CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	1.6130	1.6118	-0.0012	-0.1%	1.6017
High	1.6164	1.6125	-0.0039	-0.2%	1.6184
Low	1.6064	1.5993	-0.0071	-0.4%	1.5768
Close	1.6110	1.6034	-0.0076	-0.5%	1.6110
Range	0.0100	0.0132	0.0032	32.0%	0.0416
ATR	0.0134	0.0134	0.0000	-0.1%	0.0000
Volume	82,742	105,114	22,372	27.0%	591,934

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6447	1.6372	1.6107
R3	1.6315	1.6240	1.6070
R2	1.6183	1.6183	1.6058
R1	1.6108	1.6108	1.6046	1.6080
PP	1.6051	1.6051	1.6051	1.6036
S1	1.5976	1.5976	1.6022	1.5948
S2	1.5919	1.5919	1.6010
S3	1.5787	1.5844	1.5998
S4	1.5655	1.5712	1.5961

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%	0.0144	0.9%	64%	False	False	116,641
10	1.6184	1.5768	0.0416	2.6%	0.0140	0.9%	64%	False	False	113,337
20	1.6246	1.5768	0.0478	3.0%	0.0132	0.8%	56%	False	False	110,244
40	1.6521	1.5768	0.0753	4.7%	0.0134	0.8%	35%	False	False	75,542
60	1.6708	1.5768	0.0940	5.9%	0.0123	0.8%	28%	False	False	50,400
80	1.6708	1.5768	0.0940	5.9%	0.0108	0.7%	28%	False	False	37,812
100	1.6708	1.5768	0.0940	5.9%	0.0093	0.6%	28%	False	False	30,253
120	1.6708	1.5768	0.0940	5.9%	0.0079	0.5%	28%	False	False	25,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6686
2.618	1.6471
1.618	1.6339
1.000	1.6257
0.618	1.6207
HIGH	1.6125
0.618	1.6075
0.500	1.6059
0.382	1.6043
LOW	1.5993
0.618	1.5911
1.000	1.5861
1.618	1.5779
2.618	1.5647
4.250	1.5432

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	1.6059	1.6089
PP	1.6051	1.6070
S1	1.6042	1.6052

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

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