1.4127 | 
         
        
            | 
0.618             | 
            1.4127 | 
         
        
            | 
0.500             | 
            1.4127 | 
         
        
            | 
0.382             | 
            1.4127 | 
         
        
            | 
LOW             | 
            1.4127 | 
         
        
            | 
0.618             | 
            1.4127 | 
         
        
            | 
1.000             | 
            1.4127 | 
         
        
            | 
1.618             | 
            1.4127 | 
         
        
            | 
2.618             | 
            1.4127 | 
         
        
            | 
4.250             | 
            1.4127 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4127 | 
                                1.4116 | 
                             
                            
                                | PP | 
                                1.4127 | 
                                1.4105 | 
                             
                            
                                | S1 | 
                                1.4127 | 
                                1.4094 | 
                             
             
         |