CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	1.6431	1.6250	-0.0181	-1.1%	1.6379
High	1.6435	1.6394	-0.0041	-0.2%	1.6468
Low	1.6235	1.6222	-0.0013	-0.1%	1.6218
Close	1.6277	1.6356	0.0079	0.5%	1.6356
Range	0.0200	0.0172	-0.0028	-14.0%	0.0250
ATR	0.0147	0.0149	0.0002	1.2%	0.0000
Volume	129,431	133,609	4,178	3.2%	568,843

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6840	1.6770	1.6451
R3	1.6668	1.6598	1.6403
R2	1.6496	1.6496	1.6388
R1	1.6426	1.6426	1.6372	1.6461
PP	1.6324	1.6324	1.6324	1.6342
S1	1.6254	1.6254	1.6340	1.6289
S2	1.6152	1.6152	1.6324
S3	1.5980	1.6082	1.6309
S4	1.5808	1.5910	1.6261

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7097	1.6977	1.6494
R3	1.6847	1.6727	1.6425
R2	1.6597	1.6597	1.6402
R1	1.6477	1.6477	1.6379	1.6412
PP	1.6347	1.6347	1.6347	1.6315
S1	1.6227	1.6227	1.6333	1.6162
S2	1.6097	1.6097	1.6310
S3	1.5847	1.5977	1.6287
S4	1.5597	1.5727	1.6219

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%	0.0179	1.1%	55%	False	False	113,768
10	1.6468	1.6218	0.0250	1.5%	0.0159	1.0%	55%	False	False	100,458
20	1.6468	1.5768	0.0700	4.3%	0.0149	0.9%	84%	False	False	104,857
40	1.6468	1.5768	0.0700	4.3%	0.0141	0.9%	84%	False	False	107,192
60	1.6521	1.5768	0.0753	4.6%	0.0136	0.8%	78%	False	False	73,710
80	1.6708	1.5768	0.0940	5.7%	0.0123	0.8%	63%	False	False	55,306
100	1.6708	1.5768	0.0940	5.7%	0.0112	0.7%	63%	False	False	44,253
120	1.6708	1.5768	0.0940	5.7%	0.0095	0.6%	63%	False	False	36,878

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	0.0039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.7125
2.618	1.6844
1.618	1.6672
1.000	1.6566
0.618	1.6500
HIGH	1.6394
0.618	1.6328
0.500	1.6308
0.382	1.6288
LOW	1.6222
0.618	1.6116
1.000	1.6050
1.618	1.5944
2.618	1.5772
4.250	1.5491

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	1.6340	1.6347
PP	1.6324	1.6338
S1	1.6308	1.6329

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

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