CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	1.5680	1.5735	0.0055	0.4%	1.5676
High	1.5744	1.5738	-0.0006	0.0%	1.5744
Low	1.5635	1.5673	0.0038	0.2%	1.5635
Close	1.5738	1.5690	-0.0048	-0.3%	1.5690
Range	0.0109	0.0065	-0.0044	-40.4%	0.0109
ATR	0.0108	0.0105	-0.0003	-2.8%	0.0000
Volume	107,852	82,385	-25,467	-23.6%	416,121

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5895	1.5858	1.5726
R3	1.5830	1.5793	1.5708
R2	1.5765	1.5765	1.5702
R1	1.5728	1.5728	1.5696	1.5714
PP	1.5700	1.5700	1.5700	1.5694
S1	1.5663	1.5663	1.5684	1.5649
S2	1.5635	1.5635	1.5678
S3	1.5570	1.5598	1.5672
S4	1.5505	1.5533	1.5654

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6017	1.5962	1.5750
R3	1.5908	1.5853	1.5720
R2	1.5799	1.5799	1.5710
R1	1.5744	1.5744	1.5700	1.5772
PP	1.5690	1.5690	1.5690	1.5703
S1	1.5635	1.5635	1.5680	1.5663
S2	1.5581	1.5581	1.5670
S3	1.5472	1.5526	1.5660
S4	1.5363	1.5417	1.5630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5744	1.5635	0.0109	0.7%	0.0070	0.4%	50%	False	False	83,224
10	1.5744	1.5545	0.0199	1.3%	0.0090	0.6%	73%	False	False	88,354
20	1.5767	1.5456	0.0311	2.0%	0.0111	0.7%	75%	False	False	105,563
40	1.5767	1.5390	0.0377	2.4%	0.0110	0.7%	80%	False	False	93,667
60	1.5773	1.5266	0.0507	3.2%	0.0116	0.7%	84%	False	False	74,404
80	1.6276	1.5266	0.1010	6.4%	0.0105	0.7%	42%	False	False	55,826
100	1.6276	1.5266	0.1010	6.4%	0.0098	0.6%	42%	False	False	44,677

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6014
2.618	1.5908
1.618	1.5843
1.000	1.5803
0.618	1.5778
HIGH	1.5738
0.618	1.5713
0.500	1.5706
0.382	1.5698
LOW	1.5673
0.618	1.5633
1.000	1.5608
1.618	1.5568
2.618	1.5503
4.250	1.5397

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	1.5706	1.5690
PP	1.5700	1.5690
S1	1.5695	1.5690

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

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