CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	1.6332	1.6398	0.0066	0.4%	1.6462
High	1.6430	1.6398	-0.0032	-0.2%	1.6550
Low	1.6316	1.6247	-0.0069	-0.4%	1.6190
Close	1.6389	1.6289	-0.0100	-0.6%	1.6316
Range	0.0114	0.0151	0.0037	32.5%	0.0360
ATR	0.0122	0.0124	0.0002	1.7%	0.0000
Volume	209	220	11	5.3%	575

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6764	1.6678	1.6372
R3	1.6613	1.6527	1.6331
R2	1.6462	1.6462	1.6317
R1	1.6376	1.6376	1.6303	1.6344
PP	1.6311	1.6311	1.6311	1.6295
S1	1.6225	1.6225	1.6275	1.6193
S2	1.6160	1.6160	1.6261
S3	1.6009	1.6074	1.6247
S4	1.5858	1.5923	1.6206

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	1.6475	1.6190	0.0285	1.7%	0.0133	0.8%	35%	False	False	175
10	1.6586	1.6190	0.0396	2.4%	0.0129	0.8%	25%	False	False	149
20	1.6586	1.6095	0.0491	3.0%	0.0133	0.8%	40%	False	False	119
40	1.6586	1.5802	0.0784	4.8%	0.0104	0.6%	62%	False	False	74
60	1.6586	1.5802	0.0784	4.8%	0.0089	0.5%	62%	False	False	56
80	1.6586	1.5802	0.0784	4.8%	0.0067	0.4%	62%	False	False	43
100	1.6702	1.5802	0.0900	5.5%	0.0055	0.3%	54%	False	False	35
120	1.6702	1.5802	0.0900	5.5%	0.0046	0.3%	54%	False	False	29

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7040
2.618	1.6793
1.618	1.6642
1.000	1.6549
0.618	1.6491
HIGH	1.6398
0.618	1.6340
0.500	1.6323
0.382	1.6305
LOW	1.6247
0.618	1.6154
1.000	1.6096
1.618	1.6003
2.618	1.5852
4.250	1.5605

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	1.6323	1.6310
PP	1.6311	1.6303
S1	1.6300	1.6296

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

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