CME British Pound Future June 2011

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Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary Previous Current 24-Feb-2011 25-Feb-2011 Change Change % Previous Week Open 1.6194 1.6098 -0.0096 -0.6% 1.6223 High 1.6228 1.6134 -0.0094 -0.6% 1.6260 Low 1.6069 1.6011 -0.0058 -0.4% 1.6011 Close 1.6120 1.6079 -0.0041 -0.3% 1.6079 Range 0.0159 0.0123 -0.0036 -22.6% 0.0249 ATR 0.0121 0.0121 0.0000 0.1% 0.0000 Volume 532 524 -8 -1.5% 2,232
Daily Pivots for day following 25-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6444 1.6384 1.6147 R3 1.6321 1.6261 1.6113 R2 1.6198 1.6198 1.6102 R1 1.6138 1.6138 1.6090 1.6107 PP 1.6075 1.6075 1.6075 1.6059 S1 1.6015 1.6015 1.6068 1.5984 S2 1.5952 1.5952 1.6056 S3 1.5829 1.5892 1.6045 S4 1.5706 1.5769 1.6011	Weekly Pivots for week ending 25-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6864 1.6720 1.6216 R3 1.6615 1.6471 1.6147 R2 1.6366 1.6366 1.6125 R1 1.6222 1.6222 1.6102 1.6170 PP 1.6117 1.6117 1.6117 1.6090 S1 1.5973 1.5973 1.6056 1.5921 S2 1.5868 1.5868 1.6033 S3 1.5619 1.5724 1.6011 S4 1.5370 1.5475 1.5942
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6260 1.6011 0.0249 1.5% 0.0128 0.8% 27% False True 459 10 1.6260 1.5944 0.0316 2.0% 0.0129 0.8% 43% False False 346 20 1.6260 1.5811 0.0449 2.8% 0.0114 0.7% 60% False False 213 40 1.6260 1.5364 0.0896 5.6% 0.0123 0.8% 80% False False 159
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 0.0020 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.6657 2.618 1.6456 1.618 1.6333 1.000 1.6257 0.618 1.6210 HIGH 1.6134 0.618 1.6087 0.500 1.6073 0.382 1.6058 LOW 1.6011 0.618 1.5935 1.000 1.5888 1.618 1.5812 2.618 1.5689 4.250 1.5488
Fisher Pivots for day following 25-Feb-2011 Pivot 1 day 3 day R1 1.6077 1.6136 PP 1.6075 1.6117 S1 1.6073 1.6098

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