CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	1.6150	1.6223	0.0073	0.5%	1.6016
High	1.6250	1.6268	0.0018	0.1%	1.6250
Low	1.6138	1.6204	0.0066	0.4%	1.5955
Close	1.6216	1.6233	0.0017	0.1%	1.6216
Range	0.0112	0.0064	-0.0048	-42.9%	0.0295
ATR	0.0084	0.0082	-0.0001	-1.7%	0.0000
Volume	130,378	96,044	-34,334	-26.3%	313,275

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6427	1.6394	1.6268
R3	1.6363	1.6330	1.6251
R2	1.6299	1.6299	1.6245
R1	1.6266	1.6266	1.6239	1.6283
PP	1.6235	1.6235	1.6235	1.6243
S1	1.6202	1.6202	1.6227	1.6219
S2	1.6171	1.6171	1.6221
S3	1.6107	1.6138	1.6215
S4	1.6043	1.6074	1.6198

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.7025	1.6916	1.6378
R3	1.6730	1.6621	1.6297
R2	1.6435	1.6435	1.6270
R1	1.6326	1.6326	1.6243	1.6381
PP	1.6140	1.6140	1.6140	1.6168
S1	1.6031	1.6031	1.6189	1.6086
S2	1.5845	1.5845	1.6162
S3	1.5550	1.5736	1.6135
S4	1.5255	1.5441	1.6054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6268	1.5983	0.0285	1.8%	0.0087	0.5%	88%	True	False	77,213
10	1.6268	1.5821	0.0447	2.8%	0.0084	0.5%	92%	True	False	44,517
20	1.6268	1.5684	0.0584	3.6%	0.0077	0.5%	94%	True	False	22,399
40	1.6268	1.5456	0.0812	5.0%	0.0081	0.5%	96%	True	False	11,244
60	1.6268	1.5401	0.0867	5.3%	0.0080	0.5%	96%	True	False	7,512
80	1.6268	1.5335	0.0933	5.7%	0.0071	0.4%	96%	True	False	5,642
100	1.6268	1.5335	0.0933	5.7%	0.0058	0.4%	96%	True	False	4,514
120	1.6268	1.5335	0.0933	5.7%	0.0048	0.3%	96%	True	False	3,762

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6540
2.618	1.6436
1.618	1.6372
1.000	1.6332
0.618	1.6308
HIGH	1.6268
0.618	1.6244
0.500	1.6236
0.382	1.6228
LOW	1.6204
0.618	1.6164
1.000	1.6140
1.618	1.6100
2.618	1.6036
4.250	1.5932

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	1.6236	1.6212
PP	1.6235	1.6190
S1	1.6234	1.6169

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

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