CME British Pound Future June 2012

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Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary Previous Current 23-Sep-2011 26-Sep-2011 Change Change % Previous Week Open 1.5391 1.5490 0.0099 0.6% 1.5652 High 1.5391 1.5490 0.0099 0.6% 1.5690 Low 1.5391 1.5490 0.0099 0.6% 1.5322 Close 1.5391 1.5490 0.0099 0.6% 1.5391 Range ATR 0.0078 0.0079 0.0002 2.0% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 26-Sep-2011 Classic Woodie Camarilla DeMark R4 1.5490 1.5490 1.5490 R3 1.5490 1.5490 1.5490 R2 1.5490 1.5490 1.5490 R1 1.5490 1.5490 1.5490 1.5490 PP 1.5490 1.5490 1.5490 1.5490 S1 1.5490 1.5490 1.5490 1.5490 S2 1.5490 1.5490 1.5490 S3 1.5490 1.5490 1.5490 S4 1.5490 1.5490 1.5490	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1.6572 1.6349 1.5593 R3 1.6204 1.5981 1.5492 R2 1.5836 1.5836 1.5458 R1 1.5613 1.5613 1.5425 1.5541 PP 1.5468 1.5468 1.5468 1.5431 S1 1.5245 1.5245 1.5357 1.5173 S2 1.5100 1.5100 1.5324 S3 1.4732 1.4877 1.5290 S4 1.4364 1.4509 1.5189
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5690 1.5322 0.0368 2.4% 0.0000 0.0% 46% False False 2 10 1.5768 1.5322 0.0446 2.9% 0.0000 0.0% 38% False False 2 20 1.6352 1.5322 0.1030 6.6% 0.0000 0.0% 16% False False 2 40 1.6514 1.5322 0.1192 7.7% 0.0000 0.0% 14% False False 2
Crabel Price Patterns NR False 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 0.0000	Fibonacci Retracements and Extensions 4.250 1.5490 2.618 1.5490 1.618 1.5490 1.000 1.5490 0.618 1.5490 HIGH 1.5490 0.618 1.5490 0.500 1.5490 0.382 1.5490 LOW 1.5490 0.618 1.5490 1.000 1.5490 1.618 1.5490 2.618 1.5490 4.250 1.5490
Fisher Pivots for day following 26-Sep-2011 Pivot 1 day 3 day R1 1.5490 1.5462 PP 1.5490 1.5434 S1 1.5490 1.5406

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