CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 05-Nov-2010

Day Change Summary
	Previous	Current
	04-Nov-2010	05-Nov-2010	Change	Change %	Previous Week
Open	1.6079	1.6250	0.0171	1.1%	1.6030
High	1.6264	1.6250	-0.0014	-0.1%	1.6264
Low	1.6071	1.6153	0.0082	0.5%	1.5949
Close	1.6261	1.6171	-0.0090	-0.6%	1.6171
Range	0.0193	0.0097	-0.0096	-49.7%	0.0315
ATR	0.0139	0.0137	-0.0002	-1.6%	0.0000
Volume	98	81	-17	-17.3%	286

Daily Pivots for day following 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6482	1.6424	1.6224
R3	1.6385	1.6327	1.6198
R2	1.6288	1.6288	1.6189
R1	1.6230	1.6230	1.6180	1.6211
PP	1.6191	1.6191	1.6191	1.6182
S1	1.6133	1.6133	1.6162	1.6114
S2	1.6094	1.6094	1.6153
S3	1.5997	1.6036	1.6144
S4	1.5900	1.5939	1.6118

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.7073	1.6937	1.6344
R3	1.6758	1.6622	1.6258
R2	1.6443	1.6443	1.6229
R1	1.6307	1.6307	1.6200	1.6375
PP	1.6128	1.6128	1.6128	1.6162
S1	1.5992	1.5992	1.6142	1.6060
S2	1.5813	1.5813	1.6113
S3	1.5498	1.5677	1.6084
S4	1.5183	1.5362	1.5998

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6264	1.5949	0.0315	1.9%	0.0121	0.7%	70%	False	False	57
10	1.6264	1.5656	0.0608	3.8%	0.0138	0.9%	85%	False	False	131
20	1.6264	1.5632	0.0632	3.9%	0.0133	0.8%	85%	False	False	92
40	1.6264	1.5340	0.0924	5.7%	0.0125	0.8%	90%	False	False	69

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6662
2.618	1.6504
1.618	1.6407
1.000	1.6347
0.618	1.6310
HIGH	1.6250
0.618	1.6213
0.500	1.6202
0.382	1.6190
LOW	1.6153
0.618	1.6093
1.000	1.6056
1.618	1.5996
2.618	1.5899
4.250	1.5741

Fisher Pivots for day following 05-Nov-2010
Pivot	1 day	3 day
R1	1.6202	1.6162
PP	1.6191	1.6152
S1	1.6181	1.6143

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

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