CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 01-Apr-2010

Day Change Summary
	Previous	Current
	31-Mar-2010	01-Apr-2010	Change	Change %	Previous Week
Open	1.5058	1.5178	0.0120	0.8%	1.4984
High	1.5191	1.5280	0.0089	0.6%	1.5087
Low	1.5041	1.5178	0.0137	0.9%	1.4795
Close	1.5166	1.5256	0.0090	0.6%	1.4879
Range	0.0150	0.0102	-0.0048	-32.0%	0.0292
ATR	0.0132	0.0131	-0.0001	-1.0%	0.0000
Volume	325	304	-21	-6.5%	1,551

Daily Pivots for day following 01-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5544	1.5502	1.5312
R3	1.5442	1.5400	1.5284
R2	1.5340	1.5340	1.5275
R1	1.5298	1.5298	1.5265	1.5319
PP	1.5238	1.5238	1.5238	1.5249
S1	1.5196	1.5196	1.5247	1.5217
S2	1.5136	1.5136	1.5237
S3	1.5034	1.5094	1.5228
S4	1.4932	1.4992	1.5200

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5796	1.5630	1.5040
R3	1.5504	1.5338	1.4959
R2	1.5212	1.5212	1.4933
R1	1.5046	1.5046	1.4906	1.4983
PP	1.4920	1.4920	1.4920	1.4889
S1	1.4754	1.4754	1.4852	1.4691
S2	1.4628	1.4628	1.4825
S3	1.4336	1.4462	1.4799
S4	1.4044	1.4170	1.4718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5280	1.4795	0.0485	3.2%	0.0124	0.8%	95%	True	False	227
10	1.5280	1.4795	0.0485	3.2%	0.0151	1.0%	95%	True	False	332
20	1.5362	1.4795	0.0567	3.7%	0.0110	0.7%	81%	False	False	259
40	1.5758	1.4795	0.0963	6.3%	0.0055	0.4%	48%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.5714
2.618	1.5547
1.618	1.5445
1.000	1.5382
0.618	1.5343
HIGH	1.5280
0.618	1.5241
0.500	1.5229
0.382	1.5217
LOW	1.5178
0.618	1.5115
1.000	1.5076
1.618	1.5013
2.618	1.4911
4.250	1.4745

Fisher Pivots for day following 01-Apr-2010
Pivot	1 day	3 day
R1	1.5247	1.5211
PP	1.5238	1.5166
S1	1.5229	1.5122

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

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