CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	1.6299	1.6332	0.0033	0.2%	1.6462
High	1.6341	1.6430	0.0089	0.5%	1.6550
Low	1.6190	1.6316	0.0126	0.8%	1.6190
Close	1.6316	1.6389	0.0073	0.4%	1.6316
Range	0.0151	0.0114	-0.0037	-24.5%	0.0360
ATR	0.0122	0.0122	-0.0001	-0.5%	0.0000
Volume	266	209	-57	-21.4%	575

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6720	1.6669	1.6452
R3	1.6606	1.6555	1.6420
R2	1.6492	1.6492	1.6410
R1	1.6441	1.6441	1.6399	1.6467
PP	1.6378	1.6378	1.6378	1.6391
S1	1.6327	1.6327	1.6379	1.6353
S2	1.6264	1.6264	1.6368
S3	1.6150	1.6213	1.6358
S4	1.6036	1.6099	1.6326

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7432	1.7234	1.6514
R3	1.7072	1.6874	1.6415
R2	1.6712	1.6712	1.6382
R1	1.6514	1.6514	1.6349	1.6433
PP	1.6352	1.6352	1.6352	1.6312
S1	1.6154	1.6154	1.6283	1.6073
S2	1.5992	1.5992	1.6250
S3	1.5632	1.5794	1.6217
S4	1.5272	1.5434	1.6118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6550	1.6190	0.0360	2.2%	0.0122	0.7%	55%	False	False	136
10	1.6586	1.6190	0.0396	2.4%	0.0127	0.8%	50%	False	False	143
20	1.6586	1.6095	0.0491	3.0%	0.0128	0.8%	60%	False	False	110
40	1.6586	1.5802	0.0784	4.8%	0.0104	0.6%	75%	False	False	70
60	1.6586	1.5802	0.0784	4.8%	0.0086	0.5%	75%	False	False	53
80	1.6586	1.5802	0.0784	4.8%	0.0065	0.4%	75%	False	False	41
100	1.6702	1.5802	0.0900	5.5%	0.0054	0.3%	65%	False	False	33
120	1.6702	1.5802	0.0900	5.5%	0.0045	0.3%	65%	False	False	28

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6915
2.618	1.6728
1.618	1.6614
1.000	1.6544
0.618	1.6500
HIGH	1.6430
0.618	1.6386
0.500	1.6373
0.382	1.6360
LOW	1.6316
0.618	1.6246
1.000	1.6202
1.618	1.6132
2.618	1.6018
4.250	1.5832

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	1.6384	1.6363
PP	1.6378	1.6336
S1	1.6373	1.6310

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

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