CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2011 | 
                    26-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6207 | 
                        1.6277 | 
                        0.0070 | 
                        0.4% | 
                        1.6127 | 
                     
                    
                        | High | 
                        1.6207 | 
                        1.6277 | 
                        0.0070 | 
                        0.4% | 
                        1.6201 | 
                     
                    
                        | Low | 
                        1.6207 | 
                        1.6277 | 
                        0.0070 | 
                        0.4% | 
                        1.6064 | 
                     
                    
                        | Close | 
                        1.6207 | 
                        1.6321 | 
                        0.0114 | 
                        0.7% | 
                        1.6201 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0061 | 
                        0.0062 | 
                        0.0001 | 
                        1.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6292 | 
                1.6306 | 
                1.6321 | 
                 | 
             
            
                | R3 | 
                1.6292 | 
                1.6306 | 
                1.6321 | 
                 | 
             
            
                | R2 | 
                1.6292 | 
                1.6292 | 
                1.6321 | 
                 | 
             
            
                | R1 | 
                1.6306 | 
                1.6306 | 
                1.6321 | 
                1.6299 | 
             
            
                | PP | 
                1.6292 | 
                1.6292 | 
                1.6292 | 
                1.6288 | 
             
            
                | S1 | 
                1.6306 | 
                1.6306 | 
                1.6321 | 
                1.6299 | 
             
            
                | S2 | 
                1.6292 | 
                1.6292 | 
                1.6321 | 
                 | 
             
            
                | S3 | 
                1.6292 | 
                1.6306 | 
                1.6321 | 
                 | 
             
            
                | S4 | 
                1.6292 | 
                1.6306 | 
                1.6321 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6566 | 
                1.6521 | 
                1.6276 | 
                 | 
             
            
                | R3 | 
                1.6429 | 
                1.6384 | 
                1.6239 | 
                 | 
             
            
                | R2 | 
                1.6292 | 
                1.6292 | 
                1.6226 | 
                 | 
             
            
                | R1 | 
                1.6247 | 
                1.6247 | 
                1.6214 | 
                1.6270 | 
             
            
                | PP | 
                1.6155 | 
                1.6155 | 
                1.6155 | 
                1.6167 | 
             
            
                | S1 | 
                1.6110 | 
                1.6110 | 
                1.6188 | 
                1.6133 | 
             
            
                | S2 | 
                1.6018 | 
                1.6018 | 
                1.6176 | 
                 | 
             
            
                | S3 | 
                1.5881 | 
                1.5973 | 
                1.6163 | 
                 | 
             
            
                | S4 | 
                1.5744 | 
                1.5836 | 
                1.6126 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6277 | 
         
        
            | 
2.618             | 
            1.6277 | 
         
        
            | 
1.618             | 
            1.6277 | 
         
        
            | 
1.000             | 
            1.6277 | 
         
        
            | 
0.618             | 
            1.6277 | 
         
        
            | 
HIGH             | 
            1.6277 | 
         
        
            | 
0.618             | 
            1.6277 | 
         
        
            | 
0.500             | 
            1.6277 | 
         
        
            | 
0.382             | 
            1.6277 | 
         
        
            | 
LOW             | 
            1.6277 | 
         
        
            | 
0.618             | 
            1.6277 | 
         
        
            | 
1.000             | 
            1.6277 | 
         
        
            | 
1.618             | 
            1.6277 | 
         
        
            | 
2.618             | 
            1.6277 | 
         
        
            | 
4.250             | 
            1.6277 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6306 | 
                                1.6279 | 
                             
                            
                                | PP | 
                                1.6292 | 
                                1.6236 | 
                             
                            
                                | S1 | 
                                1.6277 | 
                                1.6194 | 
                             
             
         |