CME British Pound Future June 2012

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Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary Previous Current 27-Sep-2011 28-Sep-2011 Change Change % Previous Week Open 1.5621 1.5568 -0.0053 -0.3% 1.5652 High 1.5621 1.5568 -0.0053 -0.3% 1.5690 Low 1.5621 1.5568 -0.0053 -0.3% 1.5322 Close 1.5621 1.5568 -0.0053 -0.3% 1.5391 Range ATR 0.0083 0.0081 -0.0002 -2.6% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 28-Sep-2011 Classic Woodie Camarilla DeMark R4 1.5568 1.5568 1.5568 R3 1.5568 1.5568 1.5568 R2 1.5568 1.5568 1.5568 R1 1.5568 1.5568 1.5568 1.5568 PP 1.5568 1.5568 1.5568 1.5568 S1 1.5568 1.5568 1.5568 1.5568 S2 1.5568 1.5568 1.5568 S3 1.5568 1.5568 1.5568 S4 1.5568 1.5568 1.5568	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 1.5621 1.5322 0.0299 1.9% 0.0000 0.0% 82% False False 2 10 1.5766 1.5322 0.0444 2.9% 0.0000 0.0% 55% False False 2 20 1.6186 1.5322 0.0864 5.5% 0.0000 0.0% 28% False False 2 40 1.6514 1.5322 0.1192 7.7% 0.0000 0.0% 21% 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 1.5568 2.618 1.5568 1.618 1.5568 1.000 1.5568 0.618 1.5568 HIGH 1.5568 0.618 1.5568 0.500 1.5568 0.382 1.5568 LOW 1.5568 0.618 1.5568 1.000 1.5568 1.618 1.5568 2.618 1.5568 4.250 1.5568
Fisher Pivots for day following 28-Sep-2011 Pivot 1 day 3 day R1 1.5568 1.5564 PP 1.5568 1.5560 S1 1.5568 1.5556

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