CME British Pound Future March 2011

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Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary Previous Current 19-Oct-2010 20-Oct-2010 Change Change % Previous Week Open 1.5889 1.5657 -0.0232 -1.5% 1.5908 High 1.5900 1.5850 -0.0050 -0.3% 1.6062 Low 1.5668 1.5657 -0.0011 -0.1% 1.5750 Close 1.5678 1.5836 0.0158 1.0% 1.5965 Range 0.0232 0.0193 -0.0039 -16.8% 0.0312 ATR 0.0126 0.0131 0.0005 3.8% 0.0000 Volume 23 37 14 60.9% 230
Daily Pivots for day following 20-Oct-2010 Classic Woodie Camarilla DeMark R4 1.6360 1.6291 1.5942 R3 1.6167 1.6098 1.5889 R2 1.5974 1.5974 1.5871 R1 1.5905 1.5905 1.5854 1.5940 PP 1.5781 1.5781 1.5781 1.5798 S1 1.5712 1.5712 1.5818 1.5747 S2 1.5588 1.5588 1.5801 S3 1.5395 1.5519 1.5783 S4 1.5202 1.5326 1.5730	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 1.5657 0.0405 2.6% 0.0162 1.0% 44% False True 43 10 1.6062 1.5657 0.0405 2.6% 0.0138 0.9% 44% False True 41 20 1.6062 1.5598 0.0464 2.9% 0.0127 0.8% 51% False False 44 40 1.6062 1.5283 0.0779 4.9% 0.0095 0.6% 71% False False 32
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 True Bull Hook False Stretch 0.0021 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.6670 2.618 1.6355 1.618 1.6162 1.000 1.6043 0.618 1.5969 HIGH 1.5850 0.618 1.5776 0.500 1.5754 0.382 1.5731 LOW 1.5657 0.618 1.5538 1.000 1.5464 1.618 1.5345 2.618 1.5152 4.250 1.4837
Fisher Pivots for day following 20-Oct-2010 Pivot 1 day 3 day R1 1.5809 1.5829 PP 1.5781 1.5822 S1 1.5754 1.5816

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