CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	1.5429	1.5405	-0.0024	-0.2%	1.5654
High	1.5460	1.5405	-0.0055	-0.4%	1.5800
Low	1.5375	1.5182	-0.0193	-1.3%	1.5336
Close	1.5386	1.5235	-0.0151	-1.0%	1.5453
Range	0.0085	0.0223	0.0138	162.4%	0.0464
ATR	0.0152	0.0157	0.0005	3.3%	0.0000
Volume	875	923	48	5.5%	2,649

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5943	1.5812	1.5358
R3	1.5720	1.5589	1.5296
R2	1.5497	1.5497	1.5276
R1	1.5366	1.5366	1.5255	1.5320
PP	1.5274	1.5274	1.5274	1.5251
S1	1.5143	1.5143	1.5215	1.5097
S2	1.5051	1.5051	1.5194
S3	1.4828	1.4920	1.5174
S4	1.4605	1.4697	1.5112

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6922	1.6651	1.5708
R3	1.6458	1.6187	1.5581
R2	1.5994	1.5994	1.5538
R1	1.5723	1.5723	1.5496	1.5627
PP	1.5530	1.5530	1.5530	1.5481
S1	1.5259	1.5259	1.5410	1.5163
S2	1.5066	1.5066	1.5368
S3	1.4602	1.4795	1.5325
S4	1.4138	1.4331	1.5198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5556	1.5182	0.0374	2.5%	0.0139	0.9%	14%	False	True	773
10	1.5800	1.5182	0.0618	4.1%	0.0150	1.0%	9%	False	True	628
20	1.6256	1.5182	0.1074	7.0%	0.0150	1.0%	5%	False	True	504
40	1.6434	1.5182	0.1252	8.2%	0.0148	1.0%	4%	False	True	348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	1.6353
2.618	1.5989
1.618	1.5766
1.000	1.5628
0.618	1.5543
HIGH	1.5405
0.618	1.5320
0.500	1.5294
0.382	1.5267
LOW	1.5182
0.618	1.5044
1.000	1.4959
1.618	1.4821
2.618	1.4598
4.250	1.4234

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	1.5294	1.5369
PP	1.5274	1.5324
S1	1.5255	1.5280

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

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