CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	1.6412	1.6319	-0.0093	-0.6%	1.6118
High	1.6460	1.6372	-0.0088	-0.5%	1.6323
Low	1.6303	1.6284	-0.0019	-0.1%	1.5993
Close	1.6317	1.6336	0.0019	0.1%	1.6296
Range	0.0157	0.0088	-0.0069	-43.9%	0.0330
ATR	0.0132	0.0129	-0.0003	-2.4%	0.0000
Volume	96,442	72,845	-23,597	-24.5%	500,621

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6595	1.6553	1.6384
R3	1.6507	1.6465	1.6360
R2	1.6419	1.6419	1.6352
R1	1.6377	1.6377	1.6344	1.6398
PP	1.6331	1.6331	1.6331	1.6341
S1	1.6289	1.6289	1.6328	1.6310
S2	1.6243	1.6243	1.6320
S3	1.6155	1.6201	1.6312
S4	1.6067	1.6113	1.6288

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7194	1.7075	1.6478
R3	1.6864	1.6745	1.6387
R2	1.6534	1.6534	1.6357
R1	1.6415	1.6415	1.6326	1.6475
PP	1.6204	1.6204	1.6204	1.6234
S1	1.6085	1.6085	1.6266	1.6145
S2	1.5874	1.5874	1.6236
S3	1.5544	1.5755	1.6205
S4	1.5214	1.5425	1.6115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6460	1.6251	0.0209	1.3%	0.0110	0.7%	41%	False	False	79,196
10	1.6460	1.5993	0.0467	2.9%	0.0123	0.8%	73%	False	False	90,602
20	1.6460	1.5768	0.0692	4.2%	0.0133	0.8%	82%	False	False	103,926
40	1.6460	1.5768	0.0692	4.2%	0.0132	0.8%	82%	False	False	93,441
60	1.6536	1.5768	0.0768	4.7%	0.0129	0.8%	74%	False	False	62,356
80	1.6708	1.5768	0.0940	5.8%	0.0114	0.7%	60%	False	False	46,787
100	1.6708	1.5768	0.0940	5.8%	0.0102	0.6%	60%	False	False	37,434
120	1.6708	1.5768	0.0940	5.8%	0.0086	0.5%	60%	False	False	31,196

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6746
2.618	1.6602
1.618	1.6514
1.000	1.6460
0.618	1.6426
HIGH	1.6372
0.618	1.6338
0.500	1.6328
0.382	1.6318
LOW	1.6284
0.618	1.6230
1.000	1.6196
1.618	1.6142
2.618	1.6054
4.250	1.5910

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	1.6333	1.6358
PP	1.6331	1.6351
S1	1.6328	1.6343

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

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