CME British Pound Future March 2011

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Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary Previous Current 04-Nov-2010 05-Nov-2010 Change Change % Previous Week Open 1.6079 1.6250 0.0171 1.1% 1.6030 High 1.6264 1.6250 -0.0014 -0.1% 1.6264 Low 1.6071 1.6153 0.0082 0.5% 1.5949 Close 1.6261 1.6171 -0.0090 -0.6% 1.6171 Range 0.0193 0.0097 -0.0096 -49.7% 0.0315 ATR 0.0139 0.0137 -0.0002 -1.6% 0.0000 Volume 98 81 -17 -17.3% 286
Daily Pivots for day following 05-Nov-2010 Classic Woodie Camarilla DeMark R4 1.6482 1.6424 1.6224 R3 1.6385 1.6327 1.6198 R2 1.6288 1.6288 1.6189 R1 1.6230 1.6230 1.6180 1.6211 PP 1.6191 1.6191 1.6191 1.6182 S1 1.6133 1.6133 1.6162 1.6114 S2 1.6094 1.6094 1.6153 S3 1.5997 1.6036 1.6144 S4 1.5900 1.5939 1.6118	Weekly Pivots for week ending 05-Nov-2010 Classic Woodie Camarilla DeMark R4 1.7073 1.6937 1.6344 R3 1.6758 1.6622 1.6258 R2 1.6443 1.6443 1.6229 R1 1.6307 1.6307 1.6200 1.6375 PP 1.6128 1.6128 1.6128 1.6162 S1 1.5992 1.5992 1.6142 1.6060 S2 1.5813 1.5813 1.6113 S3 1.5498 1.5677 1.6084 S4 1.5183 1.5362 1.5998
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6264 1.5949 0.0315 1.9% 0.0121 0.7% 70% False False 57 10 1.6264 1.5656 0.0608 3.8% 0.0138 0.9% 85% False False 131 20 1.6264 1.5632 0.0632 3.9% 0.0133 0.8% 85% False False 92 40 1.6264 1.5340 0.0924 5.7% 0.0125 0.8% 90% False False 69
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 0.0015 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.6662 2.618 1.6504 1.618 1.6407 1.000 1.6347 0.618 1.6310 HIGH 1.6250 0.618 1.6213 0.500 1.6202 0.382 1.6190 LOW 1.6153 0.618 1.6093 1.000 1.6056 1.618 1.5996 2.618 1.5899 4.250 1.5741
Fisher Pivots for day following 05-Nov-2010 Pivot 1 day 3 day R1 1.6202 1.6162 PP 1.6191 1.6152 S1 1.6181 1.6143

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