CME British Pound Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Sep-2011 | 
                    16-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5780 | 
                        1.5762 | 
                        -0.0018 | 
                        -0.1% | 
                        1.5790 | 
                     
                    
                        | High | 
                        1.5780 | 
                        1.5762 | 
                        -0.0018 | 
                        -0.1% | 
                        1.5790 | 
                     
                    
                        | Low | 
                        1.5780 | 
                        1.5762 | 
                        -0.0018 | 
                        -0.1% | 
                        1.5745 | 
                     
                    
                        | Close | 
                        1.5780 | 
                        1.5762 | 
                        -0.0018 | 
                        -0.1% | 
                        1.5762 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0064 | 
                        0.0061 | 
                        -0.0003 | 
                        -5.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        4 | 
                        4 | 
                        0 | 
                        0.0% | 
                        17 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                 | 
             
            
                | R3 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                 | 
             
            
                | R2 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                 | 
             
            
                | R1 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
             
            
                | PP | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
             
            
                | S1 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
             
            
                | S2 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                 | 
             
            
                | S3 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                 | 
             
            
                | S4 | 
                1.5762 | 
                1.5762 | 
                1.5762 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5901 | 
                1.5876 | 
                1.5787 | 
                 | 
             
            
                | R3 | 
                1.5856 | 
                1.5831 | 
                1.5774 | 
                 | 
             
            
                | R2 | 
                1.5811 | 
                1.5811 | 
                1.5770 | 
                 | 
             
            
                | R1 | 
                1.5786 | 
                1.5786 | 
                1.5766 | 
                1.5776 | 
             
            
                | PP | 
                1.5766 | 
                1.5766 | 
                1.5766 | 
                1.5761 | 
             
            
                | S1 | 
                1.5741 | 
                1.5741 | 
                1.5758 | 
                1.5731 | 
             
            
                | S2 | 
                1.5721 | 
                1.5721 | 
                1.5754 | 
                 | 
             
            
                | S3 | 
                1.5676 | 
                1.5696 | 
                1.5750 | 
                 | 
             
            
                | S4 | 
                1.5631 | 
                1.5651 | 
                1.5737 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.5790 | 
                1.5745 | 
                0.0045 | 
                0.3% | 
                0.0000 | 
                0.0% | 
                38% | 
                False | 
                False | 
                3 | 
                 
                
                | 10 | 
                1.6175 | 
                1.5745 | 
                0.0430 | 
                2.7% | 
                0.0000 | 
                0.0% | 
                4% | 
                False | 
                False | 
                4 | 
                 
                
                | 20 | 
                1.6467 | 
                1.5745 | 
                0.0722 | 
                4.6% | 
                0.0000 | 
                0.0% | 
                2% | 
                False | 
                False | 
                3 | 
                 
                
                | 40 | 
                1.6503 | 
                1.5745 | 
                0.0758 | 
                4.8% | 
                0.0004 | 
                0.0% | 
                2% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                1.6503 | 
                1.5745 | 
                0.0758 | 
                4.8% | 
                0.0002 | 
                0.0% | 
                2% | 
                False | 
                False | 
                1 | 
                 
                
                | 80 | 
                1.6503 | 
                1.5745 | 
                0.0758 | 
                4.8% | 
                0.0002 | 
                0.0% | 
                2% | 
                False | 
                False | 
                1 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5762 | 
         
        
            | 
2.618             | 
            1.5762 | 
         
        
            | 
1.618             | 
            1.5762 | 
         
        
            | 
1.000             | 
            1.5762 | 
         
        
            | 
0.618             | 
            1.5762 | 
         
        
            | 
HIGH             | 
            1.5762 | 
         
        
            | 
0.618             | 
            1.5762 | 
         
        
            | 
0.500             | 
            1.5762 | 
         
        
            | 
0.382             | 
            1.5762 | 
         
        
            | 
LOW             | 
            1.5762 | 
         
        
            | 
0.618             | 
            1.5762 | 
         
        
            | 
1.000             | 
            1.5762 | 
         
        
            | 
1.618             | 
            1.5762 | 
         
        
            | 
2.618             | 
            1.5762 | 
         
        
            | 
4.250             | 
            1.5762 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5762 | 
                                1.5763 | 
                             
                            
                                | PP | 
                                1.5762 | 
                                1.5762 | 
                             
                            
                                | S1 | 
                                1.5762 | 
                                1.5762 | 
                             
             
         |