CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	1.5925	1.6016	0.0091	0.6%	1.5875
High	1.6030	1.6024	-0.0006	0.0%	1.6030
Low	1.5918	1.5955	0.0037	0.2%	1.5821
Close	1.6000	1.5995	-0.0005	0.0%	1.6000
Range	0.0112	0.0069	-0.0043	-38.4%	0.0209
ATR	0.0081	0.0080	-0.0001	-1.0%	0.0000
Volume	17,964	23,252	5,288	29.4%	35,856

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6198	1.6166	1.6033
R3	1.6129	1.6097	1.6014
R2	1.6060	1.6060	1.6008
R1	1.6028	1.6028	1.6001	1.6010
PP	1.5991	1.5991	1.5991	1.5982
S1	1.5959	1.5959	1.5989	1.5941
S2	1.5922	1.5922	1.5982
S3	1.5853	1.5890	1.5976
S4	1.5784	1.5821	1.5957

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	1.5821	0.0209	1.3%	0.0080	0.5%	83%	False	False	11,821
10	1.6030	1.5747	0.0283	1.8%	0.0079	0.5%	88%	False	False	6,033
20	1.6030	1.5640	0.0390	2.4%	0.0069	0.4%	91%	False	False	3,110
40	1.6030	1.5456	0.0574	3.6%	0.0081	0.5%	94%	False	False	1,598
60	1.6030	1.5401	0.0629	3.9%	0.0080	0.5%	94%	False	False	1,085
80	1.6030	1.5335	0.0695	4.3%	0.0066	0.4%	95%	False	False	817
100	1.6243	1.5335	0.0908	5.7%	0.0054	0.3%	73%	False	False	654
120	1.6243	1.5335	0.0908	5.7%	0.0045	0.3%	73%	False	False	547

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6317
2.618	1.6205
1.618	1.6136
1.000	1.6093
0.618	1.6067
HIGH	1.6024
0.618	1.5998
0.500	1.5990
0.382	1.5981
LOW	1.5955
0.618	1.5912
1.000	1.5886
1.618	1.5843
2.618	1.5774
4.250	1.5662

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	1.5993	1.5981
PP	1.5991	1.5968
S1	1.5990	1.5954

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

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