CME British Pound Future March 2011

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Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary Previous Current 07-Sep-2010 08-Sep-2010 Change Change % Previous Week Open 1.5347 1.5509 0.0162 1.1% 1.5446 High 1.5347 1.5509 0.0162 1.1% 1.5446 Low 1.5283 1.5509 0.0226 1.5% 1.5307 Close 1.5324 1.5461 0.0137 0.9% 1.5427 Range 0.0064 0.0000 -0.0064 -100.0% 0.0139 ATR 0.0059 0.0068 0.0009 15.3% 0.0000 Volume 4 7 3 75.0% 19
Daily Pivots for day following 08-Sep-2010 Classic Woodie Camarilla DeMark R4 1.5493 1.5477 1.5461 R3 1.5493 1.5477 1.5461 R2 1.5493 1.5493 1.5461 R1 1.5477 1.5477 1.5461 1.5485 PP 1.5493 1.5493 1.5493 1.5497 S1 1.5477 1.5477 1.5461 1.5485 S2 1.5493 1.5493 1.5461 S3 1.5493 1.5477 1.5461 S4 1.5493 1.5477 1.5461	Weekly Pivots for week ending 03-Sep-2010 Classic Woodie Camarilla DeMark R4 1.5810 1.5758 1.5503 R3 1.5671 1.5619 1.5465 R2 1.5532 1.5532 1.5452 R1 1.5480 1.5480 1.5440 1.5437 PP 1.5393 1.5393 1.5393 1.5372 S1 1.5341 1.5341 1.5414 1.5298 S2 1.5254 1.5254 1.5402 S3 1.5115 1.5202 1.5389 S4 1.4976 1.5063 1.5351
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5509 1.5283 0.0226 1.5% 0.0040 0.3% 79% True False 4 10 1.5509 1.5283 0.0226 1.5% 0.0020 0.1% 79% True False 3
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.5509 2.618 1.5509 1.618 1.5509 1.000 1.5509 0.618 1.5509 HIGH 1.5509 0.618 1.5509 0.500 1.5509 0.382 1.5509 LOW 1.5509 0.618 1.5509 1.000 1.5509 1.618 1.5509 2.618 1.5509 4.250 1.5509
Fisher Pivots for day following 08-Sep-2010 Pivot 1 day 3 day R1 1.5509 1.5439 PP 1.5493 1.5418 S1 1.5477 1.5396

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