CME Euro FX (E) Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-May-2011 | 
                    27-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4070 | 
                        1.4227 | 
                        0.0157 | 
                        1.1% | 
                        1.3950 | 
                     
                    
                        | High | 
                        1.4110 | 
                        1.4227 | 
                        0.0117 | 
                        0.8% | 
                        1.4227 | 
                     
                    
                        | Low | 
                        1.4070 | 
                        1.4227 | 
                        0.0157 | 
                        1.1% | 
                        1.3911 | 
                     
                    
                        | Close | 
                        1.4061 | 
                        1.4194 | 
                        0.0133 | 
                        0.9% | 
                        1.4194 | 
                     
                    
                        | Range | 
                        0.0040 | 
                        0.0000 | 
                        -0.0040 | 
                        -100.0% | 
                        0.0316 | 
                     
                    
                        | ATR | 
                        0.0091 | 
                        0.0097 | 
                        0.0005 | 
                        5.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        14 | 
                        2 | 
                        -12 | 
                        -85.7% | 
                        53 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4216 | 
                1.4205 | 
                1.4194 | 
                 | 
             
            
                | R3 | 
                1.4216 | 
                1.4205 | 
                1.4194 | 
                 | 
             
            
                | R2 | 
                1.4216 | 
                1.4216 | 
                1.4194 | 
                 | 
             
            
                | R1 | 
                1.4205 | 
                1.4205 | 
                1.4194 | 
                1.4211 | 
             
            
                | PP | 
                1.4216 | 
                1.4216 | 
                1.4216 | 
                1.4219 | 
             
            
                | S1 | 
                1.4205 | 
                1.4205 | 
                1.4194 | 
                1.4211 | 
             
            
                | S2 | 
                1.4216 | 
                1.4216 | 
                1.4194 | 
                 | 
             
            
                | S3 | 
                1.4216 | 
                1.4205 | 
                1.4194 | 
                 | 
             
            
                | S4 | 
                1.4216 | 
                1.4205 | 
                1.4194 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5059 | 
                1.4942 | 
                1.4368 | 
                 | 
             
            
                | R3 | 
                1.4743 | 
                1.4626 | 
                1.4281 | 
                 | 
             
            
                | R2 | 
                1.4427 | 
                1.4427 | 
                1.4252 | 
                 | 
             
            
                | R1 | 
                1.4310 | 
                1.4310 | 
                1.4223 | 
                1.4369 | 
             
            
                | PP | 
                1.4111 | 
                1.4111 | 
                1.4111 | 
                1.4140 | 
             
            
                | S1 | 
                1.3994 | 
                1.3994 | 
                1.4165 | 
                1.4053 | 
             
            
                | S2 | 
                1.3795 | 
                1.3795 | 
                1.4136 | 
                 | 
             
            
                | S3 | 
                1.3479 | 
                1.3678 | 
                1.4107 | 
                 | 
             
            
                | S4 | 
                1.3163 | 
                1.3362 | 
                1.4020 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.4227 | 
                1.3911 | 
                0.0316 | 
                2.2% | 
                0.0024 | 
                0.2% | 
                90% | 
                True | 
                False | 
                10 | 
                 
                
                | 10 | 
                1.4227 | 
                1.3911 | 
                0.0316 | 
                2.2% | 
                0.0038 | 
                0.3% | 
                90% | 
                True | 
                False | 
                9 | 
                 
                
                | 20 | 
                1.4735 | 
                1.3911 | 
                0.0824 | 
                5.8% | 
                0.0051 | 
                0.4% | 
                34% | 
                False | 
                False | 
                9 | 
                 
                
                | 40 | 
                1.4735 | 
                1.3911 | 
                0.0824 | 
                5.8% | 
                0.0039 | 
                0.3% | 
                34% | 
                False | 
                False | 
                6 | 
                 
                
                | 60 | 
                1.4735 | 
                1.3705 | 
                0.1030 | 
                7.3% | 
                0.0030 | 
                0.2% | 
                47% | 
                False | 
                False | 
                7 | 
                 
                
                | 80 | 
                1.4735 | 
                1.3415 | 
                0.1320 | 
                9.3% | 
                0.0023 | 
                0.2% | 
                59% | 
                False | 
                False | 
                5 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4227 | 
         
        
            | 
2.618             | 
            1.4227 | 
         
        
            | 
1.618             | 
            1.4227 | 
         
        
            | 
1.000             | 
            1.4227 | 
         
        
            | 
0.618             | 
            1.4227 | 
         
        
            | 
HIGH             | 
            1.4227 | 
         
        
            | 
0.618             | 
            1.4227 | 
         
        
            | 
0.500             | 
            1.4227 | 
         
        
            | 
0.382             | 
            1.4227 | 
         
        
            | 
LOW             | 
            1.4227 | 
         
        
            | 
0.618             | 
            1.4227 | 
         
        
            | 
1.000             | 
            1.4227 | 
         
        
            | 
1.618             | 
            1.4227 | 
         
        
            | 
2.618             | 
            1.4227 | 
         
        
            | 
4.250             | 
            1.4227 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4227 | 
                                1.4160 | 
                             
                            
                                | PP | 
                                1.4216 | 
                                1.4127 | 
                             
                            
                                | S1 | 
                                1.4205 | 
                                1.4093 | 
                             
             
         |