CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 04-Sep-2012

Day Change Summary
	Previous	Current
	31-Aug-2012	04-Sep-2012	Change	Change %	Previous Week
Open	1.5783	1.5878	0.0095	0.6%	1.5815
High	1.5890	1.5911	0.0021	0.1%	1.5890
Low	1.5778	1.5850	0.0072	0.5%	1.5752
Close	1.5882	1.5880	-0.0002	0.0%	1.5882
Range	0.0112	0.0061	-0.0051	-45.5%	0.0138
ATR	0.0091	0.0089	-0.0002	-2.4%	0.0000
Volume	106,877	112,806	5,929	5.5%	369,537

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6063	1.6033	1.5914
R3	1.6002	1.5972	1.5897
R2	1.5941	1.5941	1.5891
R1	1.5911	1.5911	1.5886	1.5926
PP	1.5880	1.5880	1.5880	1.5888
S1	1.5850	1.5850	1.5874	1.5865
S2	1.5819	1.5819	1.5869
S3	1.5758	1.5789	1.5863
S4	1.5697	1.5728	1.5846

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6255	1.6207	1.5958
R3	1.6117	1.6069	1.5920
R2	1.5979	1.5979	1.5907
R1	1.5931	1.5931	1.5895	1.5955
PP	1.5841	1.5841	1.5841	1.5854
S1	1.5793	1.5793	1.5869	1.5817
S2	1.5703	1.5703	1.5857
S3	1.5565	1.5655	1.5844
S4	1.5427	1.5517	1.5806

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5911	1.5752	0.0159	1.0%	0.0083	0.5%	81%	True	False	87,489
10	1.5912	1.5705	0.0207	1.3%	0.0079	0.5%	85%	False	False	88,602
20	1.5912	1.5562	0.0350	2.2%	0.0081	0.5%	91%	False	False	87,334
40	1.5912	1.5390	0.0522	3.3%	0.0102	0.6%	94%	False	False	96,972
60	1.5912	1.5390	0.0522	3.3%	0.0108	0.7%	94%	False	False	89,745
80	1.6115	1.5266	0.0849	5.3%	0.0108	0.7%	72%	False	False	67,644
100	1.6276	1.5266	0.1010	6.4%	0.0100	0.6%	61%	False	False	54,132
120	1.6276	1.5266	0.1010	6.4%	0.0095	0.6%	61%	False	False	45,120

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6170
2.618	1.6071
1.618	1.6010
1.000	1.5972
0.618	1.5949
HIGH	1.5911
0.618	1.5888
0.500	1.5881
0.382	1.5873
LOW	1.5850
0.618	1.5812
1.000	1.5789
1.618	1.5751
2.618	1.5690
4.250	1.5591

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	1.5881	1.5867
PP	1.5880	1.5853
S1	1.5880	1.5840

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

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