CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jun-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jun-2011 | 
                    16-Jun-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6119 | 
                        1.6049 | 
                        -0.0070 | 
                        -0.4% | 
                        1.6283 | 
                     
                    
                        | High | 
                        1.6119 | 
                        1.6049 | 
                        -0.0070 | 
                        -0.4% | 
                        1.6382 | 
                     
                    
                        | Low | 
                        1.6119 | 
                        1.6049 | 
                        -0.0070 | 
                        -0.4% | 
                        1.6177 | 
                     
                    
                        | Close | 
                        1.6119 | 
                        1.6049 | 
                        -0.0070 | 
                        -0.4% | 
                        1.6177 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0077 | 
                        0.0077 | 
                        -0.0001 | 
                        -0.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                 | 
             
            
                | R3 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                 | 
             
            
                | R2 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                 | 
             
            
                | R1 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
             
            
                | PP | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
             
            
                | S1 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
             
            
                | S2 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                 | 
             
            
                | S3 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                 | 
             
            
                | S4 | 
                1.6049 | 
                1.6049 | 
                1.6049 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6860 | 
                1.6724 | 
                1.6290 | 
                 | 
             
            
                | R3 | 
                1.6655 | 
                1.6519 | 
                1.6233 | 
                 | 
             
            
                | R2 | 
                1.6450 | 
                1.6450 | 
                1.6215 | 
                 | 
             
            
                | R1 | 
                1.6314 | 
                1.6314 | 
                1.6196 | 
                1.6280 | 
             
            
                | PP | 
                1.6245 | 
                1.6245 | 
                1.6245 | 
                1.6228 | 
             
            
                | S1 | 
                1.6109 | 
                1.6109 | 
                1.6158 | 
                1.6075 | 
             
            
                | S2 | 
                1.6040 | 
                1.6040 | 
                1.6139 | 
                 | 
             
            
                | S3 | 
                1.5835 | 
                1.5904 | 
                1.6121 | 
                 | 
             
            
                | S4 | 
                1.5630 | 
                1.5699 | 
                1.6064 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6049 | 
         
        
            | 
2.618             | 
            1.6049 | 
         
        
            | 
1.618             | 
            1.6049 | 
         
        
            | 
1.000             | 
            1.6049 | 
         
        
            | 
0.618             | 
            1.6049 | 
         
        
            | 
HIGH             | 
            1.6049 | 
         
        
            | 
0.618             | 
            1.6049 | 
         
        
            | 
0.500             | 
            1.6049 | 
         
        
            | 
0.382             | 
            1.6049 | 
         
        
            | 
LOW             | 
            1.6049 | 
         
        
            | 
0.618             | 
            1.6049 | 
         
        
            | 
1.000             | 
            1.6049 | 
         
        
            | 
1.618             | 
            1.6049 | 
         
        
            | 
2.618             | 
            1.6049 | 
         
        
            | 
4.250             | 
            1.6049 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jun-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6049 | 
                                1.6182 | 
                             
                            
                                | PP | 
                                1.6049 | 
                                1.6138 | 
                             
                            
                                | S1 | 
                                1.6049 | 
                                1.6093 | 
                             
             
         |