CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	1.5875	1.5867	-0.0008	-0.1%	1.5806
High	1.5906	1.5925	0.0019	0.1%	1.5895
Low	1.5850	1.5821	-0.0029	-0.2%	1.5747
Close	1.5876	1.5900	0.0024	0.2%	1.5878
Range	0.0056	0.0104	0.0048	85.7%	0.0148
ATR	0.0078	0.0080	0.0002	2.4%	0.0000
Volume	7,900	1,098	-6,802	-86.1%	1,229

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6194	1.6151	1.5957
R3	1.6090	1.6047	1.5929
R2	1.5986	1.5986	1.5919
R1	1.5943	1.5943	1.5910	1.5965
PP	1.5882	1.5882	1.5882	1.5893
S1	1.5839	1.5839	1.5890	1.5861
S2	1.5778	1.5778	1.5881
S3	1.5674	1.5735	1.5871
S4	1.5570	1.5631	1.5843

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	1.5925	1.5768	0.0157	1.0%	0.0087	0.5%	84%	True	False	1,974
10	1.5925	1.5747	0.0178	1.1%	0.0077	0.5%	86%	True	False	1,177
20	1.5925	1.5578	0.0347	2.2%	0.0070	0.4%	93%	True	False	627
40	1.5925	1.5401	0.0524	3.3%	0.0083	0.5%	95%	True	False	347
60	1.5925	1.5401	0.0524	3.3%	0.0078	0.5%	95%	True	False	251
80	1.6082	1.5335	0.0747	4.7%	0.0064	0.4%	76%	False	False	190
100	1.6243	1.5335	0.0908	5.7%	0.0051	0.3%	62%	False	False	153
120	1.6243	1.5335	0.0908	5.7%	0.0043	0.3%	62%	False	False	130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6367
2.618	1.6197
1.618	1.6093
1.000	1.6029
0.618	1.5989
HIGH	1.5925
0.618	1.5885
0.500	1.5873
0.382	1.5861
LOW	1.5821
0.618	1.5757
1.000	1.5717
1.618	1.5653
2.618	1.5549
4.250	1.5379

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	1.5891	1.5883
PP	1.5882	1.5866
S1	1.5873	1.5849

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

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