CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	1.6118	1.6041	-0.0077	-0.5%	1.6017
High	1.6125	1.6168	0.0043	0.3%	1.6184
Low	1.5993	1.6034	0.0041	0.3%	1.5768
Close	1.6034	1.6107	0.0073	0.5%	1.6110
Range	0.0132	0.0134	0.0002	1.5%	0.0416
ATR	0.0134	0.0134	0.0000	0.0%	0.0000
Volume	105,114	105,253	139	0.1%	591,934

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6505	1.6440	1.6181
R3	1.6371	1.6306	1.6144
R2	1.6237	1.6237	1.6132
R1	1.6172	1.6172	1.6119	1.6205
PP	1.6103	1.6103	1.6103	1.6119
S1	1.6038	1.6038	1.6095	1.6071
S2	1.5969	1.5969	1.6082
S3	1.5835	1.5904	1.6070
S4	1.5701	1.5770	1.6033

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	1.5891	0.0293	1.8%	0.0137	0.9%	74%	False	False	108,691
10	1.6184	1.5768	0.0416	2.6%	0.0139	0.9%	81%	False	False	113,558
20	1.6246	1.5768	0.0478	3.0%	0.0133	0.8%	71%	False	False	111,521
40	1.6521	1.5768	0.0753	4.7%	0.0134	0.8%	45%	False	False	78,168
60	1.6708	1.5768	0.0940	5.8%	0.0124	0.8%	36%	False	False	52,151
80	1.6708	1.5768	0.0940	5.8%	0.0107	0.7%	36%	False	False	39,127
100	1.6708	1.5768	0.0940	5.8%	0.0094	0.6%	36%	False	False	31,305
120	1.6708	1.5768	0.0940	5.8%	0.0080	0.5%	36%	False	False	26,089

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6738
2.618	1.6519
1.618	1.6385
1.000	1.6302
0.618	1.6251
HIGH	1.6168
0.618	1.6117
0.500	1.6101
0.382	1.6085
LOW	1.6034
0.618	1.5951
1.000	1.5900
1.618	1.5817
2.618	1.5683
4.250	1.5465

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	1.6105	1.6098
PP	1.6103	1.6089
S1	1.6101	1.6081

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

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