CME British Pound Future June 2011

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Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary Previous Current 22-Feb-2011 23-Feb-2011 Change Change % Previous Week Open 1.6223 1.6138 -0.0085 -0.5% 1.6027 High 1.6223 1.6260 0.0037 0.2% 1.6238 Low 1.6080 1.6138 0.0058 0.4% 1.5967 Close 1.6124 1.6180 0.0056 0.3% 1.6223 Range 0.0143 0.0122 -0.0021 -14.7% 0.0271 ATR 0.0117 0.0118 0.0001 1.2% 0.0000 Volume 825 351 -474 -57.5% 1,160
Daily Pivots for day following 23-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6559 1.6491 1.6247 R3 1.6437 1.6369 1.6214 R2 1.6315 1.6315 1.6202 R1 1.6247 1.6247 1.6191 1.6281 PP 1.6193 1.6193 1.6193 1.6210 S1 1.6125 1.6125 1.6169 1.6159 S2 1.6071 1.6071 1.6158 S3 1.5949 1.6003 1.6146 S4 1.5827 1.5881 1.6113	Weekly Pivots for week ending 18-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6956 1.6860 1.6372 R3 1.6685 1.6589 1.6298 R2 1.6414 1.6414 1.6273 R1 1.6318 1.6318 1.6248 1.6366 PP 1.6143 1.6143 1.6143 1.6167 S1 1.6047 1.6047 1.6198 1.6095 S2 1.5872 1.5872 1.6173 S3 1.5601 1.5776 1.6148 S4 1.5330 1.5505 1.6074
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6260 1.5967 0.0293 1.8% 0.0130 0.8% 73% True False 391 10 1.6260 1.5944 0.0316 2.0% 0.0118 0.7% 75% True False 245 20 1.6260 1.5780 0.0480 3.0% 0.0110 0.7% 83% True False 194 40 1.6260 1.5355 0.0905 5.6% 0.0119 0.7% 91% True False 135
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 0.0018 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.6779 2.618 1.6579 1.618 1.6457 1.000 1.6382 0.618 1.6335 HIGH 1.6260 0.618 1.6213 0.500 1.6199 0.382 1.6185 LOW 1.6138 0.618 1.6063 1.000 1.6016 1.618 1.5941 2.618 1.5819 4.250 1.5620
Fisher Pivots for day following 23-Feb-2011 Pivot 1 day 3 day R1 1.6199 1.6177 PP 1.6193 1.6173 S1 1.6186 1.6170

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