CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	1.6053	1.5992	-0.0061	-0.4%	1.5951
High	1.6077	1.6005	-0.0072	-0.4%	1.6102
Low	1.5932	1.5929	-0.0003	0.0%	1.5894
Close	1.5966	1.5947	-0.0019	-0.1%	1.6049
Range	0.0145	0.0076	-0.0069	-47.6%	0.0208
ATR	0.0130	0.0126	-0.0004	-3.0%	0.0000
Volume	107,823	94,015	-13,808	-12.8%	561,145

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6188	1.6144	1.5989
R3	1.6112	1.6068	1.5968
R2	1.6036	1.6036	1.5961
R1	1.5992	1.5992	1.5954	1.5976
PP	1.5960	1.5960	1.5960	1.5953
S1	1.5916	1.5916	1.5940	1.5900
S2	1.5884	1.5884	1.5933
S3	1.5808	1.5840	1.5926
S4	1.5732	1.5764	1.5905

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	1.5929	0.0196	1.2%	0.0125	0.8%	9%	False	True	106,375
10	1.6125	1.5894	0.0231	1.4%	0.0120	0.8%	23%	False	False	109,731
20	1.6448	1.5894	0.0554	3.5%	0.0132	0.8%	10%	False	False	105,661
40	1.6521	1.5894	0.0627	3.9%	0.0130	0.8%	8%	False	False	54,851
60	1.6708	1.5894	0.0814	5.1%	0.0113	0.7%	7%	False	False	36,600
80	1.6708	1.5894	0.0814	5.1%	0.0102	0.6%	7%	False	False	27,459
100	1.6708	1.5894	0.0814	5.1%	0.0083	0.5%	7%	False	False	21,968
120	1.6708	1.5750	0.0958	6.0%	0.0072	0.4%	21%	False	False	18,308

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0038
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	1.6328
2.618	1.6204
1.618	1.6128
1.000	1.6081
0.618	1.6052
HIGH	1.6005
0.618	1.5976
0.500	1.5967
0.382	1.5958
LOW	1.5929
0.618	1.5882
1.000	1.5853
1.618	1.5806
2.618	1.5730
4.250	1.5606

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	1.5967	1.6027
PP	1.5960	1.6000
S1	1.5954	1.5974

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

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