CME British Pound Future December 2010

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Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary Previous Current 22-Mar-2010 23-Mar-2010 Change Change % Previous Week Open 1.5000 1.5010 0.0010 0.1% 1.5024 High 1.5010 1.5010 0.0000 0.0% 1.5307 Low 1.4980 1.5010 0.0030 0.2% 1.5002 Close 1.5073 1.5012 -0.0061 -0.4% 1.5002 Range 0.0030 0.0000 -0.0030 -100.0% 0.0305 ATR 0.0098 0.0095 -0.0002 -2.5% 0.0000 Volume 1 3 2 200.0% 5
Daily Pivots for day following 23-Mar-2010 Classic Woodie Camarilla DeMark R4 1.5011 1.5011 1.5012 R3 1.5011 1.5011 1.5012 R2 1.5011 1.5011 1.5012 R1 1.5011 1.5011 1.5012 1.5011 PP 1.5011 1.5011 1.5011 1.5011 S1 1.5011 1.5011 1.5012 1.5011 S2 1.5011 1.5011 1.5012 S3 1.5011 1.5011 1.5012 S4 1.5011 1.5011 1.5012	Weekly Pivots for week ending 19-Mar-2010 Classic Woodie Camarilla DeMark R4 1.6019 1.5815 1.5170 R3 1.5714 1.5510 1.5086 R2 1.5409 1.5409 1.5058 R1 1.5205 1.5205 1.5030 1.5155 PP 1.5104 1.5104 1.5104 1.5078 S1 1.4900 1.4900 1.4974 1.4850 S2 1.4799 1.4799 1.4946 S3 1.4494 1.4595 1.4918 S4 1.4189 1.4290 1.4834
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5307 1.4980 0.0327 2.2% 0.0006 0.0% 10% False False 1 10 1.5307 1.4950 0.0357 2.4% 0.0003 0.0% 17% False False 1 20 1.5372 1.4920 0.0452 3.0% 0.0002 0.0% 20% False False 1
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5010 2.618 1.5010 1.618 1.5010 1.000 1.5010 0.618 1.5010 HIGH 1.5010 0.618 1.5010 0.500 1.5010 0.382 1.5010 LOW 1.5010 0.618 1.5010 1.000 1.5010 1.618 1.5010 2.618 1.5010 4.250 1.5010
Fisher Pivots for day following 23-Mar-2010 Pivot 1 day 3 day R1 1.5011 1.5006 PP 1.5011 1.5001 S1 1.5010 1.4995

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