CME British Pound Future December 2010

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Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary Previous Current 12-Mar-2010 15-Mar-2010 Change Change % Previous Week Open 1.5151 1.5024 -0.0127 -0.8% 1.5051 High 1.5151 1.5024 -0.0127 -0.8% 1.5151 Low 1.5151 1.5024 -0.0127 -0.8% 1.4950 Close 1.5151 1.5024 -0.0127 -0.8% 1.5151 Range ATR 0.0084 0.0087 0.0003 3.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Mar-2010 Classic Woodie Camarilla DeMark R4 1.5024 1.5024 1.5024 R3 1.5024 1.5024 1.5024 R2 1.5024 1.5024 1.5024 R1 1.5024 1.5024 1.5024 1.5024 PP 1.5024 1.5024 1.5024 1.5024 S1 1.5024 1.5024 1.5024 1.5024 S2 1.5024 1.5024 1.5024 S3 1.5024 1.5024 1.5024 S4 1.5024 1.5024 1.5024	Weekly Pivots for week ending 12-Mar-2010 Classic Woodie Camarilla DeMark R4 1.5687 1.5620 1.5262 R3 1.5486 1.5419 1.5206 R2 1.5285 1.5285 1.5188 R1 1.5218 1.5218 1.5169 1.5252 PP 1.5084 1.5084 1.5084 1.5101 S1 1.5017 1.5017 1.5133 1.5051 S2 1.4883 1.4883 1.5114 S3 1.4682 1.4816 1.5096 S4 1.4481 1.4615 1.5040
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5151 1.4950 0.0201 1.3% 0.0000 0.0% 37% False False 1 10 1.5151 1.4920 0.0231 1.5% 0.0000 0.0% 45% False False 1 20 1.5749 1.4920 0.0829 5.5% 0.0000 0.0% 13% False False 3
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.5024 2.618 1.5024 1.618 1.5024 1.000 1.5024 0.618 1.5024 HIGH 1.5024 0.618 1.5024 0.500 1.5024 0.382 1.5024 LOW 1.5024 0.618 1.5024 1.000 1.5024 1.618 1.5024 2.618 1.5024 4.250 1.5024
Fisher Pivots for day following 15-Mar-2010 Pivot 1 day 3 day R1 1.5024 1.5088 PP 1.5024 1.5066 S1 1.5024 1.5045

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