CME British Pound Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-May-2012 | 
                    24-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5674 | 
                        1.5636 | 
                        -0.0038 | 
                        -0.2% | 
                        1.6082 | 
                     
                    
                        | High | 
                        1.5674 | 
                        1.5636 | 
                        -0.0038 | 
                        -0.2% | 
                        1.6082 | 
                     
                    
                        | Low | 
                        1.5674 | 
                        1.5636 | 
                        -0.0038 | 
                        -0.2% | 
                        1.5780 | 
                     
                    
                        | Close | 
                        1.5674 | 
                        1.5636 | 
                        -0.0038 | 
                        -0.2% | 
                        1.5784 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0050 | 
                        0.0050 | 
                        -0.0001 | 
                        -1.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        16 | 
                        16 | 
                        0 | 
                        0.0% | 
                        53 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                 | 
             
            
                | R3 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                 | 
             
            
                | R2 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                 | 
             
            
                | R1 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
             
            
                | PP | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
             
            
                | S1 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
             
            
                | S2 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                 | 
             
            
                | S3 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                 | 
             
            
                | S4 | 
                1.5636 | 
                1.5636 | 
                1.5636 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6788 | 
                1.6588 | 
                1.5950 | 
                 | 
             
            
                | R3 | 
                1.6486 | 
                1.6286 | 
                1.5867 | 
                 | 
             
            
                | R2 | 
                1.6184 | 
                1.6184 | 
                1.5839 | 
                 | 
             
            
                | R1 | 
                1.5984 | 
                1.5984 | 
                1.5812 | 
                1.5933 | 
             
            
                | PP | 
                1.5882 | 
                1.5882 | 
                1.5882 | 
                1.5857 | 
             
            
                | S1 | 
                1.5682 | 
                1.5682 | 
                1.5756 | 
                1.5631 | 
             
            
                | S2 | 
                1.5580 | 
                1.5580 | 
                1.5729 | 
                 | 
             
            
                | S3 | 
                1.5278 | 
                1.5380 | 
                1.5701 | 
                 | 
             
            
                | S4 | 
                1.4976 | 
                1.5078 | 
                1.5618 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5636 | 
         
        
            | 
2.618             | 
            1.5636 | 
         
        
            | 
1.618             | 
            1.5636 | 
         
        
            | 
1.000             | 
            1.5636 | 
         
        
            | 
0.618             | 
            1.5636 | 
         
        
            | 
HIGH             | 
            1.5636 | 
         
        
            | 
0.618             | 
            1.5636 | 
         
        
            | 
0.500             | 
            1.5636 | 
         
        
            | 
0.382             | 
            1.5636 | 
         
        
            | 
LOW             | 
            1.5636 | 
         
        
            | 
0.618             | 
            1.5636 | 
         
        
            | 
1.000             | 
            1.5636 | 
         
        
            | 
1.618             | 
            1.5636 | 
         
        
            | 
2.618             | 
            1.5636 | 
         
        
            | 
4.250             | 
            1.5636 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5636 | 
                                1.5696 | 
                             
                            
                                | PP | 
                                1.5636 | 
                                1.5676 | 
                             
                            
                                | S1 | 
                                1.5636 | 
                                1.5656 | 
                             
             
         |