CME British Pound Future December 2011

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

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	1.5562	1.5595	0.0033	0.2%	1.5463
High	1.5706	1.5656	-0.0050	-0.3%	1.5706
Low	1.5532	1.5521	-0.0011	-0.1%	1.5412
Close	1.5579	1.5609	0.0030	0.2%	1.5609
Range	0.0174	0.0135	-0.0039	-22.4%	0.0294
ATR	0.0146	0.0146	-0.0001	-0.6%	0.0000
Volume	112,639	115,690	3,051	2.7%	562,962

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6000	1.5940	1.5683
R3	1.5865	1.5805	1.5646
R2	1.5730	1.5730	1.5634
R1	1.5670	1.5670	1.5621	1.5700
PP	1.5595	1.5595	1.5595	1.5611
S1	1.5535	1.5535	1.5597	1.5565
S2	1.5460	1.5460	1.5584
S3	1.5325	1.5400	1.5572
S4	1.5190	1.5265	1.5535

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6458	1.6327	1.5771
R3	1.6164	1.6033	1.5690
R2	1.5870	1.5870	1.5663
R1	1.5739	1.5739	1.5636	1.5805
PP	1.5576	1.5576	1.5576	1.5608
S1	1.5445	1.5445	1.5582	1.5511
S2	1.5282	1.5282	1.5555
S3	1.4988	1.5151	1.5528
S4	1.4694	1.4857	1.5447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5706	1.5412	0.0294	1.9%	0.0150	1.0%	67%	False	False	112,592
10	1.5741	1.5316	0.0425	2.7%	0.0157	1.0%	69%	False	False	117,485
20	1.6234	1.5316	0.0918	5.9%	0.0145	0.9%	32%	False	False	74,123
40	1.6586	1.5316	0.1270	8.1%	0.0138	0.9%	23%	False	False	37,141
60	1.6586	1.5316	0.1270	8.1%	0.0121	0.8%	23%	False	False	24,770
80	1.6586	1.5316	0.1270	8.1%	0.0104	0.7%	23%	False	False	18,584
100	1.6586	1.5316	0.1270	8.1%	0.0085	0.5%	23%	False	False	14,868
120	1.6702	1.5316	0.1386	8.9%	0.0072	0.5%	21%	False	False	12,390

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	0.0032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6230
2.618	1.6009
1.618	1.5874
1.000	1.5791
0.618	1.5739
HIGH	1.5656
0.618	1.5604
0.500	1.5589
0.382	1.5573
LOW	1.5521
0.618	1.5438
1.000	1.5386
1.618	1.5303
2.618	1.5168
4.250	1.4947

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	1.5602	1.5614
PP	1.5595	1.5612
S1	1.5589	1.5611

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

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