CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	1.5810	1.5842	0.0032	0.2%	1.6148
High	1.5872	1.5857	-0.0015	-0.1%	1.6189
Low	1.5759	1.5750	-0.0009	-0.1%	1.5828
Close	1.5799	1.5789	-0.0010	-0.1%	1.5848
Range	0.0113	0.0107	-0.0006	-5.3%	0.0361
ATR	0.0131	0.0129	-0.0002	-1.3%	0.0000
Volume	16,390	27,063	10,673	65.1%	28,367

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6120	1.6061	1.5848
R3	1.6013	1.5954	1.5818
R2	1.5906	1.5906	1.5809
R1	1.5847	1.5847	1.5799	1.5823
PP	1.5799	1.5799	1.5799	1.5787
S1	1.5740	1.5740	1.5779	1.5716
S2	1.5692	1.5692	1.5769
S3	1.5585	1.5633	1.5760
S4	1.5478	1.5526	1.5730

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	1.6067	1.5750	0.0317	2.0%	0.0129	0.8%	12%	False	True	13,515
10	1.6398	1.5750	0.0648	4.1%	0.0137	0.9%	6%	False	True	7,336
20	1.6586	1.5750	0.0836	5.3%	0.0132	0.8%	5%	False	True	3,740
40	1.6586	1.5750	0.0836	5.3%	0.0119	0.8%	5%	False	True	1,894
60	1.6586	1.5750	0.0836	5.3%	0.0101	0.6%	5%	False	True	1,272
80	1.6586	1.5750	0.0836	5.3%	0.0082	0.5%	5%	False	True	957
100	1.6702	1.5750	0.0952	6.0%	0.0068	0.4%	4%	False	True	766
120	1.6702	1.5750	0.0952	6.0%	0.0057	0.4%	4%	False	True	639

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6312
2.618	1.6137
1.618	1.6030
1.000	1.5964
0.618	1.5923
HIGH	1.5857
0.618	1.5816
0.500	1.5804
0.382	1.5791
LOW	1.5750
0.618	1.5684
1.000	1.5643
1.618	1.5577
2.618	1.5470
4.250	1.5295

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	1.5804	1.5861
PP	1.5799	1.5837
S1	1.5794	1.5813

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

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