CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Aug-2011 | 
                    03-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6259 | 
                        1.6382 | 
                        0.0123 | 
                        0.8% | 
                        1.6252 | 
                     
                    
                        | High | 
                        1.6259 | 
                        1.6382 | 
                        0.0123 | 
                        0.8% | 
                        1.6391 | 
                     
                    
                        | Low | 
                        1.6259 | 
                        1.6382 | 
                        0.0123 | 
                        0.8% | 
                        1.6252 | 
                     
                    
                        | Close | 
                        1.6259 | 
                        1.6382 | 
                        0.0123 | 
                        0.8% | 
                        1.6391 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0063 | 
                        0.0067 | 
                        0.0004 | 
                        6.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                 | 
             
            
                | R3 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                 | 
             
            
                | R2 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                 | 
             
            
                | R1 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
             
            
                | PP | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
             
            
                | S1 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
             
            
                | S2 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                 | 
             
            
                | S3 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                 | 
             
            
                | S4 | 
                1.6382 | 
                1.6382 | 
                1.6382 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6762 | 
                1.6715 | 
                1.6467 | 
                 | 
             
            
                | R3 | 
                1.6623 | 
                1.6576 | 
                1.6429 | 
                 | 
             
            
                | R2 | 
                1.6484 | 
                1.6484 | 
                1.6416 | 
                 | 
             
            
                | R1 | 
                1.6437 | 
                1.6437 | 
                1.6404 | 
                1.6461 | 
             
            
                | PP | 
                1.6345 | 
                1.6345 | 
                1.6345 | 
                1.6356 | 
             
            
                | S1 | 
                1.6298 | 
                1.6298 | 
                1.6378 | 
                1.6322 | 
             
            
                | S2 | 
                1.6206 | 
                1.6206 | 
                1.6366 | 
                 | 
             
            
                | S3 | 
                1.6067 | 
                1.6159 | 
                1.6353 | 
                 | 
             
            
                | S4 | 
                1.5928 | 
                1.6020 | 
                1.6315 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.6391 | 
                1.6259 | 
                0.0132 | 
                0.8% | 
                0.0000 | 
                0.0% | 
                93% | 
                False | 
                False | 
                1 | 
                 
                
                | 10 | 
                1.6391 | 
                1.6252 | 
                0.0139 | 
                0.8% | 
                0.0000 | 
                0.0% | 
                94% | 
                False | 
                False | 
                1 | 
                 
                
                | 20 | 
                1.6391 | 
                1.5863 | 
                0.0528 | 
                3.2% | 
                0.0000 | 
                0.0% | 
                98% | 
                False | 
                False | 
                1 | 
                 
                
                | 40 | 
                1.6391 | 
                1.5863 | 
                0.0528 | 
                3.2% | 
                0.0000 | 
                0.0% | 
                98% | 
                False | 
                False | 
                1 | 
                 
                
                | 60 | 
                1.6419 | 
                1.5863 | 
                0.0556 | 
                3.4% | 
                0.0000 | 
                0.0% | 
                93% | 
                False | 
                False | 
                1 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6382 | 
         
        
            | 
2.618             | 
            1.6382 | 
         
        
            | 
1.618             | 
            1.6382 | 
         
        
            | 
1.000             | 
            1.6382 | 
         
        
            | 
0.618             | 
            1.6382 | 
         
        
            | 
HIGH             | 
            1.6382 | 
         
        
            | 
0.618             | 
            1.6382 | 
         
        
            | 
0.500             | 
            1.6382 | 
         
        
            | 
0.382             | 
            1.6382 | 
         
        
            | 
LOW             | 
            1.6382 | 
         
        
            | 
0.618             | 
            1.6382 | 
         
        
            | 
1.000             | 
            1.6382 | 
         
        
            | 
1.618             | 
            1.6382 | 
         
        
            | 
2.618             | 
            1.6382 | 
         
        
            | 
4.250             | 
            1.6382 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6382 | 
                                1.6362 | 
                             
                            
                                | PP | 
                                1.6382 | 
                                1.6341 | 
                             
                            
                                | S1 | 
                                1.6382 | 
                                1.6321 | 
                             
             
         |