CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	1.5426	1.5358	-0.0068	-0.4%	1.5243
High	1.5473	1.5426	-0.0047	-0.3%	1.5376
Low	1.5346	1.5337	-0.0009	-0.1%	1.5122
Close	1.5364	1.5362	-0.0002	0.0%	1.5356
Range	0.0127	0.0089	-0.0038	-29.9%	0.0254
ATR	0.0131	0.0128	-0.0003	-2.3%	0.0000
Volume	136	119	-17	-12.5%	786

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5642	1.5591	1.5411
R3	1.5553	1.5502	1.5386
R2	1.5464	1.5464	1.5378
R1	1.5413	1.5413	1.5370	1.5439
PP	1.5375	1.5375	1.5375	1.5388
S1	1.5324	1.5324	1.5354	1.5350
S2	1.5286	1.5286	1.5346
S3	1.5197	1.5235	1.5338
S4	1.5108	1.5146	1.5313

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6047	1.5955	1.5496
R3	1.5793	1.5701	1.5426
R2	1.5539	1.5539	1.5403
R1	1.5447	1.5447	1.5379	1.5493
PP	1.5285	1.5285	1.5285	1.5308
S1	1.5193	1.5193	1.5333	1.5239
S2	1.5031	1.5031	1.5309
S3	1.4777	1.4939	1.5286
S4	1.4523	1.4685	1.5216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5473	1.5126	0.0347	2.3%	0.0121	0.8%	68%	False	False	175
10	1.5473	1.5041	0.0432	2.8%	0.0122	0.8%	74%	False	False	197
20	1.5473	1.4795	0.0678	4.4%	0.0137	0.9%	84%	False	False	299
40	1.5667	1.4795	0.0872	5.7%	0.0079	0.5%	65%	False	False	163

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	0.0020
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.5804
2.618	1.5659
1.618	1.5570
1.000	1.5515
0.618	1.5481
HIGH	1.5426
0.618	1.5392
0.500	1.5382
0.382	1.5371
LOW	1.5337
0.618	1.5282
1.000	1.5248
1.618	1.5193
2.618	1.5104
4.250	1.4959

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	1.5382	1.5371
PP	1.5375	1.5368
S1	1.5369	1.5365

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

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