CME British Pound Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jun-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Jun-2012 | 19-Jun-2012 | Change | Change % | Previous Week |  
                        | Open | 1.5620 | 1.5628 | 0.0008 | 0.1% | 1.5534 |  
                        | High | 1.5660 | 1.5743 | 0.0083 | 0.5% | 1.5704 |  
                        | Low | 1.5620 | 1.5628 | 0.0008 | 0.1% | 1.5467 |  
                        | Close | 1.5660 | 1.5724 | 0.0064 | 0.4% | 1.5673 |  
                        | Range | 0.0040 | 0.0115 | 0.0075 | 187.5% | 0.0237 |  
                        | ATR | 0.0070 | 0.0073 | 0.0003 | 4.7% | 0.0000 |  
                        | Volume | 4 | 1 | -3 | -75.0% | 31 |  | 
    
| 
        
            | Daily Pivots for day following 19-Jun-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.6043 | 1.5999 | 1.5787 |  |  
                | R3 | 1.5928 | 1.5884 | 1.5756 |  |  
                | R2 | 1.5813 | 1.5813 | 1.5745 |  |  
                | R1 | 1.5769 | 1.5769 | 1.5735 | 1.5791 |  
                | PP | 1.5698 | 1.5698 | 1.5698 | 1.5710 |  
                | S1 | 1.5654 | 1.5654 | 1.5713 | 1.5676 |  
                | S2 | 1.5583 | 1.5583 | 1.5703 |  |  
                | S3 | 1.5468 | 1.5539 | 1.5692 |  |  
                | S4 | 1.5353 | 1.5424 | 1.5661 |  |  | 
        
            | Weekly Pivots for week ending 15-Jun-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.6326 | 1.6236 | 1.5803 |  |  
                | R3 | 1.6089 | 1.5999 | 1.5738 |  |  
                | R2 | 1.5852 | 1.5852 | 1.5716 |  |  
                | R1 | 1.5762 | 1.5762 | 1.5695 | 1.5807 |  
                | PP | 1.5615 | 1.5615 | 1.5615 | 1.5637 |  
                | S1 | 1.5525 | 1.5525 | 1.5651 | 1.5570 |  
                | S2 | 1.5378 | 1.5378 | 1.5630 |  |  
                | S3 | 1.5141 | 1.5288 | 1.5608 |  |  
                | S4 | 1.4904 | 1.5051 | 1.5543 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1.5743 | 1.5515 | 0.0228 | 1.5% | 0.0054 | 0.3% | 92% | True | False | 5 |  
                | 10 | 1.5743 | 1.5414 | 0.0329 | 2.1% | 0.0061 | 0.4% | 94% | True | False | 6 |  
                | 20 | 1.5756 | 1.5335 | 0.0421 | 2.7% | 0.0037 | 0.2% | 92% | False | False | 9 |  
                | 40 | 1.6243 | 1.5335 | 0.0908 | 5.8% | 0.0021 | 0.1% | 43% | False | False | 7 |  
                | 60 | 1.6243 | 1.5335 | 0.0908 | 5.8% | 0.0015 | 0.1% | 43% | False | False | 6 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.6232 |  
            | 2.618 | 1.6044 |  
            | 1.618 | 1.5929 |  
            | 1.000 | 1.5858 |  
            | 0.618 | 1.5814 |  
            | HIGH | 1.5743 |  
            | 0.618 | 1.5699 |  
            | 0.500 | 1.5686 |  
            | 0.382 | 1.5672 |  
            | LOW | 1.5628 |  
            | 0.618 | 1.5557 |  
            | 1.000 | 1.5513 |  
            | 1.618 | 1.5442 |  
            | 2.618 | 1.5327 |  
            | 4.250 | 1.5139 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Jun-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.5711 | 1.5707 |  
                                | PP | 1.5698 | 1.5689 |  
                                | S1 | 1.5686 | 1.5672 |  |