CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	1.5752	1.5786	0.0034	0.2%	1.5810
High	1.5852	1.5826	-0.0026	-0.2%	1.5872
Low	1.5719	1.5729	0.0010	0.1%	1.5692
Close	1.5793	1.5774	-0.0019	-0.1%	1.5774
Range	0.0133	0.0097	-0.0036	-27.1%	0.0180
ATR	0.0128	0.0126	-0.0002	-1.7%	0.0000
Volume	90,918	83,304	-7,614	-8.4%	278,790

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6067	1.6018	1.5827
R3	1.5970	1.5921	1.5801
R2	1.5873	1.5873	1.5792
R1	1.5824	1.5824	1.5783	1.5800
PP	1.5776	1.5776	1.5776	1.5765
S1	1.5727	1.5727	1.5765	1.5703
S2	1.5679	1.5679	1.5756
S3	1.5582	1.5630	1.5747
S4	1.5485	1.5533	1.5721

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6319	1.6227	1.5873
R3	1.6139	1.6047	1.5824
R2	1.5959	1.5959	1.5807
R1	1.5867	1.5867	1.5791	1.5823
PP	1.5779	1.5779	1.5779	1.5758
S1	1.5687	1.5687	1.5758	1.5643
S2	1.5599	1.5599	1.5741
S3	1.5419	1.5507	1.5725
S4	1.5239	1.5327	1.5675

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5872	1.5692	0.0180	1.1%	0.0112	0.7%	46%	False	False	55,758
10	1.6234	1.5692	0.0542	3.4%	0.0134	0.9%	15%	False	False	30,762
20	1.6586	1.5692	0.0894	5.7%	0.0125	0.8%	9%	False	False	15,489
40	1.6586	1.5692	0.0894	5.7%	0.0123	0.8%	9%	False	False	7,776
60	1.6586	1.5692	0.0894	5.7%	0.0107	0.7%	9%	False	False	5,194
80	1.6586	1.5692	0.0894	5.7%	0.0087	0.5%	9%	False	False	3,899
100	1.6702	1.5692	0.1010	6.4%	0.0070	0.4%	8%	False	False	3,120
120	1.6702	1.5692	0.1010	6.4%	0.0059	0.4%	8%	False	False	2,600

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6238
2.618	1.6080
1.618	1.5983
1.000	1.5923
0.618	1.5886
HIGH	1.5826
0.618	1.5789
0.500	1.5778
0.382	1.5766
LOW	1.5729
0.618	1.5669
1.000	1.5632
1.618	1.5572
2.618	1.5475
4.250	1.5317

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	1.5778	1.5773
PP	1.5776	1.5773
S1	1.5775	1.5772

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

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