CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	1.5935	1.6012	0.0077	0.5%	1.5878
High	1.6035	1.6018	-0.0017	-0.1%	1.6035
Low	1.5922	1.5959	0.0037	0.2%	1.5825
Close	1.6005	1.6000	-0.0005	0.0%	1.6005
Range	0.0113	0.0059	-0.0054	-47.8%	0.0210
ATR	0.0090	0.0088	-0.0002	-2.5%	0.0000
Volume	130,389	100,317	-30,072	-23.1%	451,724

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6169	1.6144	1.6032
R3	1.6110	1.6085	1.6016
R2	1.6051	1.6051	1.6011
R1	1.6026	1.6026	1.6005	1.6009
PP	1.5992	1.5992	1.5992	1.5984
S1	1.5967	1.5967	1.5995	1.5950
S2	1.5933	1.5933	1.5989
S3	1.5874	1.5908	1.5984
S4	1.5815	1.5849	1.5968

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6585	1.6505	1.6121
R3	1.6375	1.6295	1.6063
R2	1.6165	1.6165	1.6044
R1	1.6085	1.6085	1.6024	1.6125
PP	1.5955	1.5955	1.5955	1.5975
S1	1.5875	1.5875	1.5986	1.5915
S2	1.5745	1.5745	1.5967
S3	1.5535	1.5665	1.5947
S4	1.5325	1.5455	1.5890

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6035	1.5825	0.0210	1.3%	0.0081	0.5%	83%	False	False	110,408
10	1.6035	1.5752	0.0283	1.8%	0.0079	0.5%	88%	False	False	92,157
20	1.6035	1.5635	0.0400	2.5%	0.0076	0.5%	91%	False	False	90,077
40	1.6035	1.5456	0.0579	3.6%	0.0099	0.6%	94%	False	False	98,709
60	1.6035	1.5390	0.0645	4.0%	0.0106	0.7%	95%	False	False	94,269
80	1.6035	1.5266	0.0769	4.8%	0.0108	0.7%	95%	False	False	73,130
100	1.6276	1.5266	0.1010	6.3%	0.0100	0.6%	73%	False	False	58,521
120	1.6276	1.5266	0.1010	6.3%	0.0095	0.6%	73%	False	False	48,778

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6269
2.618	1.6172
1.618	1.6113
1.000	1.6077
0.618	1.6054
HIGH	1.6018
0.618	1.5995
0.500	1.5989
0.382	1.5982
LOW	1.5959
0.618	1.5923
1.000	1.5900
1.618	1.5864
2.618	1.5805
4.250	1.5708

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	1.5996	1.5986
PP	1.5992	1.5972
S1	1.5989	1.5958

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

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