CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Aug-2011 | 
                    05-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6244 | 
                        1.6248 | 
                        0.0004 | 
                        0.0% | 
                        1.6261 | 
                     
                    
                        | High | 
                        1.6244 | 
                        1.6248 | 
                        0.0004 | 
                        0.0% | 
                        1.6382 | 
                     
                    
                        | Low | 
                        1.6244 | 
                        1.6191 | 
                        -0.0053 | 
                        -0.3% | 
                        1.6191 | 
                     
                    
                        | Close | 
                        1.6244 | 
                        1.6326 | 
                        0.0082 | 
                        0.5% | 
                        1.6326 | 
                     
                    
                        | Range | 
                        0.0000 | 
                        0.0057 | 
                        0.0057 | 
                         | 
                        0.0191 | 
                     
                    
                        | ATR | 
                        0.0072 | 
                        0.0071 | 
                        -0.0001 | 
                        -1.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        5 | 
                        5 | 
                        0 | 
                        0.0% | 
                        13 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6426 | 
                1.6433 | 
                1.6357 | 
                 | 
             
            
                | R3 | 
                1.6369 | 
                1.6376 | 
                1.6342 | 
                 | 
             
            
                | R2 | 
                1.6312 | 
                1.6312 | 
                1.6336 | 
                 | 
             
            
                | R1 | 
                1.6319 | 
                1.6319 | 
                1.6331 | 
                1.6316 | 
             
            
                | PP | 
                1.6255 | 
                1.6255 | 
                1.6255 | 
                1.6253 | 
             
            
                | S1 | 
                1.6262 | 
                1.6262 | 
                1.6321 | 
                1.6259 | 
             
            
                | S2 | 
                1.6198 | 
                1.6198 | 
                1.6316 | 
                 | 
             
            
                | S3 | 
                1.6141 | 
                1.6205 | 
                1.6310 | 
                 | 
             
            
                | S4 | 
                1.6084 | 
                1.6148 | 
                1.6295 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6873 | 
                1.6790 | 
                1.6431 | 
                 | 
             
            
                | R3 | 
                1.6682 | 
                1.6599 | 
                1.6379 | 
                 | 
             
            
                | R2 | 
                1.6491 | 
                1.6491 | 
                1.6361 | 
                 | 
             
            
                | R1 | 
                1.6408 | 
                1.6408 | 
                1.6344 | 
                1.6450 | 
             
            
                | PP | 
                1.6300 | 
                1.6300 | 
                1.6300 | 
                1.6320 | 
             
            
                | S1 | 
                1.6217 | 
                1.6217 | 
                1.6308 | 
                1.6259 | 
             
            
                | S2 | 
                1.6109 | 
                1.6109 | 
                1.6291 | 
                 | 
             
            
                | S3 | 
                1.5918 | 
                1.6026 | 
                1.6273 | 
                 | 
             
            
                | S4 | 
                1.5727 | 
                1.5835 | 
                1.6221 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.6382 | 
                1.6191 | 
                0.0191 | 
                1.2% | 
                0.0011 | 
                0.1% | 
                71% | 
                False | 
                True | 
                2 | 
                 
                
                | 10 | 
                1.6391 | 
                1.6191 | 
                0.0200 | 
                1.2% | 
                0.0006 | 
                0.0% | 
                68% | 
                False | 
                True | 
                1 | 
                 
                
                | 20 | 
                1.6391 | 
                1.5863 | 
                0.0528 | 
                3.2% | 
                0.0003 | 
                0.0% | 
                88% | 
                False | 
                False | 
                1 | 
                 
                
                | 40 | 
                1.6391 | 
                1.5863 | 
                0.0528 | 
                3.2% | 
                0.0001 | 
                0.0% | 
                88% | 
                False | 
                False | 
                1 | 
                 
                
                | 60 | 
                1.6419 | 
                1.5863 | 
                0.0556 | 
                3.4% | 
                0.0001 | 
                0.0% | 
                83% | 
                False | 
                False | 
                1 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6490 | 
         
        
            | 
2.618             | 
            1.6397 | 
         
        
            | 
1.618             | 
            1.6340 | 
         
        
            | 
1.000             | 
            1.6305 | 
         
        
            | 
0.618             | 
            1.6283 | 
         
        
            | 
HIGH             | 
            1.6248 | 
         
        
            | 
0.618             | 
            1.6226 | 
         
        
            | 
0.500             | 
            1.6220 | 
         
        
            | 
0.382             | 
            1.6213 | 
         
        
            | 
LOW             | 
            1.6191 | 
         
        
            | 
0.618             | 
            1.6156 | 
         
        
            | 
1.000             | 
            1.6134 | 
         
        
            | 
1.618             | 
            1.6099 | 
         
        
            | 
2.618             | 
            1.6042 | 
         
        
            | 
4.250             | 
            1.5949 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6291 | 
                                1.6313 | 
                             
                            
                                | PP | 
                                1.6255 | 
                                1.6300 | 
                             
                            
                                | S1 | 
                                1.6220 | 
                                1.6287 | 
                             
             
         |