CME British Pound Future September 2010

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Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary Previous Current 26-Feb-2010 01-Mar-2010 Change Change % Previous Week Open 1.5220 1.4997 -0.0223 -1.5% 1.5441 High 1.5225 1.4997 -0.0228 -1.5% 1.5441 Low 1.5220 1.4997 -0.0223 -1.5% 1.5220 Close 1.5228 1.4989 -0.0239 -1.6% 1.5228 Range 0.0005 0.0000 -0.0005 -100.0% 0.0221 ATR 0.0080 0.0091 0.0011 13.5% 0.0000 Volume 2 5 3 150.0% 11
Daily Pivots for day following 01-Mar-2010 Classic Woodie Camarilla DeMark R4 1.4994 1.4992 1.4989 R3 1.4994 1.4992 1.4989 R2 1.4994 1.4994 1.4989 R1 1.4992 1.4992 1.4989 1.4993 PP 1.4994 1.4994 1.4994 1.4995 S1 1.4992 1.4992 1.4989 1.4993 S2 1.4994 1.4994 1.4989 S3 1.4994 1.4992 1.4989 S4 1.4994 1.4992 1.4989	Weekly Pivots for week ending 26-Feb-2010 Classic Woodie Camarilla DeMark R4 1.5959 1.5815 1.5350 R3 1.5738 1.5594 1.5289 R2 1.5517 1.5517 1.5269 R1 1.5373 1.5373 1.5248 1.5335 PP 1.5296 1.5296 1.5296 1.5277 S1 1.5152 1.5152 1.5208 1.5114 S2 1.5075 1.5075 1.5187 S3 1.4854 1.4931 1.5167 S4 1.4633 1.4710 1.5106
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5388 1.4997 0.0391 2.6% 0.0001 0.0% -2% False True 2 10 1.5758 1.4997 0.0761 5.1% 0.0001 0.0% -1% False True 2 20 1.5948 1.4997 0.0951 6.3% 0.0003 0.0% -1% False True 3
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.4997 2.618 1.4997 1.618 1.4997 1.000 1.4997 0.618 1.4997 HIGH 1.4997 0.618 1.4997 0.500 1.4997 0.382 1.4997 LOW 1.4997 0.618 1.4997 1.000 1.4997 1.618 1.4997 2.618 1.4997 4.250 1.4997
Fisher Pivots for day following 01-Mar-2010 Pivot 1 day 3 day R1 1.4997 1.5112 PP 1.4994 1.5071 S1 1.4992 1.5030

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