CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	1.5838	1.5860	0.0022	0.1%	1.6155
High	1.5886	1.5870	-0.0016	-0.1%	1.6205
Low	1.5772	1.5761	-0.0011	-0.1%	1.5842
Close	1.5811	1.5801	-0.0010	-0.1%	1.5862
Range	0.0114	0.0109	-0.0005	-4.4%	0.0363
ATR	0.0151	0.0148	-0.0003	-2.0%	0.0000
Volume	107,023	110,594	3,571	3.3%	498,301

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6138	1.6078	1.5861
R3	1.6029	1.5969	1.5831
R2	1.5920	1.5920	1.5821
R1	1.5860	1.5860	1.5811	1.5836
PP	1.5811	1.5811	1.5811	1.5798
S1	1.5751	1.5751	1.5791	1.5727
S2	1.5702	1.5702	1.5781
S3	1.5593	1.5642	1.5771
S4	1.5484	1.5533	1.5741

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	1.6082	1.5761	0.0321	2.0%	0.0133	0.8%	12%	False	True	109,472
10	1.6416	1.5761	0.0655	4.1%	0.0143	0.9%	6%	False	True	102,494
20	1.6615	1.5761	0.0854	5.4%	0.0149	0.9%	5%	False	True	92,998
40	1.6615	1.5761	0.0854	5.4%	0.0154	1.0%	5%	False	True	99,067
60	1.6615	1.5761	0.0854	5.4%	0.0147	0.9%	5%	False	True	102,793
80	1.6615	1.5761	0.0854	5.4%	0.0144	0.9%	5%	False	True	87,304
100	1.6708	1.5761	0.0947	6.0%	0.0135	0.9%	4%	False	True	69,867
120	1.6708	1.5761	0.0947	6.0%	0.0123	0.8%	4%	False	True	58,230

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6333
2.618	1.6155
1.618	1.6046
1.000	1.5979
0.618	1.5937
HIGH	1.5870
0.618	1.5828
0.500	1.5816
0.382	1.5803
LOW	1.5761
0.618	1.5694
1.000	1.5652
1.618	1.5585
2.618	1.5476
4.250	1.5298

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	1.5816	1.5875
PP	1.5811	1.5850
S1	1.5806	1.5826

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

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