CME British Pound Future September 2010

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Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary Previous Current 10-Mar-2010 11-Mar-2010 Change Change % Previous Week Open 1.4915 1.5027 0.0112 0.8% 1.4997 High 1.4917 1.5027 0.0110 0.7% 1.5141 Low 1.4915 1.5027 0.0112 0.8% 1.4929 Close 1.4957 1.5033 0.0076 0.5% 1.5141 Range 0.0002 0.0000 -0.0002 -100.0% 0.0212 ATR 0.0089 0.0088 -0.0001 -1.5% 0.0000 Volume 23 17 -6 -26.1% 9
Daily Pivots for day following 11-Mar-2010 Classic Woodie Camarilla DeMark R4 1.5029 1.5031 1.5033 R3 1.5029 1.5031 1.5033 R2 1.5029 1.5029 1.5033 R1 1.5031 1.5031 1.5033 1.5030 PP 1.5029 1.5029 1.5029 1.5029 S1 1.5031 1.5031 1.5033 1.5030 S2 1.5029 1.5029 1.5033 S3 1.5029 1.5031 1.5033 S4 1.5029 1.5031 1.5033	Weekly Pivots for week ending 05-Mar-2010 Classic Woodie Camarilla DeMark R4 1.5706 1.5636 1.5258 R3 1.5494 1.5424 1.5199 R2 1.5282 1.5282 1.5180 R1 1.5212 1.5212 1.5160 1.5247 PP 1.5070 1.5070 1.5070 1.5088 S1 1.5000 1.5000 1.5122 1.5035 S2 1.4858 1.4858 1.5102 S3 1.4646 1.4788 1.5083 S4 1.4434 1.4576 1.5024
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5141 1.4915 0.0226 1.5% 0.0001 0.0% 52% False False 8 10 1.5225 1.4915 0.0310 2.1% 0.0001 0.0% 38% False False 5 20 1.5758 1.4915 0.0843 5.6% 0.0000 0.0% 14% False False 3
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 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.5027 2.618 1.5027 1.618 1.5027 1.000 1.5027 0.618 1.5027 HIGH 1.5027 0.618 1.5027 0.500 1.5027 0.382 1.5027 LOW 1.5027 0.618 1.5027 1.000 1.5027 1.618 1.5027 2.618 1.5027 4.250 1.5027
Fisher Pivots for day following 11-Mar-2010 Pivot 1 day 3 day R1 1.5031 1.5012 PP 1.5029 1.4992 S1 1.5027 1.4971

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