CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	1.5965	1.5956	-0.0009	-0.1%	1.6148
High	1.6067	1.5972	-0.0095	-0.6%	1.6189
Low	1.5900	1.5828	-0.0072	-0.5%	1.5828
Close	1.5951	1.5848	-0.0103	-0.6%	1.5848
Range	0.0167	0.0144	-0.0023	-13.8%	0.0361
ATR	0.0131	0.0132	0.0001	0.7%	0.0000
Volume	8,023	13,045	5,022	62.6%	28,367

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6315	1.6225	1.5927
R3	1.6171	1.6081	1.5888
R2	1.6027	1.6027	1.5874
R1	1.5937	1.5937	1.5861	1.5910
PP	1.5883	1.5883	1.5883	1.5869
S1	1.5793	1.5793	1.5835	1.5766
S2	1.5739	1.5739	1.5822
S3	1.5595	1.5649	1.5808
S4	1.5451	1.5505	1.5769

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7038	1.6804	1.6047
R3	1.6677	1.6443	1.5947
R2	1.6316	1.6316	1.5914
R1	1.6082	1.6082	1.5881	1.6019
PP	1.5955	1.5955	1.5955	1.5923
S1	1.5721	1.5721	1.5815	1.5658
S2	1.5594	1.5594	1.5782
S3	1.5233	1.5360	1.5749
S4	1.4872	1.4999	1.5649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6234	1.5828	0.0406	2.6%	0.0157	1.0%	5%	False	True	5,766
10	1.6430	1.5828	0.0602	3.8%	0.0141	0.9%	3%	False	True	3,038
20	1.6586	1.5828	0.0758	4.8%	0.0133	0.8%	3%	False	True	1,573
40	1.6586	1.5828	0.0758	4.8%	0.0116	0.7%	3%	False	True	808
60	1.6586	1.5802	0.0784	4.9%	0.0100	0.6%	6%	False	False	549
80	1.6586	1.5802	0.0784	4.9%	0.0080	0.5%	6%	False	False	414
100	1.6702	1.5802	0.0900	5.7%	0.0065	0.4%	5%	False	False	332
120	1.6702	1.5802	0.0900	5.7%	0.0055	0.3%	5%	False	False	277

Crabel Price Patterns
NR	True
NR4	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6584
2.618	1.6349
1.618	1.6205
1.000	1.6116
0.618	1.6061
HIGH	1.5972
0.618	1.5917
0.500	1.5900
0.382	1.5883
LOW	1.5828
0.618	1.5739
1.000	1.5684
1.618	1.5595
2.618	1.5451
4.250	1.5216

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	1.5900	1.5948
PP	1.5883	1.5914
S1	1.5865	1.5881

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

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