CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	1.6017	1.5901	-0.0116	-0.7%	1.6050
High	1.6028	1.5938	-0.0090	-0.6%	1.6125
Low	1.5868	1.5768	-0.0100	-0.6%	1.5917
Close	1.5894	1.5924	0.0030	0.2%	1.6017
Range	0.0160	0.0170	0.0010	6.3%	0.0208
ATR	0.0130	0.0133	0.0003	2.2%	0.0000
Volume	113,842	145,002	31,160	27.4%	436,331

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6387	1.6325	1.6018
R3	1.6217	1.6155	1.5971
R2	1.6047	1.6047	1.5955
R1	1.5985	1.5985	1.5940	1.6016
PP	1.5877	1.5877	1.5877	1.5892
S1	1.5815	1.5815	1.5908	1.5846
S2	1.5707	1.5707	1.5893
S3	1.5537	1.5645	1.5877
S4	1.5367	1.5475	1.5831

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6644	1.6538	1.6131
R3	1.6436	1.6330	1.6074
R2	1.6228	1.6228	1.6055
R1	1.6122	1.6122	1.6036	1.6071
PP	1.6020	1.6020	1.6020	1.5994
S1	1.5914	1.5914	1.5998	1.5863
S2	1.5812	1.5812	1.5979
S3	1.5604	1.5706	1.5960
S4	1.5396	1.5498	1.5903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6077	1.5768	0.0309	1.9%	0.0140	0.9%	50%	False	True	118,425
10	1.6125	1.5768	0.0357	2.2%	0.0134	0.8%	44%	False	True	116,524
20	1.6423	1.5768	0.0655	4.1%	0.0133	0.8%	24%	False	True	110,540
40	1.6521	1.5768	0.0753	4.7%	0.0131	0.8%	21%	False	True	64,604
60	1.6708	1.5768	0.0940	5.9%	0.0118	0.7%	17%	False	True	43,099
80	1.6708	1.5768	0.0940	5.9%	0.0105	0.7%	17%	False	True	32,337
100	1.6708	1.5768	0.0940	5.9%	0.0088	0.6%	17%	False	True	25,871
120	1.6708	1.5750	0.0958	6.0%	0.0075	0.5%	18%	False	False	21,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0039
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.6661
2.618	1.6383
1.618	1.6213
1.000	1.6108
0.618	1.6043
HIGH	1.5938
0.618	1.5873
0.500	1.5853
0.382	1.5833
LOW	1.5768
0.618	1.5663
1.000	1.5598
1.618	1.5493
2.618	1.5323
4.250	1.5046

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	1.5900	1.5922
PP	1.5877	1.5920
S1	1.5853	1.5918

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

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