CME British Pound Future September 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-May-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-May-2012 | 03-May-2012 | Change | Change % | Previous Week |  
                        | Open | 1.6210 | 1.6159 | -0.0051 | -0.3% | 1.6093 |  
                        | High | 1.6210 | 1.6200 | -0.0010 | -0.1% | 1.6257 |  
                        | Low | 1.6138 | 1.6153 | 0.0015 | 0.1% | 1.6065 |  
                        | Close | 1.6184 | 1.6169 | -0.0015 | -0.1% | 1.6254 |  
                        | Range | 0.0072 | 0.0047 | -0.0025 | -34.7% | 0.0192 |  
                        | ATR | 0.0073 | 0.0071 | -0.0002 | -2.6% | 0.0000 |  
                        | Volume | 100 | 25 | -75 | -75.0% | 651 |  | 
    
| 
        
            | Daily Pivots for day following 03-May-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.6315 | 1.6289 | 1.6195 |  |  
                | R3 | 1.6268 | 1.6242 | 1.6182 |  |  
                | R2 | 1.6221 | 1.6221 | 1.6178 |  |  
                | R1 | 1.6195 | 1.6195 | 1.6173 | 1.6208 |  
                | PP | 1.6174 | 1.6174 | 1.6174 | 1.6181 |  
                | S1 | 1.6148 | 1.6148 | 1.6165 | 1.6161 |  
                | S2 | 1.6127 | 1.6127 | 1.6160 |  |  
                | S3 | 1.6080 | 1.6101 | 1.6156 |  |  
                | S4 | 1.6033 | 1.6054 | 1.6143 |  |  | 
        
            | Weekly Pivots for week ending 27-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.6768 | 1.6703 | 1.6360 |  |  
                | R3 | 1.6576 | 1.6511 | 1.6307 |  |  
                | R2 | 1.6384 | 1.6384 | 1.6289 |  |  
                | R1 | 1.6319 | 1.6319 | 1.6272 | 1.6352 |  
                | PP | 1.6192 | 1.6192 | 1.6192 | 1.6208 |  
                | S1 | 1.6127 | 1.6127 | 1.6236 | 1.6160 |  
                | S2 | 1.6000 | 1.6000 | 1.6219 |  |  
                | S3 | 1.5808 | 1.5935 | 1.6201 |  |  
                | S4 | 1.5616 | 1.5743 | 1.6148 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.6400 |  
            | 2.618 | 1.6323 |  
            | 1.618 | 1.6276 |  
            | 1.000 | 1.6247 |  
            | 0.618 | 1.6229 |  
            | HIGH | 1.6200 |  
            | 0.618 | 1.6182 |  
            | 0.500 | 1.6177 |  
            | 0.382 | 1.6171 |  
            | LOW | 1.6153 |  
            | 0.618 | 1.6124 |  
            | 1.000 | 1.6106 |  
            | 1.618 | 1.6077 |  
            | 2.618 | 1.6030 |  
            | 4.250 | 1.5953 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-May-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.6177 | 1.6179 |  
                                | PP | 1.6174 | 1.6176 |  
                                | S1 | 1.6172 | 1.6172 |  |