CME British Pound Future December 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	1.5773	1.5875	0.0102	0.6%	1.5806
High	1.5895	1.5906	0.0011	0.1%	1.5895
Low	1.5773	1.5850	0.0077	0.5%	1.5747
Close	1.5878	1.5876	-0.0002	0.0%	1.5878
Range	0.0122	0.0056	-0.0066	-54.1%	0.0148
ATR	0.0080	0.0078	-0.0002	-2.1%	0.0000
Volume	747	7,900	7,153	957.6%	1,229

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6045	1.6017	1.5907
R3	1.5989	1.5961	1.5891
R2	1.5933	1.5933	1.5886
R1	1.5905	1.5905	1.5881	1.5919
PP	1.5877	1.5877	1.5877	1.5885
S1	1.5849	1.5849	1.5871	1.5863
S2	1.5821	1.5821	1.5866
S3	1.5765	1.5793	1.5861
S4	1.5709	1.5737	1.5845

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6284	1.6229	1.5959
R3	1.6136	1.6081	1.5919
R2	1.5988	1.5988	1.5905
R1	1.5933	1.5933	1.5892	1.5961
PP	1.5840	1.5840	1.5840	1.5854
S1	1.5785	1.5785	1.5864	1.5813
S2	1.5692	1.5692	1.5851
S3	1.5544	1.5637	1.5837
S4	1.5396	1.5489	1.5797

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5906	1.5747	0.0159	1.0%	0.0083	0.5%	81%	True	False	1,772
10	1.5907	1.5721	0.0186	1.2%	0.0074	0.5%	83%	False	False	1,070
20	1.5907	1.5578	0.0329	2.1%	0.0069	0.4%	91%	False	False	574
40	1.5907	1.5401	0.0506	3.2%	0.0082	0.5%	94%	False	False	320
60	1.5907	1.5401	0.0506	3.2%	0.0077	0.5%	94%	False	False	232
80	1.6082	1.5335	0.0747	4.7%	0.0063	0.4%	72%	False	False	177
100	1.6243	1.5335	0.0908	5.7%	0.0050	0.3%	60%	False	False	142
120	1.6243	1.5335	0.0908	5.7%	0.0042	0.3%	60%	False	False	121

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6144
2.618	1.6053
1.618	1.5997
1.000	1.5962
0.618	1.5941
HIGH	1.5906
0.618	1.5885
0.500	1.5878
0.382	1.5871
LOW	1.5850
0.618	1.5815
1.000	1.5794
1.618	1.5759
2.618	1.5703
4.250	1.5612

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	1.5878	1.5863
PP	1.5877	1.5850
S1	1.5877	1.5837

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

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