CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	1.5806	1.5785	-0.0021	-0.1%	1.5696
High	1.5820	1.5831	0.0011	0.1%	1.5907
Low	1.5790	1.5747	-0.0043	-0.3%	1.5684
Close	1.5794	1.5817	0.0023	0.1%	1.5806
Range	0.0030	0.0084	0.0054	180.0%	0.0223
ATR	0.0076	0.0076	0.0001	0.8%	0.0000
Volume	266	91	-175	-65.8%	1,595

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6050	1.6018	1.5863
R3	1.5966	1.5934	1.5840
R2	1.5882	1.5882	1.5832
R1	1.5850	1.5850	1.5825	1.5866
PP	1.5798	1.5798	1.5798	1.5807
S1	1.5766	1.5766	1.5809	1.5782
S2	1.5714	1.5714	1.5802
S3	1.5630	1.5682	1.5794
S4	1.5546	1.5598	1.5771

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	1.5747	0.0160	1.0%	0.0067	0.4%	44%	False	True	380
10	1.5907	1.5640	0.0267	1.7%	0.0060	0.4%	66%	False	False	215
20	1.5907	1.5490	0.0417	2.6%	0.0074	0.5%	78%	False	False	148
40	1.5907	1.5401	0.0506	3.2%	0.0082	0.5%	82%	False	False	109
60	1.5907	1.5345	0.0562	3.6%	0.0075	0.5%	84%	False	False	87
80	1.6159	1.5335	0.0824	5.2%	0.0059	0.4%	58%	False	False	67
100	1.6243	1.5335	0.0908	5.7%	0.0047	0.3%	53%	False	False	54
120	1.6243	1.5335	0.0908	5.7%	0.0040	0.2%	53%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6188
2.618	1.6051
1.618	1.5967
1.000	1.5915
0.618	1.5883
HIGH	1.5831
0.618	1.5799
0.500	1.5789
0.382	1.5779
LOW	1.5747
0.618	1.5695
1.000	1.5663
1.618	1.5611
2.618	1.5527
4.250	1.5390

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	1.5808	1.5813
PP	1.5798	1.5809
S1	1.5789	1.5806

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

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