CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 05-Apr-2010

Day Change Summary
	Previous	Current
	02-Apr-2010	05-Apr-2010	Change	Change %	Previous Week
Open	1.5273	1.5243	-0.0030	-0.2%	1.4921
High	1.5273	1.5301	0.0028	0.2%	1.5280
Low	1.5172	1.5205	0.0033	0.2%	1.4896
Close	1.5179	1.5281	0.0102	0.7%	1.5179
Range	0.0101	0.0096	-0.0005	-5.0%	0.0384
ATR	0.0129	0.0128	0.0000	-0.4%	0.0000
Volume	302	107	-195	-64.6%	1,165

Daily Pivots for day following 05-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5550	1.5512	1.5334
R3	1.5454	1.5416	1.5307
R2	1.5358	1.5358	1.5299
R1	1.5320	1.5320	1.5290	1.5339
PP	1.5262	1.5262	1.5262	1.5272
S1	1.5224	1.5224	1.5272	1.5243
S2	1.5166	1.5166	1.5263
S3	1.5070	1.5128	1.5255
S4	1.4974	1.5032	1.5228

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6270	1.6109	1.5390
R3	1.5886	1.5725	1.5285
R2	1.5502	1.5502	1.5249
R1	1.5341	1.5341	1.5214	1.5422
PP	1.5118	1.5118	1.5118	1.5159
S1	1.4957	1.4957	1.5144	1.5038
S2	1.4734	1.4734	1.5109
S3	1.4350	1.4573	1.5073
S4	1.3966	1.4189	1.4968

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5301	1.4963	0.0338	2.2%	0.0120	0.8%	94%	True	False	228
10	1.5301	1.4795	0.0506	3.3%	0.0129	0.8%	96%	True	False	219
20	1.5362	1.4795	0.0567	3.7%	0.0120	0.8%	86%	False	False	279
40	1.5758	1.4795	0.0963	6.3%	0.0060	0.4%	50%	False	False	140

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	0.0018
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.5709
2.618	1.5552
1.618	1.5456
1.000	1.5397
0.618	1.5360
HIGH	1.5301
0.618	1.5264
0.500	1.5253
0.382	1.5242
LOW	1.5205
0.618	1.5146
1.000	1.5109
1.618	1.5050
2.618	1.4954
4.250	1.4797

Fisher Pivots for day following 05-Apr-2010
Pivot	1 day	3 day
R1	1.5272	1.5266
PP	1.5262	1.5251
S1	1.5253	1.5237

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

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