CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	1.6041	1.6111	0.0070	0.4%	1.6017
High	1.6168	1.6156	-0.0012	-0.1%	1.6184
Low	1.6034	1.6057	0.0023	0.1%	1.5768
Close	1.6107	1.6150	0.0043	0.3%	1.6110
Range	0.0134	0.0099	-0.0035	-26.1%	0.0416
ATR	0.0134	0.0131	-0.0002	-1.9%	0.0000
Volume	105,253	96,294	-8,959	-8.5%	591,934

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6418	1.6383	1.6204
R3	1.6319	1.6284	1.6177
R2	1.6220	1.6220	1.6168
R1	1.6185	1.6185	1.6159	1.6203
PP	1.6121	1.6121	1.6121	1.6130
S1	1.6086	1.6086	1.6141	1.6104
S2	1.6022	1.6022	1.6132
S3	1.5923	1.5987	1.6123
S4	1.5824	1.5888	1.6096

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	1.5993	0.0191	1.2%	0.0113	0.7%	82%	False	False	98,600
10	1.6184	1.5768	0.0416	2.6%	0.0134	0.8%	92%	False	False	112,405
20	1.6246	1.5768	0.0478	3.0%	0.0133	0.8%	80%	False	False	112,608
40	1.6521	1.5768	0.0753	4.7%	0.0133	0.8%	51%	False	False	80,569
60	1.6708	1.5768	0.0940	5.8%	0.0125	0.8%	41%	False	False	53,754
80	1.6708	1.5768	0.0940	5.8%	0.0108	0.7%	41%	False	False	40,330
100	1.6708	1.5768	0.0940	5.8%	0.0095	0.6%	41%	False	False	32,268
120	1.6708	1.5768	0.0940	5.8%	0.0081	0.5%	41%	False	False	26,891

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6577
2.618	1.6415
1.618	1.6316
1.000	1.6255
0.618	1.6217
HIGH	1.6156
0.618	1.6118
0.500	1.6107
0.382	1.6095
LOW	1.6057
0.618	1.5996
1.000	1.5958
1.618	1.5897
2.618	1.5798
4.250	1.5636

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	1.6136	1.6127
PP	1.6121	1.6104
S1	1.6107	1.6081

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

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