CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	1.5776	1.5687	-0.0089	-0.6%	1.5974
High	1.5779	1.5717	-0.0062	-0.4%	1.5974
Low	1.5664	1.5632	-0.0032	-0.2%	1.5632
Close	1.5690	1.5648	-0.0042	-0.3%	1.5648
Range	0.0115	0.0085	-0.0030	-26.1%	0.0342
ATR	0.0134	0.0131	-0.0004	-2.6%	0.0000
Volume	157	33	-124	-79.0%	309

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5921	1.5869	1.5695
R3	1.5836	1.5784	1.5671
R2	1.5751	1.5751	1.5664
R1	1.5699	1.5699	1.5656	1.5683
PP	1.5666	1.5666	1.5666	1.5657
S1	1.5614	1.5614	1.5640	1.5598
S2	1.5581	1.5581	1.5632
S3	1.5496	1.5529	1.5625
S4	1.5411	1.5444	1.5601

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6777	1.6555	1.5836
R3	1.6435	1.6213	1.5742
R2	1.6093	1.6093	1.5711
R1	1.5871	1.5871	1.5679	1.5811
PP	1.5751	1.5751	1.5751	1.5722
S1	1.5529	1.5529	1.5617	1.5469
S2	1.5409	1.5409	1.5585
S3	1.5067	1.5187	1.5554
S4	1.4725	1.4845	1.5460

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5974	1.5632	0.0342	2.2%	0.0154	1.0%	5%	False	True	61
10	1.6062	1.5632	0.0430	2.7%	0.0129	0.8%	4%	False	True	53
20	1.6062	1.5632	0.0430	2.7%	0.0122	0.8%	4%	False	True	50
40	1.6062	1.5283	0.0779	5.0%	0.0100	0.6%	47%	False	False	37

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6078
2.618	1.5940
1.618	1.5855
1.000	1.5802
0.618	1.5770
HIGH	1.5717
0.618	1.5685
0.500	1.5675
0.382	1.5664
LOW	1.5632
0.618	1.5579
1.000	1.5547
1.618	1.5494
2.618	1.5409
4.250	1.5271

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	1.5675	1.5741
PP	1.5666	1.5710
S1	1.5657	1.5679

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

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