CME British Pound Future September 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-May-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-May-2012 | 21-May-2012 | Change | Change % | Previous Week |  
                        | Open | 1.5766 | 1.5790 | 0.0024 | 0.2% | 1.6040 |  
                        | High | 1.5831 | 1.5832 | 0.0001 | 0.0% | 1.6095 |  
                        | Low | 1.5738 | 1.5772 | 0.0034 | 0.2% | 1.5738 |  
                        | Close | 1.5793 | 1.5796 | 0.0003 | 0.0% | 1.5793 |  
                        | Range | 0.0093 | 0.0060 | -0.0033 | -35.5% | 0.0357 |  
                        | ATR | 0.0083 | 0.0081 | -0.0002 | -2.0% | 0.0000 |  
                        | Volume | 222 | 195 | -27 | -12.2% | 675 |  | 
    
| 
        
            | Daily Pivots for day following 21-May-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.5980 | 1.5948 | 1.5829 |  |  
                | R3 | 1.5920 | 1.5888 | 1.5813 |  |  
                | R2 | 1.5860 | 1.5860 | 1.5807 |  |  
                | R1 | 1.5828 | 1.5828 | 1.5802 | 1.5844 |  
                | PP | 1.5800 | 1.5800 | 1.5800 | 1.5808 |  
                | S1 | 1.5768 | 1.5768 | 1.5791 | 1.5784 |  
                | S2 | 1.5740 | 1.5740 | 1.5785 |  |  
                | S3 | 1.5680 | 1.5708 | 1.5780 |  |  
                | S4 | 1.5620 | 1.5648 | 1.5763 |  |  | 
        
            | Weekly Pivots for week ending 18-May-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.6946 | 1.6727 | 1.5989 |  |  
                | R3 | 1.6589 | 1.6370 | 1.5891 |  |  
                | R2 | 1.6232 | 1.6232 | 1.5858 |  |  
                | R1 | 1.6013 | 1.6013 | 1.5826 | 1.5944 |  
                | PP | 1.5875 | 1.5875 | 1.5875 | 1.5841 |  
                | S1 | 1.5656 | 1.5656 | 1.5760 | 1.5587 |  
                | S2 | 1.5518 | 1.5518 | 1.5728 |  |  
                | S3 | 1.5161 | 1.5299 | 1.5695 |  |  
                | S4 | 1.4804 | 1.4942 | 1.5597 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.6087 |  
            | 2.618 | 1.5989 |  
            | 1.618 | 1.5929 |  
            | 1.000 | 1.5892 |  
            | 0.618 | 1.5869 |  
            | HIGH | 1.5832 |  
            | 0.618 | 1.5809 |  
            | 0.500 | 1.5802 |  
            | 0.382 | 1.5795 |  
            | LOW | 1.5772 |  
            | 0.618 | 1.5735 |  
            | 1.000 | 1.5712 |  
            | 1.618 | 1.5675 |  
            | 2.618 | 1.5615 |  
            | 4.250 | 1.5517 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-May-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.5802 | 1.5834 |  
                                | PP | 1.5800 | 1.5821 |  
                                | S1 | 1.5798 | 1.5809 |  |