CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	1.6343	1.6225	-0.0118	-0.7%	1.6401
High	1.6362	1.6369	0.0007	0.0%	1.6451
Low	1.6188	1.6196	0.0008	0.0%	1.6188
Close	1.6219	1.6354	0.0135	0.8%	1.6219
Range	0.0174	0.0173	-0.0001	-0.6%	0.0263
ATR	0.0126	0.0129	0.0003	2.7%	0.0000
Volume	135,787	102,790	-32,997	-24.3%	266,023

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6825	1.6763	1.6449
R3	1.6652	1.6590	1.6402
R2	1.6479	1.6479	1.6386
R1	1.6417	1.6417	1.6370	1.6448
PP	1.6306	1.6306	1.6306	1.6322
S1	1.6244	1.6244	1.6338	1.6275
S2	1.6133	1.6133	1.6322
S3	1.5960	1.6071	1.6306
S4	1.5787	1.5898	1.6259

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7075	1.6910	1.6364
R3	1.6812	1.6647	1.6291
R2	1.6549	1.6549	1.6267
R1	1.6384	1.6384	1.6243	1.6335
PP	1.6286	1.6286	1.6286	1.6262
S1	1.6121	1.6121	1.6195	1.6072
S2	1.6023	1.6023	1.6171
S3	1.5760	1.5858	1.6147
S4	1.5497	1.5595	1.6074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6451	1.6188	0.0263	1.6%	0.0141	0.9%	63%	False	False	71,222
10	1.6521	1.6188	0.0333	2.0%	0.0136	0.8%	50%	False	False	37,116
20	1.6521	1.6046	0.0475	2.9%	0.0128	0.8%	65%	False	False	18,667
40	1.6708	1.6046	0.0662	4.0%	0.0110	0.7%	47%	False	False	9,378
60	1.6708	1.5910	0.0798	4.9%	0.0096	0.6%	56%	False	False	6,269
80	1.6708	1.5910	0.0798	4.9%	0.0077	0.5%	56%	False	False	4,703
100	1.6708	1.5750	0.0958	5.9%	0.0063	0.4%	63%	False	False	3,764
120	1.6708	1.5325	0.1383	8.5%	0.0054	0.3%	74%	False	False	3,137

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7104
2.618	1.6822
1.618	1.6649
1.000	1.6542
0.618	1.6476
HIGH	1.6369
0.618	1.6303
0.500	1.6283
0.382	1.6262
LOW	1.6196
0.618	1.6089
1.000	1.6023
1.618	1.5916
2.618	1.5743
4.250	1.5461

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	1.6330	1.6342
PP	1.6306	1.6330
S1	1.6283	1.6318

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

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