CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary Previous Current 27-Jan-2011 28-Jan-2011 Change Change % Previous Week Open 1.5895 1.5825 -0.0070 -0.4% 1.5945 High 1.5920 1.5825 -0.0095 -0.6% 1.5945 Low 1.5885 1.5825 -0.0060 -0.4% 1.5750 Close 1.5890 1.5825 -0.0065 -0.4% 1.5825 Range 0.0035 0.0000 -0.0035 -100.0% 0.0195 ATR 0.0079 0.0078 -0.0001 -1.2% 0.0000 Volume 4 10 6 150.0% 24
Daily Pivots for day following 28-Jan-2011 Classic Woodie Camarilla DeMark R4 1.5825 1.5825 1.5825 R3 1.5825 1.5825 1.5825 R2 1.5825 1.5825 1.5825 R1 1.5825 1.5825 1.5825 1.5825 PP 1.5825 1.5825 1.5825 1.5825 S1 1.5825 1.5825 1.5825 1.5825 S2 1.5825 1.5825 1.5825 S3 1.5825 1.5825 1.5825 S4 1.5825 1.5825 1.5825	Weekly Pivots for week ending 28-Jan-2011 Classic Woodie Camarilla DeMark R4 1.6425 1.6320 1.5932 R3 1.6230 1.6125 1.5879 R2 1.6035 1.6035 1.5861 R1 1.5930 1.5930 1.5843 1.5885 PP 1.5840 1.5840 1.5840 1.5818 S1 1.5735 1.5735 1.5807 1.5690 S2 1.5645 1.5645 1.5789 S3 1.5450 1.5540 1.5771 S4 1.5255 1.5345 1.5718
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5945 1.5750 0.0195 1.2% 0.0007 0.0% 38% False False 4 10 1.5951 1.5750 0.0201 1.3% 0.0015 0.1% 37% False False 3 20 1.5951 1.5449 0.0502 3.2% 0.0007 0.0% 75% False False 2
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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5825 2.618 1.5825 1.618 1.5825 1.000 1.5825 0.618 1.5825 HIGH 1.5825 0.618 1.5825 0.500 1.5825 0.382 1.5825 LOW 1.5825 0.618 1.5825 1.000 1.5825 1.618 1.5825 2.618 1.5825 4.250 1.5825
Fisher Pivots for day following 28-Jan-2011 Pivot 1 day 3 day R1 1.5825 1.5873 PP 1.5825 1.5857 S1 1.5825 1.5841

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