CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	1.5785	1.5812	0.0027	0.2%	1.5696
High	1.5831	1.5850	0.0019	0.1%	1.5907
Low	1.5747	1.5801	0.0054	0.3%	1.5684
Close	1.5817	1.5832	0.0015	0.1%	1.5806
Range	0.0084	0.0049	-0.0035	-41.7%	0.0223
ATR	0.0076	0.0075	-0.0002	-2.6%	0.0000
Volume	91	74	-17	-18.7%	1,595

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5975	1.5952	1.5859
R3	1.5926	1.5903	1.5845
R2	1.5877	1.5877	1.5841
R1	1.5854	1.5854	1.5836	1.5866
PP	1.5828	1.5828	1.5828	1.5833
S1	1.5805	1.5805	1.5828	1.5817
S2	1.5779	1.5779	1.5823
S3	1.5730	1.5756	1.5819
S4	1.5681	1.5707	1.5805

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%	0.0055	0.3%	53%	False	False	359
10	1.5907	1.5640	0.0267	1.7%	0.0062	0.4%	72%	False	False	221
20	1.5907	1.5490	0.0417	2.6%	0.0071	0.4%	82%	False	False	148
40	1.5907	1.5401	0.0506	3.2%	0.0082	0.5%	85%	False	False	106
60	1.5907	1.5401	0.0506	3.2%	0.0075	0.5%	85%	False	False	88
80	1.6150	1.5335	0.0815	5.1%	0.0059	0.4%	61%	False	False	68
100	1.6243	1.5335	0.0908	5.7%	0.0047	0.3%	55%	False	False	55
120	1.6243	1.5335	0.0908	5.7%	0.0040	0.3%	55%	False	False	50

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6058
2.618	1.5978
1.618	1.5929
1.000	1.5899
0.618	1.5880
HIGH	1.5850
0.618	1.5831
0.500	1.5826
0.382	1.5820
LOW	1.5801
0.618	1.5771
1.000	1.5752
1.618	1.5722
2.618	1.5673
4.250	1.5593

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	1.5830	1.5821
PP	1.5828	1.5810
S1	1.5826	1.5799

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

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