CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jul-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jul-2011 | 
                    11-Jul-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5983 | 
                        1.5863 | 
                        -0.0120 | 
                        -0.8% | 
                        1.5998 | 
                     
                    
                        | High | 
                        1.5983 | 
                        1.5863 | 
                        -0.0120 | 
                        -0.8% | 
                        1.5998 | 
                     
                    
                        | Low | 
                        1.5983 | 
                        1.5863 | 
                        -0.0120 | 
                        -0.8% | 
                        1.5913 | 
                     
                    
                        | Close | 
                        1.5983 | 
                        1.5863 | 
                        -0.0120 | 
                        -0.8% | 
                        1.5983 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0053 | 
                        0.0058 | 
                        0.0005 | 
                        8.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        4 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                 | 
             
            
                | R3 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                 | 
             
            
                | R2 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                 | 
             
            
                | R1 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
             
            
                | PP | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
             
            
                | S1 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
             
            
                | S2 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                 | 
             
            
                | S3 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                 | 
             
            
                | S4 | 
                1.5863 | 
                1.5863 | 
                1.5863 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6220 | 
                1.6186 | 
                1.6030 | 
                 | 
             
            
                | R3 | 
                1.6135 | 
                1.6101 | 
                1.6006 | 
                 | 
             
            
                | R2 | 
                1.6050 | 
                1.6050 | 
                1.5999 | 
                 | 
             
            
                | R1 | 
                1.6016 | 
                1.6016 | 
                1.5991 | 
                1.5991 | 
             
            
                | PP | 
                1.5965 | 
                1.5965 | 
                1.5965 | 
                1.5952 | 
             
            
                | S1 | 
                1.5931 | 
                1.5931 | 
                1.5975 | 
                1.5906 | 
             
            
                | S2 | 
                1.5880 | 
                1.5880 | 
                1.5967 | 
                 | 
             
            
                | S3 | 
                1.5795 | 
                1.5846 | 
                1.5960 | 
                 | 
             
            
                | S4 | 
                1.5710 | 
                1.5761 | 
                1.5936 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5863 | 
         
        
            | 
2.618             | 
            1.5863 | 
         
        
            | 
1.618             | 
            1.5863 | 
         
        
            | 
1.000             | 
            1.5863 | 
         
        
            | 
0.618             | 
            1.5863 | 
         
        
            | 
HIGH             | 
            1.5863 | 
         
        
            | 
0.618             | 
            1.5863 | 
         
        
            | 
0.500             | 
            1.5863 | 
         
        
            | 
0.382             | 
            1.5863 | 
         
        
            | 
LOW             | 
            1.5863 | 
         
        
            | 
0.618             | 
            1.5863 | 
         
        
            | 
1.000             | 
            1.5863 | 
         
        
            | 
1.618             | 
            1.5863 | 
         
        
            | 
2.618             | 
            1.5863 | 
         
        
            | 
4.250             | 
            1.5863 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jul-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5863 | 
                                1.5923 | 
                             
                            
                                | PP | 
                                1.5863 | 
                                1.5903 | 
                             
                            
                                | S1 | 
                                1.5863 | 
                                1.5883 | 
                             
             
         |