CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 20-Oct-2010

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	1.5889	1.5657	-0.0232	-1.5%	1.5908
High	1.5900	1.5850	-0.0050	-0.3%	1.6062
Low	1.5668	1.5657	-0.0011	-0.1%	1.5750
Close	1.5678	1.5836	0.0158	1.0%	1.5965
Range	0.0232	0.0193	-0.0039	-16.8%	0.0312
ATR	0.0126	0.0131	0.0005	3.8%	0.0000
Volume	23	37	14	60.9%	230

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6360	1.6291	1.5942
R3	1.6167	1.6098	1.5889
R2	1.5974	1.5974	1.5871
R1	1.5905	1.5905	1.5854	1.5940
PP	1.5781	1.5781	1.5781	1.5798
S1	1.5712	1.5712	1.5818	1.5747
S2	1.5588	1.5588	1.5801
S3	1.5395	1.5519	1.5783
S4	1.5202	1.5326	1.5730

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	1.5657	0.0405	2.6%	0.0162	1.0%	44%	False	True	43
10	1.6062	1.5657	0.0405	2.6%	0.0138	0.9%	44%	False	True	41
20	1.6062	1.5598	0.0464	2.9%	0.0127	0.8%	51%	False	False	44
40	1.6062	1.5283	0.0779	4.9%	0.0095	0.6%	71%	False	False	32

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	True
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6670
2.618	1.6355
1.618	1.6162
1.000	1.6043
0.618	1.5969
HIGH	1.5850
0.618	1.5776
0.500	1.5754
0.382	1.5731
LOW	1.5657
0.618	1.5538
1.000	1.5464
1.618	1.5345
2.618	1.5152
4.250	1.4837

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	1.5809	1.5829
PP	1.5781	1.5822
S1	1.5754	1.5816

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

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