CME British Pound Future December 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	1.5627	1.5581	-0.0046	-0.3%	1.5948
High	1.5700	1.5670	-0.0030	-0.2%	1.5973
Low	1.5553	1.5568	0.0015	0.1%	1.5553
Close	1.5556	1.5581	0.0025	0.2%	1.5581
Range	0.0147	0.0102	-0.0045	-30.6%	0.0420
ATR	0.0140	0.0138	-0.0002	-1.3%	0.0000
Volume	1,776	208	-1,568	-88.3%	2,389

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5912	1.5849	1.5637
R3	1.5810	1.5747	1.5609
R2	1.5708	1.5708	1.5600
R1	1.5645	1.5645	1.5590	1.5632
PP	1.5606	1.5606	1.5606	1.5600
S1	1.5543	1.5543	1.5572	1.5530
S2	1.5504	1.5504	1.5562
S3	1.5402	1.5441	1.5553
S4	1.5300	1.5339	1.5525

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6962	1.6692	1.5812
R3	1.6542	1.6272	1.5697
R2	1.6122	1.6122	1.5658
R1	1.5852	1.5852	1.5620	1.5777
PP	1.5702	1.5702	1.5702	1.5665
S1	1.5432	1.5432	1.5543	1.5357
S2	1.5282	1.5282	1.5504
S3	1.4862	1.5012	1.5466
S4	1.4442	1.4592	1.5350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5973	1.5553	0.0420	2.7%	0.0138	0.9%	7%	False	False	477
10	1.5984	1.5553	0.0431	2.8%	0.0132	0.8%	6%	False	False	321
20	1.5984	1.5126	0.0858	5.5%	0.0129	0.8%	53%	False	False	238
40	1.5984	1.4703	0.1281	8.2%	0.0135	0.9%	69%	False	False	169
60	1.5984	1.4313	0.1671	10.7%	0.0108	0.7%	76%	False	False	118
80	1.5984	1.4313	0.1671	10.7%	0.0093	0.6%	76%	False	False	89
100	1.5984	1.4313	0.1671	10.7%	0.0075	0.5%	76%	False	False	72
120	1.5984	1.4313	0.1671	10.7%	0.0062	0.4%	76%	False	False	60

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	0.0025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6104
2.618	1.5937
1.618	1.5835
1.000	1.5772
0.618	1.5733
HIGH	1.5670
0.618	1.5631
0.500	1.5619
0.382	1.5607
LOW	1.5568
0.618	1.5505
1.000	1.5466
1.618	1.5403
2.618	1.5301
4.250	1.5135

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	1.5619	1.5689
PP	1.5606	1.5653
S1	1.5594	1.5617

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

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