CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	1.5844	1.5806	-0.0038	-0.2%	1.5696
High	1.5864	1.5820	-0.0044	-0.3%	1.5907
Low	1.5801	1.5790	-0.0011	-0.1%	1.5684
Close	1.5806	1.5794	-0.0012	-0.1%	1.5806
Range	0.0063	0.0030	-0.0033	-52.4%	0.0223
ATR	0.0079	0.0076	-0.0004	-4.4%	0.0000
Volume	1,302	266	-1,036	-79.6%	1,595

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5891	1.5873	1.5811
R3	1.5861	1.5843	1.5802
R2	1.5831	1.5831	1.5800
R1	1.5813	1.5813	1.5797	1.5807
PP	1.5801	1.5801	1.5801	1.5799
S1	1.5783	1.5783	1.5791	1.5777
S2	1.5771	1.5771	1.5789
S3	1.5741	1.5753	1.5786
S4	1.5711	1.5723	1.5778

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6468	1.6360	1.5929
R3	1.6245	1.6137	1.5867
R2	1.6022	1.6022	1.5847
R1	1.5914	1.5914	1.5826	1.5968
PP	1.5799	1.5799	1.5799	1.5826
S1	1.5691	1.5691	1.5786	1.5745
S2	1.5576	1.5576	1.5765
S3	1.5353	1.5468	1.5745
S4	1.5130	1.5245	1.5683

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5907	1.5721	0.0186	1.2%	0.0066	0.4%	39%	False	False	368
10	1.5907	1.5640	0.0267	1.7%	0.0057	0.4%	58%	False	False	209
20	1.5907	1.5490	0.0417	2.6%	0.0074	0.5%	73%	False	False	146
40	1.5907	1.5401	0.0506	3.2%	0.0081	0.5%	78%	False	False	110
60	1.5907	1.5345	0.0562	3.6%	0.0074	0.5%	80%	False	False	85
80	1.6159	1.5335	0.0824	5.2%	0.0058	0.4%	56%	False	False	66
100	1.6243	1.5335	0.0908	5.7%	0.0046	0.3%	51%	False	False	53
120	1.6243	1.5335	0.0908	5.7%	0.0039	0.2%	51%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.5948
2.618	1.5899
1.618	1.5869
1.000	1.5850
0.618	1.5839
HIGH	1.5820
0.618	1.5809
0.500	1.5805
0.382	1.5801
LOW	1.5790
0.618	1.5771
1.000	1.5760
1.618	1.5741
2.618	1.5711
4.250	1.5663

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	1.5805	1.5849
PP	1.5801	1.5830
S1	1.5798	1.5812

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

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