CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	1.5759	1.5599	-0.0160	-1.0%	1.5938
High	1.5771	1.5657	-0.0114	-0.7%	1.6068
Low	1.5554	1.5531	-0.0023	-0.1%	1.5554
Close	1.5600	1.5609	0.0009	0.1%	1.5600
Range	0.0217	0.0126	-0.0091	-41.9%	0.0514
ATR	0.0169	0.0166	-0.0003	-1.8%	0.0000
Volume	165,376	175,838	10,462	6.3%	629,596

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5977	1.5919	1.5678
R3	1.5851	1.5793	1.5644
R2	1.5725	1.5725	1.5632
R1	1.5667	1.5667	1.5621	1.5696
PP	1.5599	1.5599	1.5599	1.5614
S1	1.5541	1.5541	1.5597	1.5570
S2	1.5473	1.5473	1.5586
S3	1.5347	1.5415	1.5574
S4	1.5221	1.5289	1.5540

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.7283	1.6955	1.5883
R3	1.6769	1.6441	1.5741
R2	1.6255	1.6255	1.5694
R1	1.5927	1.5927	1.5647	1.5834
PP	1.5741	1.5741	1.5741	1.5694
S1	1.5413	1.5413	1.5553	1.5320
S2	1.5227	1.5227	1.5506
S3	1.4713	1.4899	1.5459
S4	1.4199	1.4385	1.5317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6068	1.5531	0.0537	3.4%	0.0163	1.0%	15%	False	True	131,644
10	1.6273	1.5531	0.0742	4.8%	0.0162	1.0%	11%	False	True	130,927
20	1.6454	1.5531	0.0923	5.9%	0.0162	1.0%	8%	False	True	125,280
40	1.6454	1.5531	0.0923	5.9%	0.0162	1.0%	8%	False	True	102,103
60	1.6850	1.5531	0.1319	8.5%	0.0168	1.1%	6%	False	True	69,236
80	1.6850	1.5531	0.1319	8.5%	0.0162	1.0%	6%	False	True	51,951

Crabel Price Patterns
NR	True
NR4	True
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	0.0043
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6193
2.618	1.5987
1.618	1.5861
1.000	1.5783
0.618	1.5735
HIGH	1.5657
0.618	1.5609
0.500	1.5594
0.382	1.5579
LOW	1.5531
0.618	1.5453
1.000	1.5405
1.618	1.5327
2.618	1.5201
4.250	1.4996

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	1.5604	1.5724
PP	1.5599	1.5686
S1	1.5594	1.5647

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These figures are updated between 7pm and 10pm EST after a trading day.

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