CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	1.5764	1.5799	0.0035	0.2%	1.5838
High	1.5867	1.5842	-0.0025	-0.2%	1.5886
Low	1.5732	1.5743	0.0011	0.1%	1.5706
Close	1.5808	1.5789	-0.0019	-0.1%	1.5789
Range	0.0135	0.0099	-0.0036	-26.7%	0.0180
ATR	0.0145	0.0142	-0.0003	-2.3%	0.0000
Volume	92,809	19,992	-72,817	-78.5%	450,872

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6088	1.6038	1.5843
R3	1.5989	1.5939	1.5816
R2	1.5890	1.5890	1.5807
R1	1.5840	1.5840	1.5798	1.5816
PP	1.5791	1.5791	1.5791	1.5779
S1	1.5741	1.5741	1.5780	1.5717
S2	1.5692	1.5692	1.5771
S3	1.5593	1.5642	1.5762
S4	1.5494	1.5543	1.5735

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6334	1.6241	1.5888
R3	1.6154	1.6061	1.5839
R2	1.5974	1.5974	1.5822
R1	1.5881	1.5881	1.5806	1.5838
PP	1.5794	1.5794	1.5794	1.5772
S1	1.5701	1.5701	1.5773	1.5658
S2	1.5614	1.5614	1.5756
S3	1.5434	1.5521	1.5740
S4	1.5254	1.5341	1.5690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5886	1.5706	0.0180	1.1%	0.0113	0.7%	46%	False	False	90,174
10	1.6252	1.5706	0.0546	3.5%	0.0138	0.9%	15%	False	False	101,931
20	1.6615	1.5706	0.0909	5.8%	0.0139	0.9%	9%	False	False	90,407
40	1.6615	1.5706	0.0909	5.8%	0.0151	1.0%	9%	False	False	96,844
60	1.6615	1.5706	0.0909	5.8%	0.0146	0.9%	9%	False	False	102,029
80	1.6615	1.5706	0.0909	5.8%	0.0143	0.9%	9%	False	False	90,208
100	1.6708	1.5706	0.1002	6.3%	0.0137	0.9%	8%	False	False	72,196
120	1.6708	1.5706	0.1002	6.3%	0.0124	0.8%	8%	False	False	60,173

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6263
2.618	1.6101
1.618	1.6002
1.000	1.5941
0.618	1.5903
HIGH	1.5842
0.618	1.5804
0.500	1.5793
0.382	1.5781
LOW	1.5743
0.618	1.5682
1.000	1.5644
1.618	1.5583
2.618	1.5484
4.250	1.5322

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	1.5793	1.5788
PP	1.5791	1.5787
S1	1.5790	1.5787

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

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