CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	1.6050	1.6053	0.0003	0.0%	1.5951
High	1.6125	1.6077	-0.0048	-0.3%	1.6102
Low	1.5975	1.5932	-0.0043	-0.3%	1.5894
Close	1.6033	1.5966	-0.0067	-0.4%	1.6049
Range	0.0150	0.0145	-0.0005	-3.3%	0.0208
ATR	0.0129	0.0130	0.0001	0.9%	0.0000
Volume	103,048	107,823	4,775	4.6%	561,145

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6427	1.6341	1.6046
R3	1.6282	1.6196	1.6006
R2	1.6137	1.6137	1.5993
R1	1.6051	1.6051	1.5979	1.6022
PP	1.5992	1.5992	1.5992	1.5977
S1	1.5906	1.5906	1.5953	1.5877
S2	1.5847	1.5847	1.5939
S3	1.5702	1.5761	1.5926
S4	1.5557	1.5616	1.5886

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6639	1.6552	1.6163
R3	1.6431	1.6344	1.6106
R2	1.6223	1.6223	1.6087
R1	1.6136	1.6136	1.6068	1.6180
PP	1.6015	1.6015	1.6015	1.6037
S1	1.5928	1.5928	1.6030	1.5972
S2	1.5807	1.5807	1.6011
S3	1.5599	1.5720	1.5992
S4	1.5391	1.5512	1.5935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6125	1.5932	0.0193	1.2%	0.0131	0.8%	18%	False	True	110,372
10	1.6246	1.5894	0.0352	2.2%	0.0133	0.8%	20%	False	False	112,811
20	1.6448	1.5894	0.0554	3.5%	0.0133	0.8%	13%	False	False	102,638
40	1.6521	1.5894	0.0627	3.9%	0.0130	0.8%	11%	False	False	52,504
60	1.6708	1.5894	0.0814	5.1%	0.0113	0.7%	9%	False	False	35,034
80	1.6708	1.5894	0.0814	5.1%	0.0101	0.6%	9%	False	False	26,284
100	1.6708	1.5894	0.0814	5.1%	0.0082	0.5%	9%	False	False	21,028
120	1.6708	1.5750	0.0958	6.0%	0.0071	0.4%	23%	False	False	17,524

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	0.0039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6693
2.618	1.6457
1.618	1.6312
1.000	1.6222
0.618	1.6167
HIGH	1.6077
0.618	1.6022
0.500	1.6005
0.382	1.5987
LOW	1.5932
0.618	1.5842
1.000	1.5787
1.618	1.5697
2.618	1.5552
4.250	1.5316

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	1.6005	1.6029
PP	1.5992	1.6008
S1	1.5979	1.5987

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

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