CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Sep-2011 | 
                    13-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5790 | 
                        1.5779 | 
                        -0.0011 | 
                        -0.1% | 
                        1.5905 | 
                     
                    
                        | High | 
                        1.5790 | 
                        1.5779 | 
                        -0.0011 | 
                        -0.1% | 
                        1.6055 | 
                     
                    
                        | Low | 
                        1.5790 | 
                        1.5779 | 
                        -0.0011 | 
                        -0.1% | 
                        1.5837 | 
                     
                    
                        | Close | 
                        1.5790 | 
                        1.5779 | 
                        -0.0011 | 
                        -0.1% | 
                        1.5837 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0074 | 
                        0.0069 | 
                        -0.0004 | 
                        -6.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        4 | 
                        3 | 
                        300.0% | 
                        22 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                 | 
             
            
                | R3 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                 | 
             
            
                | R2 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                 | 
             
            
                | R1 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
             
            
                | PP | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
             
            
                | S1 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
             
            
                | S2 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                 | 
             
            
                | S3 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                 | 
             
            
                | S4 | 
                1.5779 | 
                1.5779 | 
                1.5779 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6564 | 
                1.6418 | 
                1.5957 | 
                 | 
             
            
                | R3 | 
                1.6346 | 
                1.6200 | 
                1.5897 | 
                 | 
             
            
                | R2 | 
                1.6128 | 
                1.6128 | 
                1.5877 | 
                 | 
             
            
                | R1 | 
                1.5982 | 
                1.5982 | 
                1.5857 | 
                1.5946 | 
             
            
                | PP | 
                1.5910 | 
                1.5910 | 
                1.5910 | 
                1.5892 | 
             
            
                | S1 | 
                1.5764 | 
                1.5764 | 
                1.5817 | 
                1.5728 | 
             
            
                | S2 | 
                1.5692 | 
                1.5692 | 
                1.5797 | 
                 | 
             
            
                | S3 | 
                1.5474 | 
                1.5546 | 
                1.5777 | 
                 | 
             
            
                | S4 | 
                1.5256 | 
                1.5328 | 
                1.5717 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.6055 | 
                1.5779 | 
                0.0276 | 
                1.7% | 
                0.0000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                3 | 
                 
                
                | 10 | 
                1.6272 | 
                1.5779 | 
                0.0493 | 
                3.1% | 
                0.0000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                3 | 
                 
                
                | 20 | 
                1.6503 | 
                1.5779 | 
                0.0724 | 
                4.6% | 
                0.0004 | 
                0.0% | 
                0% | 
                False | 
                True | 
                2 | 
                 
                
                | 40 | 
                1.6503 | 
                1.5779 | 
                0.0724 | 
                4.6% | 
                0.0004 | 
                0.0% | 
                0% | 
                False | 
                True | 
                2 | 
                 
                
                | 60 | 
                1.6503 | 
                1.5779 | 
                0.0724 | 
                4.6% | 
                0.0002 | 
                0.0% | 
                0% | 
                False | 
                True | 
                1 | 
                 
                
                | 80 | 
                1.6503 | 
                1.5779 | 
                0.0724 | 
                4.6% | 
                0.0002 | 
                0.0% | 
                0% | 
                False | 
                True | 
                1 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5779 | 
         
        
            | 
2.618             | 
            1.5779 | 
         
        
            | 
1.618             | 
            1.5779 | 
         
        
            | 
1.000             | 
            1.5779 | 
         
        
            | 
0.618             | 
            1.5779 | 
         
        
            | 
HIGH             | 
            1.5779 | 
         
        
            | 
0.618             | 
            1.5779 | 
         
        
            | 
0.500             | 
            1.5779 | 
         
        
            | 
0.382             | 
            1.5779 | 
         
        
            | 
LOW             | 
            1.5779 | 
         
        
            | 
0.618             | 
            1.5779 | 
         
        
            | 
1.000             | 
            1.5779 | 
         
        
            | 
1.618             | 
            1.5779 | 
         
        
            | 
2.618             | 
            1.5779 | 
         
        
            | 
4.250             | 
            1.5779 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5779 | 
                                1.5808 | 
                             
                            
                                | PP | 
                                1.5779 | 
                                1.5798 | 
                             
                            
                                | S1 | 
                                1.5779 | 
                                1.5789 | 
                             
             
         |