CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	1.5643	1.5573	-0.0070	-0.4%	1.5989
High	1.5711	1.5680	-0.0031	-0.2%	1.5993
Low	1.5559	1.5564	0.0005	0.0%	1.5559
Close	1.5564	1.5589	0.0025	0.2%	1.5589
Range	0.0152	0.0116	-0.0036	-23.7%	0.0434
ATR	0.0158	0.0155	-0.0003	-1.9%	0.0000
Volume	105,538	91,674	-13,864	-13.1%	544,249

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5959	1.5890	1.5653
R3	1.5843	1.5774	1.5621
R2	1.5727	1.5727	1.5610
R1	1.5658	1.5658	1.5600	1.5693
PP	1.5611	1.5611	1.5611	1.5628
S1	1.5542	1.5542	1.5578	1.5577
S2	1.5495	1.5495	1.5568
S3	1.5379	1.5426	1.5557
S4	1.5263	1.5310	1.5525

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.7016	1.6736	1.5828
R3	1.6582	1.6302	1.5708
R2	1.6148	1.6148	1.5669
R1	1.5868	1.5868	1.5629	1.5791
PP	1.5714	1.5714	1.5714	1.5675
S1	1.5434	1.5434	1.5549	1.5357
S2	1.5280	1.5280	1.5509
S3	1.4846	1.5000	1.5470
S4	1.4412	1.4566	1.5350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5993	1.5559	0.0434	2.8%	0.0164	1.1%	7%	False	False	108,849
10	1.5997	1.5559	0.0438	2.8%	0.0152	1.0%	7%	False	False	103,087
20	1.5997	1.5122	0.0875	5.6%	0.0149	1.0%	53%	False	False	98,916
40	1.5997	1.4688	0.1309	8.4%	0.0156	1.0%	69%	False	False	104,533
60	1.5997	1.4233	0.1764	11.3%	0.0169	1.1%	77%	False	False	81,638
80	1.5997	1.4233	0.1764	11.3%	0.0178	1.1%	77%	False	False	61,533
100	1.5997	1.4233	0.1764	11.3%	0.0168	1.1%	77%	False	False	49,272
120	1.5997	1.4233	0.1764	11.3%	0.0151	1.0%	77%	False	False	41,091

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6173
2.618	1.5984
1.618	1.5868
1.000	1.5796
0.618	1.5752
HIGH	1.5680
0.618	1.5636
0.500	1.5622
0.382	1.5608
LOW	1.5564
0.618	1.5492
1.000	1.5448
1.618	1.5376
2.618	1.5260
4.250	1.5071

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	1.5622	1.5717
PP	1.5611	1.5674
S1	1.5600	1.5632

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

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