CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	1.5956	1.5838	-0.0118	-0.7%	1.6155
High	1.5989	1.5886	-0.0103	-0.6%	1.6205
Low	1.5842	1.5772	-0.0070	-0.4%	1.5842
Close	1.5862	1.5811	-0.0051	-0.3%	1.5862
Range	0.0147	0.0114	-0.0033	-22.4%	0.0363
ATR	0.0154	0.0151	-0.0003	-1.9%	0.0000
Volume	119,563	107,023	-12,540	-10.5%	498,301

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6165	1.6102	1.5874
R3	1.6051	1.5988	1.5842
R2	1.5937	1.5937	1.5832
R1	1.5874	1.5874	1.5821	1.5849
PP	1.5823	1.5823	1.5823	1.5810
S1	1.5760	1.5760	1.5801	1.5735
S2	1.5709	1.5709	1.5790
S3	1.5595	1.5646	1.5780
S4	1.5481	1.5532	1.5748

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7059	1.6823	1.6062
R3	1.6696	1.6460	1.5962
R2	1.6333	1.6333	1.5929
R1	1.6097	1.6097	1.5895	1.6034
PP	1.5970	1.5970	1.5970	1.5938
S1	1.5734	1.5734	1.5829	1.5671
S2	1.5607	1.5607	1.5795
S3	1.5244	1.5371	1.5762
S4	1.4881	1.5008	1.5662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6205	1.5772	0.0433	2.7%	0.0169	1.1%	9%	False	True	121,064
10	1.6451	1.5772	0.0679	4.3%	0.0144	0.9%	6%	False	True	96,653
20	1.6615	1.5772	0.0843	5.3%	0.0151	1.0%	5%	False	True	90,920
40	1.6615	1.5772	0.0843	5.3%	0.0155	1.0%	5%	False	True	98,930
60	1.6615	1.5768	0.0847	5.4%	0.0147	0.9%	5%	False	False	102,380
80	1.6615	1.5768	0.0847	5.4%	0.0144	0.9%	5%	False	False	85,925
100	1.6708	1.5768	0.0940	5.9%	0.0135	0.9%	5%	False	False	68,761
120	1.6708	1.5768	0.0940	5.9%	0.0123	0.8%	5%	False	False	57,310

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0030
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6371
2.618	1.6184
1.618	1.6070
1.000	1.6000
0.618	1.5956
HIGH	1.5886
0.618	1.5842
0.500	1.5829
0.382	1.5816
LOW	1.5772
0.618	1.5702
1.000	1.5658
1.618	1.5588
2.618	1.5474
4.250	1.5288

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	1.5829	1.5927
PP	1.5823	1.5888
S1	1.5817	1.5850

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

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