CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	1.6475	1.6353	-0.0122	-0.7%	1.6265
High	1.6475	1.6374	-0.0101	-0.6%	1.6586
Low	1.6358	1.6244	-0.0114	-0.7%	1.6250
Close	1.6351	1.6265	-0.0086	-0.5%	1.6462
Range	0.0117	0.0130	0.0013	11.1%	0.0336
ATR	0.0119	0.0120	0.0001	0.7%	0.0000
Volume	99	81	-18	-18.2%	717

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6684	1.6605	1.6337
R3	1.6554	1.6475	1.6301
R2	1.6424	1.6424	1.6289
R1	1.6345	1.6345	1.6277	1.6320
PP	1.6294	1.6294	1.6294	1.6282
S1	1.6215	1.6215	1.6253	1.6190
S2	1.6164	1.6164	1.6241
S3	1.6034	1.6085	1.6229
S4	1.5904	1.5955	1.6194

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7441	1.7287	1.6647
R3	1.7105	1.6951	1.6554
R2	1.6769	1.6769	1.6524
R1	1.6615	1.6615	1.6493	1.6692
PP	1.6433	1.6433	1.6433	1.6471
S1	1.6279	1.6279	1.6431	1.6356
S2	1.6097	1.6097	1.6400
S3	1.5761	1.5943	1.6370
S4	1.5425	1.5607	1.6277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6586	1.6244	0.0342	2.1%	0.0106	0.7%	6%	False	True	122
10	1.6586	1.6165	0.0421	2.6%	0.0125	0.8%	24%	False	False	108
20	1.6586	1.6095	0.0491	3.0%	0.0130	0.8%	35%	False	False	89
40	1.6586	1.5802	0.0784	4.8%	0.0102	0.6%	59%	False	False	60
60	1.6586	1.5802	0.0784	4.8%	0.0083	0.5%	59%	False	False	45
80	1.6586	1.5802	0.0784	4.8%	0.0062	0.4%	59%	False	False	35
100	1.6702	1.5802	0.0900	5.5%	0.0051	0.3%	51%	False	False	28
120	1.6702	1.5802	0.0900	5.5%	0.0043	0.3%	51%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6927
2.618	1.6714
1.618	1.6584
1.000	1.6504
0.618	1.6454
HIGH	1.6374
0.618	1.6324
0.500	1.6309
0.382	1.6294
LOW	1.6244
0.618	1.6164
1.000	1.6114
1.618	1.6034
2.618	1.5904
4.250	1.5692

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	1.6309	1.6397
PP	1.6294	1.6353
S1	1.6280	1.6309

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

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