CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	1.5599	1.5620	0.0021	0.1%	1.5732
High	1.5684	1.5676	-0.0008	-0.1%	1.5739
Low	1.5562	1.5571	0.0009	0.1%	1.5488
Close	1.5638	1.5648	0.0010	0.1%	1.5643
Range	0.0122	0.0105	-0.0017	-13.9%	0.0251
ATR	0.0124	0.0123	-0.0001	-1.1%	0.0000
Volume	85,808	91,856	6,048	7.0%	576,905

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5947	1.5902	1.5706
R3	1.5842	1.5797	1.5677
R2	1.5737	1.5737	1.5667
R1	1.5692	1.5692	1.5658	1.5715
PP	1.5632	1.5632	1.5632	1.5643
S1	1.5587	1.5587	1.5638	1.5610
S2	1.5527	1.5527	1.5629
S3	1.5422	1.5482	1.5619
S4	1.5317	1.5377	1.5590

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6376	1.6261	1.5781
R3	1.6125	1.6010	1.5712
R2	1.5874	1.5874	1.5689
R1	1.5759	1.5759	1.5666	1.5691
PP	1.5623	1.5623	1.5623	1.5590
S1	1.5508	1.5508	1.5620	1.5440
S2	1.5372	1.5372	1.5597
S3	1.5121	1.5257	1.5574
S4	1.4870	1.5006	1.5505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5684	1.5488	0.0196	1.3%	0.0136	0.9%	82%	False	False	108,520
10	1.5767	1.5469	0.0298	1.9%	0.0137	0.9%	60%	False	False	113,570
20	1.5767	1.5390	0.0377	2.4%	0.0126	0.8%	68%	False	False	107,020
40	1.5773	1.5390	0.0383	2.4%	0.0121	0.8%	67%	False	False	94,144
60	1.6087	1.5266	0.0821	5.2%	0.0118	0.8%	47%	False	False	64,040
80	1.6276	1.5266	0.1010	6.5%	0.0105	0.7%	38%	False	False	48,049
100	1.6276	1.5266	0.1010	6.5%	0.0098	0.6%	38%	False	False	38,452

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6122
2.618	1.5951
1.618	1.5846
1.000	1.5781
0.618	1.5741
HIGH	1.5676
0.618	1.5636
0.500	1.5624
0.382	1.5611
LOW	1.5571
0.618	1.5506
1.000	1.5466
1.618	1.5401
2.618	1.5296
4.250	1.5125

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	1.5640	1.5637
PP	1.5632	1.5626
S1	1.5624	1.5615

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

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