CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jul-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jul-2011 | 
                    28-Jul-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6285 | 
                        1.6303 | 
                        0.0018 | 
                        0.1% | 
                        1.6005 | 
                     
                    
                        | High | 
                        1.6285 | 
                        1.6303 | 
                        0.0018 | 
                        0.1% | 
                        1.6269 | 
                     
                    
                        | Low | 
                        1.6285 | 
                        1.6303 | 
                        0.0018 | 
                        0.1% | 
                        1.6005 | 
                     
                    
                        | Close | 
                        1.6285 | 
                        1.6303 | 
                        0.0018 | 
                        0.1% | 
                        1.6259 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0064 | 
                        0.0061 | 
                        -0.0003 | 
                        -5.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                 | 
             
            
                | R3 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                 | 
             
            
                | R2 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                 | 
             
            
                | R1 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
             
            
                | PP | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
             
            
                | S1 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
             
            
                | S2 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                 | 
             
            
                | S3 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                 | 
             
            
                | S4 | 
                1.6303 | 
                1.6303 | 
                1.6303 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6970 | 
                1.6878 | 
                1.6404 | 
                 | 
             
            
                | R3 | 
                1.6706 | 
                1.6614 | 
                1.6332 | 
                 | 
             
            
                | R2 | 
                1.6442 | 
                1.6442 | 
                1.6307 | 
                 | 
             
            
                | R1 | 
                1.6350 | 
                1.6350 | 
                1.6283 | 
                1.6396 | 
             
            
                | PP | 
                1.6178 | 
                1.6178 | 
                1.6178 | 
                1.6201 | 
             
            
                | S1 | 
                1.6086 | 
                1.6086 | 
                1.6235 | 
                1.6132 | 
             
            
                | S2 | 
                1.5914 | 
                1.5914 | 
                1.6211 | 
                 | 
             
            
                | S3 | 
                1.5650 | 
                1.5822 | 
                1.6186 | 
                 | 
             
            
                | S4 | 
                1.5386 | 
                1.5558 | 
                1.6114 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.6378 | 
                1.6252 | 
                0.0126 | 
                0.8% | 
                0.0000 | 
                0.0% | 
                40% | 
                False | 
                False | 
                1 | 
                 
                
                | 10 | 
                1.6378 | 
                1.6005 | 
                0.0373 | 
                2.3% | 
                0.0000 | 
                0.0% | 
                80% | 
                False | 
                False | 
                1 | 
                 
                
                | 20 | 
                1.6378 | 
                1.5863 | 
                0.0515 | 
                3.2% | 
                0.0000 | 
                0.0% | 
                85% | 
                False | 
                False | 
                1 | 
                 
                
                | 40 | 
                1.6382 | 
                1.5863 | 
                0.0519 | 
                3.2% | 
                0.0000 | 
                0.0% | 
                85% | 
                False | 
                False | 
                1 | 
                 
                
                | 60 | 
                1.6428 | 
                1.5863 | 
                0.0565 | 
                3.5% | 
                0.0000 | 
                0.0% | 
                78% | 
                False | 
                False | 
                1 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6303 | 
         
        
            | 
2.618             | 
            1.6303 | 
         
        
            | 
1.618             | 
            1.6303 | 
         
        
            | 
1.000             | 
            1.6303 | 
         
        
            | 
0.618             | 
            1.6303 | 
         
        
            | 
HIGH             | 
            1.6303 | 
         
        
            | 
0.618             | 
            1.6303 | 
         
        
            | 
0.500             | 
            1.6303 | 
         
        
            | 
0.382             | 
            1.6303 | 
         
        
            | 
LOW             | 
            1.6303 | 
         
        
            | 
0.618             | 
            1.6303 | 
         
        
            | 
1.000             | 
            1.6303 | 
         
        
            | 
1.618             | 
            1.6303 | 
         
        
            | 
2.618             | 
            1.6303 | 
         
        
            | 
4.250             | 
            1.6303 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jul-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6303 | 
                                1.6332 | 
                             
                            
                                | PP | 
                                1.6303 | 
                                1.6322 | 
                             
                            
                                | S1 | 
                                1.6303 | 
                                1.6313 | 
                             
             
         |