CME British Pound Future March 2011

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Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary Previous Current 14-Oct-2010 15-Oct-2010 Change Change % Previous Week Open 1.5894 1.6024 0.0130 0.8% 1.5908 High 1.6045 1.6062 0.0017 0.1% 1.6062 Low 1.5894 1.5970 0.0076 0.5% 1.5750 Close 1.5968 1.5965 -0.0003 0.0% 1.5965 Range 0.0151 0.0092 -0.0059 -39.1% 0.0312 ATR 0.0117 0.0115 -0.0002 -1.4% 0.0000 Volume 19 81 62 326.3% 230
Daily Pivots for day following 15-Oct-2010 Classic Woodie Camarilla DeMark R4 1.6275 1.6212 1.6016 R3 1.6183 1.6120 1.5990 R2 1.6091 1.6091 1.5982 R1 1.6028 1.6028 1.5973 1.6014 PP 1.5999 1.5999 1.5999 1.5992 S1 1.5936 1.5936 1.5957 1.5922 S2 1.5907 1.5907 1.5948 S3 1.5815 1.5844 1.5940 S4 1.5723 1.5752 1.5914	Weekly Pivots for week ending 15-Oct-2010 Classic Woodie Camarilla DeMark R4 1.6862 1.6725 1.6137 R3 1.6550 1.6413 1.6051 R2 1.6238 1.6238 1.6022 R1 1.6101 1.6101 1.5994 1.6170 PP 1.5926 1.5926 1.5926 1.5960 S1 1.5789 1.5789 1.5936 1.5858 S2 1.5614 1.5614 1.5908 S3 1.5302 1.5477 1.5879 S4 1.4990 1.5165 1.5793
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6062 1.5750 0.0312 2.0% 0.0103 0.6% 69% True False 46 10 1.6062 1.5740 0.0322 2.0% 0.0112 0.7% 70% True False 42 20 1.6062 1.5495 0.0567 3.6% 0.0113 0.7% 83% True False 43 40 1.6062 1.5283 0.0779 4.9% 0.0081 0.5% 88% True False 29
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 0.0027 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.6453 2.618 1.6303 1.618 1.6211 1.000 1.6154 0.618 1.6119 HIGH 1.6062 0.618 1.6027 0.500 1.6016 0.382 1.6005 LOW 1.5970 0.618 1.5913 1.000 1.5878 1.618 1.5821 2.618 1.5729 4.250 1.5579
Fisher Pivots for day following 15-Oct-2010 Pivot 1 day 3 day R1 1.6016 1.5954 PP 1.5999 1.5942 S1 1.5982 1.5931

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