CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	1.5917	1.6030	0.0113	0.7%	1.5656
High	1.6022	1.6092	0.0070	0.4%	1.6022
Low	1.5864	1.6005	0.0141	0.9%	1.5656
Close	1.5999	1.6014	0.0015	0.1%	1.5999
Range	0.0158	0.0087	-0.0071	-44.9%	0.0366
ATR	0.0140	0.0137	-0.0003	-2.4%	0.0000
Volume	298	48	-250	-83.9%	1,025

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6298	1.6243	1.6062
R3	1.6211	1.6156	1.6038
R2	1.6124	1.6124	1.6030
R1	1.6069	1.6069	1.6022	1.6053
PP	1.6037	1.6037	1.6037	1.6029
S1	1.5982	1.5982	1.6006	1.5966
S2	1.5950	1.5950	1.5998
S3	1.5863	1.5895	1.5990
S4	1.5776	1.5808	1.5966

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6990	1.6861	1.6200
R3	1.6624	1.6495	1.6100
R2	1.6258	1.6258	1.6066
R1	1.6129	1.6129	1.6033	1.6194
PP	1.5892	1.5892	1.5892	1.5925
S1	1.5763	1.5763	1.5965	1.5828
S2	1.5526	1.5526	1.5932
S3	1.5160	1.5397	1.5898
S4	1.4794	1.5031	1.5798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6092	1.5667	0.0425	2.7%	0.0154	1.0%	82%	True	False	185
10	1.6092	1.5632	0.0460	2.9%	0.0149	0.9%	83%	True	False	132
20	1.6092	1.5632	0.0460	2.9%	0.0135	0.8%	83%	True	False	89
40	1.6092	1.5283	0.0809	5.1%	0.0118	0.7%	90%	True	False	63

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6462
2.618	1.6320
1.618	1.6233
1.000	1.6179
0.618	1.6146
HIGH	1.6092
0.618	1.6059
0.500	1.6049
0.382	1.6038
LOW	1.6005
0.618	1.5951
1.000	1.5918
1.618	1.5864
2.618	1.5777
4.250	1.5635

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	1.6049	1.5984
PP	1.6037	1.5954
S1	1.6026	1.5925

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

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