CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	1.5974	1.5889	-0.0085	-0.5%	1.5908
High	1.5974	1.5900	-0.0074	-0.5%	1.6062
Low	1.5830	1.5668	-0.0162	-1.0%	1.5750
Close	1.5915	1.5678	-0.0237	-1.5%	1.5965
Range	0.0144	0.0232	0.0088	61.1%	0.0312
ATR	0.0117	0.0126	0.0009	7.9%	0.0000
Volume	59	23	-36	-61.0%	230

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6445	1.6293	1.5806
R3	1.6213	1.6061	1.5742
R2	1.5981	1.5981	1.5721
R1	1.5829	1.5829	1.5699	1.5789
PP	1.5749	1.5749	1.5749	1.5729
S1	1.5597	1.5597	1.5657	1.5557
S2	1.5517	1.5517	1.5635
S3	1.5285	1.5365	1.5614
S4	1.5053	1.5133	1.5550

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6862	1.6725	1.6137
R3	1.6550	1.6413	1.6051
R2	1.6238	1.6238	1.6022
R1	1.6101	1.6101	1.5994	1.6170
PP	1.5926	1.5926	1.5926	1.5960
S1	1.5789	1.5789	1.5936	1.5858
S2	1.5614	1.5614	1.5908
S3	1.5302	1.5477	1.5879
S4	1.4990	1.5165	1.5793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6062	1.5668	0.0394	2.5%	0.0142	0.9%	3%	False	True	44
10	1.6062	1.5668	0.0394	2.5%	0.0129	0.8%	3%	False	True	47
20	1.6062	1.5598	0.0464	3.0%	0.0120	0.8%	17%	False	False	44
40	1.6062	1.5283	0.0779	5.0%	0.0091	0.6%	51%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	1.6886
2.618	1.6507
1.618	1.6275
1.000	1.6132
0.618	1.6043
HIGH	1.5900
0.618	1.5811
0.500	1.5784
0.382	1.5757
LOW	1.5668
0.618	1.5525
1.000	1.5436
1.618	1.5293
2.618	1.5061
4.250	1.4682

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	1.5784	1.5865
PP	1.5749	1.5803
S1	1.5713	1.5740

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

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