CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jun-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jun-2011 | 
                    09-Jun-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6323 | 
                        1.6297 | 
                        -0.0026 | 
                        -0.2% | 
                        1.6380 | 
                     
                    
                        | High | 
                        1.6323 | 
                        1.6297 | 
                        -0.0026 | 
                        -0.2% | 
                        1.6380 | 
                     
                    
                        | Low | 
                        1.6323 | 
                        1.6297 | 
                        -0.0026 | 
                        -0.2% | 
                        1.6200 | 
                     
                    
                        | Close | 
                        1.6323 | 
                        1.6297 | 
                        -0.0026 | 
                        -0.2% | 
                        1.6348 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0067 | 
                        0.0064 | 
                        -0.0003 | 
                        -4.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        4 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                 | 
             
            
                | R3 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                 | 
             
            
                | R2 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                 | 
             
            
                | R1 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
             
            
                | PP | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
             
            
                | S1 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
             
            
                | S2 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                 | 
             
            
                | S3 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                 | 
             
            
                | S4 | 
                1.6297 | 
                1.6297 | 
                1.6297 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6849 | 
                1.6779 | 
                1.6447 | 
                 | 
             
            
                | R3 | 
                1.6669 | 
                1.6599 | 
                1.6398 | 
                 | 
             
            
                | R2 | 
                1.6489 | 
                1.6489 | 
                1.6381 | 
                 | 
             
            
                | R1 | 
                1.6419 | 
                1.6419 | 
                1.6365 | 
                1.6364 | 
             
            
                | PP | 
                1.6309 | 
                1.6309 | 
                1.6309 | 
                1.6282 | 
             
            
                | S1 | 
                1.6239 | 
                1.6239 | 
                1.6332 | 
                1.6184 | 
             
            
                | S2 | 
                1.6129 | 
                1.6129 | 
                1.6315 | 
                 | 
             
            
                | S3 | 
                1.5949 | 
                1.6059 | 
                1.6299 | 
                 | 
             
            
                | S4 | 
                1.5769 | 
                1.5879 | 
                1.6249 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6297 | 
         
        
            | 
2.618             | 
            1.6297 | 
         
        
            | 
1.618             | 
            1.6297 | 
         
        
            | 
1.000             | 
            1.6297 | 
         
        
            | 
0.618             | 
            1.6297 | 
         
        
            | 
HIGH             | 
            1.6297 | 
         
        
            | 
0.618             | 
            1.6297 | 
         
        
            | 
0.500             | 
            1.6297 | 
         
        
            | 
0.382             | 
            1.6297 | 
         
        
            | 
LOW             | 
            1.6297 | 
         
        
            | 
0.618             | 
            1.6297 | 
         
        
            | 
1.000             | 
            1.6297 | 
         
        
            | 
1.618             | 
            1.6297 | 
         
        
            | 
2.618             | 
            1.6297 | 
         
        
            | 
4.250             | 
            1.6297 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jun-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6297 | 
                                1.6340 | 
                             
                            
                                | PP | 
                                1.6297 | 
                                1.6325 | 
                             
                            
                                | S1 | 
                                1.6297 | 
                                1.6311 | 
                             
             
         |