CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	1.6151	1.6130	-0.0021	-0.1%	1.6017
High	1.6184	1.6164	-0.0020	-0.1%	1.6184
Low	1.6084	1.6064	-0.0020	-0.1%	1.5768
Close	1.6117	1.6110	-0.0007	0.0%	1.6110
Range	0.0100	0.0100	0.0000	0.0%	0.0416
ATR	0.0137	0.0134	-0.0003	-1.9%	0.0000
Volume	103,599	82,742	-20,857	-20.1%	591,934

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6413	1.6361	1.6165
R3	1.6313	1.6261	1.6138
R2	1.6213	1.6213	1.6128
R1	1.6161	1.6161	1.6119	1.6137
PP	1.6113	1.6113	1.6113	1.6101
S1	1.6061	1.6061	1.6101	1.6037
S2	1.6013	1.6013	1.6092
S3	1.5913	1.5961	1.6083
S4	1.5813	1.5861	1.6055

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7269	1.7105	1.6339
R3	1.6853	1.6689	1.6224
R2	1.6437	1.6437	1.6186
R1	1.6273	1.6273	1.6148	1.6355
PP	1.6021	1.6021	1.6021	1.6062
S1	1.5857	1.5857	1.6072	1.5939
S2	1.5605	1.5605	1.6034
S3	1.5189	1.5441	1.5996
S4	1.4773	1.5025	1.5881

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6184	1.5768	0.0416	2.6%	0.0150	0.9%	82%	False	False	118,386
10	1.6184	1.5768	0.0416	2.6%	0.0138	0.9%	82%	False	False	112,916
20	1.6246	1.5768	0.0478	3.0%	0.0131	0.8%	72%	False	False	109,280
40	1.6521	1.5768	0.0753	4.7%	0.0133	0.8%	45%	False	False	72,919
60	1.6708	1.5768	0.0940	5.8%	0.0122	0.8%	36%	False	False	48,648
80	1.6708	1.5768	0.0940	5.8%	0.0107	0.7%	36%	False	False	36,500
100	1.6708	1.5768	0.0940	5.8%	0.0092	0.6%	36%	False	False	29,201
120	1.6708	1.5750	0.0958	5.9%	0.0078	0.5%	38%	False	False	24,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035

Fibonacci Retracements and Extensions
4.250	1.6589
2.618	1.6426
1.618	1.6326
1.000	1.6264
0.618	1.6226
HIGH	1.6164
0.618	1.6126
0.500	1.6114
0.382	1.6102
LOW	1.6064
0.618	1.6002
1.000	1.5964
1.618	1.5902
2.618	1.5802
4.250	1.5639

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	1.6114	1.6086
PP	1.6113	1.6062
S1	1.6111	1.6038

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

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