CME British Pound Future March 2011

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Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary Previous Current 01-Sep-2010 02-Sep-2010 Change Change % Previous Week Open 1.5307 1.5362 0.0055 0.4% 1.5492 High 1.5423 1.5362 -0.0061 -0.4% 1.5507 Low 1.5307 1.5362 0.0055 0.4% 1.5392 Close 1.5426 1.5368 -0.0058 -0.4% 1.5496 Range 0.0116 0.0000 -0.0116 -100.0% 0.0115 ATR 0.0000 0.0052 0.0052 0.0000 Volume 2 5 3 150.0% 9
Daily Pivots for day following 02-Sep-2010 Classic Woodie Camarilla DeMark R4 1.5364 1.5366 1.5368 R3 1.5364 1.5366 1.5368 R2 1.5364 1.5364 1.5368 R1 1.5366 1.5366 1.5368 1.5365 PP 1.5364 1.5364 1.5364 1.5364 S1 1.5366 1.5366 1.5368 1.5365 S2 1.5364 1.5364 1.5368 S3 1.5364 1.5366 1.5368 S4 1.5364 1.5366 1.5368	Weekly Pivots for week ending 27-Aug-2010 Classic Woodie Camarilla DeMark R4 1.5810 1.5768 1.5559 R3 1.5695 1.5653 1.5528 R2 1.5580 1.5580 1.5517 R1 1.5538 1.5538 1.5507 1.5559 PP 1.5465 1.5465 1.5465 1.5476 S1 1.5423 1.5423 1.5485 1.5444 S2 1.5350 1.5350 1.5475 S3 1.5235 1.5308 1.5464 S4 1.5120 1.5193 1.5433
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5505 1.5307 0.0198 1.3% 0.0024 0.2% 31% False False 3 10 1.5507 1.5307 0.0200 1.3% 0.0016 0.1% 31% False False 2
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 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.5362 2.618 1.5362 1.618 1.5362 1.000 1.5362 0.618 1.5362 HIGH 1.5362 0.618 1.5362 0.500 1.5362 0.382 1.5362 LOW 1.5362 0.618 1.5362 1.000 1.5362 1.618 1.5362 2.618 1.5362 4.250 1.5362
Fisher Pivots for day following 02-Sep-2010 Pivot 1 day 3 day R1 1.5366 1.5367 PP 1.5364 1.5366 S1 1.5362 1.5365

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