CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	1.6480	1.6458	-0.0022	-0.1%	1.6278
High	1.6517	1.6570	0.0053	0.3%	1.6615
Low	1.6431	1.6449	0.0018	0.1%	1.6251
Close	1.6480	1.6497	0.0017	0.1%	1.6477
Range	0.0086	0.0121	0.0035	40.7%	0.0364
ATR	0.0159	0.0156	-0.0003	-1.7%	0.0000
Volume	61,893	72,363	10,470	16.9%	455,844

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6868	1.6804	1.6564
R3	1.6747	1.6683	1.6530
R2	1.6626	1.6626	1.6519
R1	1.6562	1.6562	1.6508	1.6594
PP	1.6505	1.6505	1.6505	1.6522
S1	1.6441	1.6441	1.6486	1.6473
S2	1.6384	1.6384	1.6475
S3	1.6263	1.6320	1.6464
S4	1.6142	1.6199	1.6430

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7540	1.7372	1.6677
R3	1.7176	1.7008	1.6577
R2	1.6812	1.6812	1.6544
R1	1.6644	1.6644	1.6510	1.6728
PP	1.6448	1.6448	1.6448	1.6490
S1	1.6280	1.6280	1.6444	1.6364
S2	1.6084	1.6084	1.6410
S3	1.5720	1.5916	1.6377
S4	1.5356	1.5552	1.6277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6615	1.6339	0.0276	1.7%	0.0154	0.9%	57%	False	False	87,225
10	1.6615	1.6105	0.0510	3.1%	0.0157	1.0%	77%	False	False	93,130
20	1.6615	1.6105	0.0510	3.1%	0.0168	1.0%	77%	False	False	103,746
40	1.6615	1.5768	0.0847	5.1%	0.0150	0.9%	86%	False	False	105,681
60	1.6615	1.5768	0.0847	5.1%	0.0145	0.9%	86%	False	False	94,066
80	1.6708	1.5768	0.0940	5.7%	0.0139	0.8%	78%	False	False	70,591
100	1.6708	1.5768	0.0940	5.7%	0.0124	0.8%	78%	False	False	56,486
120	1.6708	1.5768	0.0940	5.7%	0.0112	0.7%	78%	False	False	47,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7084
2.618	1.6887
1.618	1.6766
1.000	1.6691
0.618	1.6645
HIGH	1.6570
0.618	1.6524
0.500	1.6510
0.382	1.6495
LOW	1.6449
0.618	1.6374
1.000	1.6328
1.618	1.6253
2.618	1.6132
4.250	1.5935

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	1.6510	1.6523
PP	1.6505	1.6514
S1	1.6501	1.6506

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These figures are updated between 7pm and 10pm EST after a trading day.

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