CME British Pound Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Sep-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Sep-2011 | 30-Sep-2011 | Change | Change % | Previous Week |  
                        | Open | 1.5558 | 1.5587 | 0.0029 | 0.2% | 1.5490 |  
                        | High | 1.5558 | 1.5587 | 0.0029 | 0.2% | 1.5621 |  
                        | Low | 1.5558 | 1.5587 | 0.0029 | 0.2% | 1.5490 |  
                        | Close | 1.5558 | 1.5587 | 0.0029 | 0.2% | 1.5587 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0076 | 0.0072 | -0.0003 | -4.4% | 0.0000 |  
                        | Volume | 2 | 2 | 0 | 0.0% | 10 |  | 
    
| 
        
            | Daily Pivots for day following 30-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.5587 | 1.5587 | 1.5587 |  |  
                | R3 | 1.5587 | 1.5587 | 1.5587 |  |  
                | R2 | 1.5587 | 1.5587 | 1.5587 |  |  
                | R1 | 1.5587 | 1.5587 | 1.5587 | 1.5587 |  
                | PP | 1.5587 | 1.5587 | 1.5587 | 1.5587 |  
                | S1 | 1.5587 | 1.5587 | 1.5587 | 1.5587 |  
                | S2 | 1.5587 | 1.5587 | 1.5587 |  |  
                | S3 | 1.5587 | 1.5587 | 1.5587 |  |  
                | S4 | 1.5587 | 1.5587 | 1.5587 |  |  | 
        
            | Weekly Pivots for week ending 30-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.5959 | 1.5904 | 1.5659 |  |  
                | R3 | 1.5828 | 1.5773 | 1.5623 |  |  
                | R2 | 1.5697 | 1.5697 | 1.5611 |  |  
                | R1 | 1.5642 | 1.5642 | 1.5599 | 1.5670 |  
                | PP | 1.5566 | 1.5566 | 1.5566 | 1.5580 |  
                | S1 | 1.5511 | 1.5511 | 1.5575 | 1.5539 |  
                | S2 | 1.5435 | 1.5435 | 1.5563 |  |  
                | S3 | 1.5304 | 1.5380 | 1.5551 |  |  
                | S4 | 1.5173 | 1.5249 | 1.5515 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.5587 |  
            | 2.618 | 1.5587 |  
            | 1.618 | 1.5587 |  
            | 1.000 | 1.5587 |  
            | 0.618 | 1.5587 |  
            | HIGH | 1.5587 |  
            | 0.618 | 1.5587 |  
            | 0.500 | 1.5587 |  
            | 0.382 | 1.5587 |  
            | LOW | 1.5587 |  
            | 0.618 | 1.5587 |  
            | 1.000 | 1.5587 |  
            | 1.618 | 1.5587 |  
            | 2.618 | 1.5587 |  
            | 4.250 | 1.5587 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Sep-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.5587 | 1.5582 |  
                                | PP | 1.5587 | 1.5577 |  
                                | S1 | 1.5587 | 1.5573 |  |