CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	1.6297	1.6265	-0.0032	-0.2%	1.6268
High	1.6297	1.6382	0.0085	0.5%	1.6440
Low	1.6254	1.6265	0.0011	0.1%	1.6251
Close	1.6274	1.6397	0.0123	0.8%	1.6406
Range	0.0043	0.0117	0.0074	172.1%	0.0189
ATR	0.0090	0.0092	0.0002	2.1%	0.0000
Volume	44	22	-22	-50.0%	85

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6699	1.6665	1.6461
R3	1.6582	1.6548	1.6429
R2	1.6465	1.6465	1.6418
R1	1.6431	1.6431	1.6408	1.6448
PP	1.6348	1.6348	1.6348	1.6357
S1	1.6314	1.6314	1.6386	1.6331
S2	1.6231	1.6231	1.6376
S3	1.6114	1.6197	1.6365
S4	1.5997	1.6080	1.6333

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6933	1.6858	1.6510
R3	1.6744	1.6669	1.6458
R2	1.6555	1.6555	1.6441
R1	1.6480	1.6480	1.6423	1.6518
PP	1.6366	1.6366	1.6366	1.6384
S1	1.6291	1.6291	1.6389	1.6329
S2	1.6177	1.6177	1.6371
S3	1.5988	1.6102	1.6354
S4	1.5799	1.5913	1.6302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6456	1.6254	0.0202	1.2%	0.0109	0.7%	71%	False	False	31
10	1.6456	1.6130	0.0326	2.0%	0.0094	0.6%	82%	False	False	21
20	1.6456	1.5802	0.0654	4.0%	0.0079	0.5%	91%	False	False	27
40	1.6456	1.5802	0.0654	4.0%	0.0067	0.4%	91%	False	False	26
60	1.6456	1.5802	0.0654	4.0%	0.0047	0.3%	91%	False	False	19
80	1.6702	1.5802	0.0900	5.5%	0.0037	0.2%	66%	False	False	14
100	1.6702	1.5802	0.0900	5.5%	0.0030	0.2%	66%	False	False	12
120	1.6702	1.5802	0.0900	5.5%	0.0025	0.2%	66%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6879
2.618	1.6688
1.618	1.6571
1.000	1.6499
0.618	1.6454
HIGH	1.6382
0.618	1.6337
0.500	1.6324
0.382	1.6310
LOW	1.6265
0.618	1.6193
1.000	1.6148
1.618	1.6076
2.618	1.5959
4.250	1.5768

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	1.6373	1.6383
PP	1.6348	1.6369
S1	1.6324	1.6355

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

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