CME British Pound Future December 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	1.5949	1.5870	-0.0079	-0.5%	1.5415
High	1.5950	1.5906	-0.0044	-0.3%	1.5712
Low	1.5855	1.5814	-0.0041	-0.3%	1.5415
Close	1.5884	1.5869	-0.0015	-0.1%	1.5686
Range	0.0095	0.0092	-0.0003	-3.2%	0.0297
ATR	0.0133	0.0130	-0.0003	-2.2%	0.0000
Volume	121	237	116	95.9%	745

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6139	1.6096	1.5920
R3	1.6047	1.6004	1.5894
R2	1.5955	1.5955	1.5886
R1	1.5912	1.5912	1.5877	1.5888
PP	1.5863	1.5863	1.5863	1.5851
S1	1.5820	1.5820	1.5861	1.5796
S2	1.5771	1.5771	1.5852
S3	1.5679	1.5728	1.5844
S4	1.5587	1.5636	1.5818

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6495	1.6388	1.5849
R3	1.6198	1.6091	1.5768
R2	1.5901	1.5901	1.5740
R1	1.5794	1.5794	1.5713	1.5848
PP	1.5604	1.5604	1.5604	1.5631
S1	1.5497	1.5497	1.5659	1.5551
S2	1.5307	1.5307	1.5632
S3	1.5010	1.5200	1.5604
S4	1.4713	1.4903	1.5523

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5950	1.5579	0.0371	2.3%	0.0123	0.8%	78%	False	False	165
10	1.5950	1.5257	0.0693	4.4%	0.0118	0.7%	88%	False	False	156
20	1.5950	1.4944	0.1006	6.3%	0.0134	0.8%	92%	False	False	144
40	1.5950	1.4485	0.1465	9.2%	0.0133	0.8%	94%	False	False	112
60	1.5950	1.4313	0.1637	10.3%	0.0096	0.6%	95%	False	False	77
80	1.5950	1.4313	0.1637	10.3%	0.0083	0.5%	95%	False	False	59
100	1.5950	1.4313	0.1637	10.3%	0.0066	0.4%	95%	False	False	47
120	1.5950	1.4313	0.1637	10.3%	0.0055	0.3%	95%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6297
2.618	1.6147
1.618	1.6055
1.000	1.5998
0.618	1.5963
HIGH	1.5906
0.618	1.5871
0.500	1.5860
0.382	1.5849
LOW	1.5814
0.618	1.5757
1.000	1.5722
1.618	1.5665
2.618	1.5573
4.250	1.5423

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	1.5866	1.5882
PP	1.5863	1.5878
S1	1.5860	1.5873

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

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