CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	1.6223	1.6241	0.0018	0.1%	1.6016
High	1.6268	1.6263	-0.0005	0.0%	1.6250
Low	1.6204	1.6214	0.0010	0.1%	1.5955
Close	1.6233	1.6235	0.0002	0.0%	1.6216
Range	0.0064	0.0049	-0.0015	-23.4%	0.0295
ATR	0.0082	0.0080	-0.0002	-2.9%	0.0000
Volume	96,044	78,117	-17,927	-18.7%	313,275

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6384	1.6359	1.6262
R3	1.6335	1.6310	1.6248
R2	1.6286	1.6286	1.6244
R1	1.6261	1.6261	1.6239	1.6249
PP	1.6237	1.6237	1.6237	1.6232
S1	1.6212	1.6212	1.6231	1.6200
S2	1.6188	1.6188	1.6226
S3	1.6139	1.6163	1.6222
S4	1.6090	1.6114	1.6208

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	1.6059	0.0209	1.3%	0.0078	0.5%	84%	False	False	85,555
10	1.6268	1.5821	0.0447	2.8%	0.0083	0.5%	93%	False	False	51,539
20	1.6268	1.5721	0.0547	3.4%	0.0079	0.5%	94%	False	False	26,304
40	1.6268	1.5456	0.0812	5.0%	0.0079	0.5%	96%	False	False	13,195
60	1.6268	1.5401	0.0867	5.3%	0.0080	0.5%	96%	False	False	8,814
80	1.6268	1.5335	0.0933	5.7%	0.0072	0.4%	96%	False	False	6,618
100	1.6268	1.5335	0.0933	5.7%	0.0059	0.4%	96%	False	False	5,295
120	1.6268	1.5335	0.0933	5.7%	0.0049	0.3%	96%	False	False	4,413

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.6471
2.618	1.6391
1.618	1.6342
1.000	1.6312
0.618	1.6293
HIGH	1.6263
0.618	1.6244
0.500	1.6239
0.382	1.6233
LOW	1.6214
0.618	1.6184
1.000	1.6165
1.618	1.6135
2.618	1.6086
4.250	1.6006

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	1.6239	1.6224
PP	1.6237	1.6214
S1	1.6236	1.6203

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

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