CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	1.6379	1.6298	-0.0081	-0.5%	1.6319
High	1.6468	1.6321	-0.0147	-0.9%	1.6464
Low	1.6229	1.6218	-0.0011	-0.1%	1.6251
Close	1.6292	1.6289	-0.0003	0.0%	1.6423
Range	0.0239	0.0103	-0.0136	-56.9%	0.0213
ATR	0.0143	0.0140	-0.0003	-2.0%	0.0000
Volume	116,101	86,313	-29,788	-25.7%	435,744

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6585	1.6540	1.6346
R3	1.6482	1.6437	1.6317
R2	1.6379	1.6379	1.6308
R1	1.6334	1.6334	1.6298	1.6305
PP	1.6276	1.6276	1.6276	1.6262
S1	1.6231	1.6231	1.6280	1.6202
S2	1.6173	1.6173	1.6270
S3	1.6070	1.6128	1.6261
S4	1.5967	1.6025	1.6232

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7018	1.6934	1.6540
R3	1.6805	1.6721	1.6482
R2	1.6592	1.6592	1.6462
R1	1.6508	1.6508	1.6443	1.6550
PP	1.6379	1.6379	1.6379	1.6401
S1	1.6295	1.6295	1.6403	1.6337
S2	1.6166	1.6166	1.6384
S3	1.5953	1.6082	1.6364
S4	1.5740	1.5869	1.6306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6468	1.6218	0.0250	1.5%	0.0160	1.0%	28%	False	True	96,957
10	1.6468	1.6057	0.0411	2.5%	0.0142	0.9%	56%	False	False	92,841
20	1.6468	1.5768	0.0700	4.3%	0.0140	0.9%	74%	False	False	103,199
40	1.6468	1.5768	0.0700	4.3%	0.0136	0.8%	74%	False	False	100,969
60	1.6521	1.5768	0.0753	4.6%	0.0133	0.8%	69%	False	False	67,607
80	1.6708	1.5768	0.0940	5.8%	0.0119	0.7%	55%	False	False	50,729
100	1.6708	1.5768	0.0940	5.8%	0.0108	0.7%	55%	False	False	40,589
120	1.6708	1.5768	0.0940	5.8%	0.0091	0.6%	55%	False	False	33,825

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	0.0041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6759
2.618	1.6591
1.618	1.6488
1.000	1.6424
0.618	1.6385
HIGH	1.6321
0.618	1.6282
0.500	1.6270
0.382	1.6257
LOW	1.6218
0.618	1.6154
1.000	1.6115
1.618	1.6051
2.618	1.5948
4.250	1.5780

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	1.6283	1.6343
PP	1.6276	1.6325
S1	1.6270	1.6307

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

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