CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Aug-2011 | 
                    17-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6460 | 
                        1.6503 | 
                        0.0043 | 
                        0.3% | 
                        1.6320 | 
                     
                    
                        | High | 
                        1.6464 | 
                        1.6503 | 
                        0.0039 | 
                        0.2% | 
                        1.6320 | 
                     
                    
                        | Low | 
                        1.6400 | 
                        1.6481 | 
                        0.0081 | 
                        0.5% | 
                        1.6130 | 
                     
                    
                        | Close | 
                        1.6418 | 
                        1.6531 | 
                        0.0113 | 
                        0.7% | 
                        1.6247 | 
                     
                    
                        | Range | 
                        0.0064 | 
                        0.0022 | 
                        -0.0042 | 
                        -65.6% | 
                        0.0190 | 
                     
                    
                        | ATR | 
                        0.0074 | 
                        0.0075 | 
                        0.0001 | 
                        1.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        4 | 
                        3 | 
                        300.0% | 
                        7 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6571 | 
                1.6573 | 
                1.6543 | 
                 | 
             
            
                | R3 | 
                1.6549 | 
                1.6551 | 
                1.6537 | 
                 | 
             
            
                | R2 | 
                1.6527 | 
                1.6527 | 
                1.6535 | 
                 | 
             
            
                | R1 | 
                1.6529 | 
                1.6529 | 
                1.6533 | 
                1.6528 | 
             
            
                | PP | 
                1.6505 | 
                1.6505 | 
                1.6505 | 
                1.6505 | 
             
            
                | S1 | 
                1.6507 | 
                1.6507 | 
                1.6529 | 
                1.6506 | 
             
            
                | S2 | 
                1.6483 | 
                1.6483 | 
                1.6527 | 
                 | 
             
            
                | S3 | 
                1.6461 | 
                1.6485 | 
                1.6525 | 
                 | 
             
            
                | S4 | 
                1.6439 | 
                1.6463 | 
                1.6519 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6802 | 
                1.6715 | 
                1.6352 | 
                 | 
             
            
                | R3 | 
                1.6612 | 
                1.6525 | 
                1.6299 | 
                 | 
             
            
                | R2 | 
                1.6422 | 
                1.6422 | 
                1.6282 | 
                 | 
             
            
                | R1 | 
                1.6335 | 
                1.6335 | 
                1.6264 | 
                1.6284 | 
             
            
                | PP | 
                1.6232 | 
                1.6232 | 
                1.6232 | 
                1.6207 | 
             
            
                | S1 | 
                1.6145 | 
                1.6145 | 
                1.6230 | 
                1.6094 | 
             
            
                | S2 | 
                1.6042 | 
                1.6042 | 
                1.6212 | 
                 | 
             
            
                | S3 | 
                1.5852 | 
                1.5955 | 
                1.6195 | 
                 | 
             
            
                | S4 | 
                1.5662 | 
                1.5765 | 
                1.6143 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.6503 | 
                1.6184 | 
                0.0319 | 
                1.9% | 
                0.0017 | 
                0.1% | 
                109% | 
                True | 
                False | 
                1 | 
                 
                
                | 10 | 
                1.6503 | 
                1.6130 | 
                0.0373 | 
                2.3% | 
                0.0014 | 
                0.1% | 
                108% | 
                True | 
                False | 
                2 | 
                 
                
                | 20 | 
                1.6503 | 
                1.6130 | 
                0.0373 | 
                2.3% | 
                0.0007 | 
                0.0% | 
                108% | 
                True | 
                False | 
                1 | 
                 
                
                | 40 | 
                1.6503 | 
                1.5863 | 
                0.0640 | 
                3.9% | 
                0.0004 | 
                0.0% | 
                104% | 
                True | 
                False | 
                1 | 
                 
                
                | 60 | 
                1.6503 | 
                1.5863 | 
                0.0640 | 
                3.9% | 
                0.0002 | 
                0.0% | 
                104% | 
                True | 
                False | 
                1 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6597 | 
         
        
            | 
2.618             | 
            1.6561 | 
         
        
            | 
1.618             | 
            1.6539 | 
         
        
            | 
1.000             | 
            1.6525 | 
         
        
            | 
0.618             | 
            1.6517 | 
         
        
            | 
HIGH             | 
            1.6503 | 
         
        
            | 
0.618             | 
            1.6495 | 
         
        
            | 
0.500             | 
            1.6492 | 
         
        
            | 
0.382             | 
            1.6489 | 
         
        
            | 
LOW             | 
            1.6481 | 
         
        
            | 
0.618             | 
            1.6467 | 
         
        
            | 
1.000             | 
            1.6459 | 
         
        
            | 
1.618             | 
            1.6445 | 
         
        
            | 
2.618             | 
            1.6423 | 
         
        
            | 
4.250             | 
            1.6388 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6518 | 
                                1.6496 | 
                             
                            
                                | PP | 
                                1.6505 | 
                                1.6461 | 
                             
                            
                                | S1 | 
                                1.6492 | 
                                1.6427 | 
                             
             
         |