CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	1.6398	1.6282	-0.0116	-0.7%	1.6462
High	1.6398	1.6316	-0.0082	-0.5%	1.6550
Low	1.6247	1.6217	-0.0030	-0.2%	1.6190
Close	1.6289	1.6221	-0.0068	-0.4%	1.6316
Range	0.0151	0.0099	-0.0052	-34.4%	0.0360
ATR	0.0124	0.0122	-0.0002	-1.4%	0.0000
Volume	220	349	129	58.6%	575

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6548	1.6484	1.6275
R3	1.6449	1.6385	1.6248
R2	1.6350	1.6350	1.6239
R1	1.6286	1.6286	1.6230	1.6269
PP	1.6251	1.6251	1.6251	1.6243
S1	1.6187	1.6187	1.6212	1.6170
S2	1.6152	1.6152	1.6203
S3	1.6053	1.6088	1.6194
S4	1.5954	1.5989	1.6167

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	1.6430	1.6190	0.0240	1.5%	0.0129	0.8%	13%	False	False	225
10	1.6586	1.6190	0.0396	2.4%	0.0115	0.7%	8%	False	False	177
20	1.6586	1.6095	0.0491	3.0%	0.0132	0.8%	26%	False	False	135
40	1.6586	1.5802	0.0784	4.8%	0.0106	0.7%	53%	False	False	81
60	1.6586	1.5802	0.0784	4.8%	0.0089	0.5%	53%	False	False	62
80	1.6586	1.5802	0.0784	4.8%	0.0069	0.4%	53%	False	False	48
100	1.6702	1.5802	0.0900	5.5%	0.0056	0.3%	47%	False	False	38
120	1.6702	1.5802	0.0900	5.5%	0.0047	0.3%	47%	False	False	32

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6737
2.618	1.6575
1.618	1.6476
1.000	1.6415
0.618	1.6377
HIGH	1.6316
0.618	1.6278
0.500	1.6267
0.382	1.6255
LOW	1.6217
0.618	1.6156
1.000	1.6118
1.618	1.6057
2.618	1.5958
4.250	1.5796

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	1.6267	1.6324
PP	1.6251	1.6289
S1	1.6236	1.6255

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

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