CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	1.5899	1.5925	0.0026	0.2%	1.5875
High	1.5937	1.6030	0.0093	0.6%	1.6030
Low	1.5878	1.5918	0.0040	0.3%	1.5821
Close	1.5932	1.6000	0.0068	0.4%	1.6000
Range	0.0059	0.0112	0.0053	89.8%	0.0209
ATR	0.0078	0.0081	0.0002	3.1%	0.0000
Volume	8,894	17,964	9,070	102.0%	35,856

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6319	1.6271	1.6062
R3	1.6207	1.6159	1.6031
R2	1.6095	1.6095	1.6021
R1	1.6047	1.6047	1.6010	1.6071
PP	1.5983	1.5983	1.5983	1.5995
S1	1.5935	1.5935	1.5990	1.5959
S2	1.5871	1.5871	1.5979
S3	1.5759	1.5823	1.5969
S4	1.5647	1.5711	1.5938

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6577	1.6498	1.6115
R3	1.6368	1.6289	1.6057
R2	1.6159	1.6159	1.6038
R1	1.6080	1.6080	1.6019	1.6120
PP	1.5950	1.5950	1.5950	1.5970
S1	1.5871	1.5871	1.5981	1.5911
S2	1.5741	1.5741	1.5962
S3	1.5532	1.5662	1.5943
S4	1.5323	1.5453	1.5885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6030	1.5773	0.0257	1.6%	0.0091	0.6%	88%	True	False	7,320
10	1.6030	1.5747	0.0283	1.8%	0.0078	0.5%	89%	True	False	3,838
20	1.6030	1.5580	0.0450	2.8%	0.0071	0.4%	93%	True	False	1,952
40	1.6030	1.5430	0.0600	3.8%	0.0083	0.5%	95%	True	False	1,017
60	1.6030	1.5401	0.0629	3.9%	0.0079	0.5%	95%	True	False	698
80	1.6030	1.5335	0.0695	4.3%	0.0066	0.4%	96%	True	False	526
100	1.6243	1.5335	0.0908	5.7%	0.0053	0.3%	73%	False	False	421
120	1.6243	1.5335	0.0908	5.7%	0.0045	0.3%	73%	False	False	353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6506
2.618	1.6323
1.618	1.6211
1.000	1.6142
0.618	1.6099
HIGH	1.6030
0.618	1.5987
0.500	1.5974
0.382	1.5961
LOW	1.5918
0.618	1.5849
1.000	1.5806
1.618	1.5737
2.618	1.5625
4.250	1.5442

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	1.5991	1.5975
PP	1.5983	1.5950
S1	1.5974	1.5926

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

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