CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	1.6400	1.6502	0.0102	0.6%	1.6454
High	1.6560	1.6509	-0.0051	-0.3%	1.6460
Low	1.6327	1.6400	0.0073	0.4%	1.6095
Close	1.6547	1.6483	-0.0064	-0.4%	1.6261
Range	0.0233	0.0109	-0.0124	-53.2%	0.0365
ATR	0.0123	0.0125	0.0002	1.4%	0.0000
Volume	69	115	46	66.7%	546

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6791	1.6746	1.6543
R3	1.6682	1.6637	1.6513
R2	1.6573	1.6573	1.6503
R1	1.6528	1.6528	1.6493	1.6496
PP	1.6464	1.6464	1.6464	1.6448
S1	1.6419	1.6419	1.6473	1.6387
S2	1.6355	1.6355	1.6463
S3	1.6246	1.6310	1.6453
S4	1.6137	1.6201	1.6423

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7367	1.7179	1.6462
R3	1.7002	1.6814	1.6361
R2	1.6637	1.6637	1.6328
R1	1.6449	1.6449	1.6294	1.6361
PP	1.6272	1.6272	1.6272	1.6228
S1	1.6084	1.6084	1.6228	1.5996
S2	1.5907	1.5907	1.6194
S3	1.5542	1.5719	1.6161
S4	1.5177	1.5354	1.6060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6560	1.6165	0.0395	2.4%	0.0145	0.9%	81%	False	False	94
10	1.6560	1.6095	0.0465	2.8%	0.0145	0.9%	83%	False	False	101
20	1.6560	1.6095	0.0465	2.8%	0.0120	0.7%	83%	False	False	63
40	1.6560	1.5802	0.0758	4.6%	0.0098	0.6%	90%	False	False	47
60	1.6560	1.5802	0.0758	4.6%	0.0074	0.4%	90%	False	False	35
80	1.6702	1.5802	0.0900	5.5%	0.0057	0.3%	76%	False	False	27
100	1.6702	1.5802	0.0900	5.5%	0.0046	0.3%	76%	False	False	22
120	1.6702	1.5802	0.0900	5.5%	0.0039	0.2%	76%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6972
2.618	1.6794
1.618	1.6685
1.000	1.6618
0.618	1.6576
HIGH	1.6509
0.618	1.6467
0.500	1.6455
0.382	1.6442
LOW	1.6400
0.618	1.6333
1.000	1.6291
1.618	1.6224
2.618	1.6115
4.250	1.5937

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	1.6474	1.6467
PP	1.6464	1.6452
S1	1.6455	1.6436

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

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